| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,061.00 |
2,060.50 |
-0.50 |
0.0% |
2,063.25 |
| High |
2,063.00 |
2,070.00 |
7.00 |
0.3% |
2,075.00 |
| Low |
2,022.50 |
2,027.25 |
4.75 |
0.2% |
2,039.75 |
| Close |
2,056.75 |
2,066.00 |
9.25 |
0.4% |
2,061.00 |
| Range |
40.50 |
42.75 |
2.25 |
5.6% |
35.25 |
| ATR |
22.17 |
23.64 |
1.47 |
6.6% |
0.00 |
| Volume |
1,751 |
2,259 |
508 |
29.0% |
14,625 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.75 |
2,167.00 |
2,089.50 |
|
| R3 |
2,140.00 |
2,124.25 |
2,077.75 |
|
| R2 |
2,097.25 |
2,097.25 |
2,073.75 |
|
| R1 |
2,081.50 |
2,081.50 |
2,070.00 |
2,089.50 |
| PP |
2,054.50 |
2,054.50 |
2,054.50 |
2,058.25 |
| S1 |
2,038.75 |
2,038.75 |
2,062.00 |
2,046.50 |
| S2 |
2,011.75 |
2,011.75 |
2,058.25 |
|
| S3 |
1,969.00 |
1,996.00 |
2,054.25 |
|
| S4 |
1,926.25 |
1,953.25 |
2,042.50 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.25 |
2,148.00 |
2,080.50 |
|
| R3 |
2,129.00 |
2,112.75 |
2,070.75 |
|
| R2 |
2,093.75 |
2,093.75 |
2,067.50 |
|
| R1 |
2,077.50 |
2,077.50 |
2,064.25 |
2,068.00 |
| PP |
2,058.50 |
2,058.50 |
2,058.50 |
2,054.00 |
| S1 |
2,042.25 |
2,042.25 |
2,057.75 |
2,032.75 |
| S2 |
2,023.25 |
2,023.25 |
2,054.50 |
|
| S3 |
1,988.00 |
2,007.00 |
2,051.25 |
|
| S4 |
1,952.75 |
1,971.75 |
2,041.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,071.00 |
2,022.50 |
48.50 |
2.3% |
28.25 |
1.4% |
90% |
False |
False |
3,054 |
| 10 |
2,112.50 |
2,022.50 |
90.00 |
4.4% |
23.75 |
1.2% |
48% |
False |
False |
2,635 |
| 20 |
2,114.25 |
2,022.50 |
91.75 |
4.4% |
22.00 |
1.1% |
47% |
False |
False |
2,197 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
18.75 |
0.9% |
45% |
False |
False |
1,258 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
18.75 |
0.9% |
45% |
False |
False |
914 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
18.50 |
0.9% |
45% |
False |
False |
699 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
16.75 |
0.8% |
47% |
False |
False |
568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,251.75 |
|
2.618 |
2,182.00 |
|
1.618 |
2,139.25 |
|
1.000 |
2,112.75 |
|
0.618 |
2,096.50 |
|
HIGH |
2,070.00 |
|
0.618 |
2,053.75 |
|
0.500 |
2,048.50 |
|
0.382 |
2,043.50 |
|
LOW |
2,027.25 |
|
0.618 |
2,000.75 |
|
1.000 |
1,984.50 |
|
1.618 |
1,958.00 |
|
2.618 |
1,915.25 |
|
4.250 |
1,845.50 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.25 |
2,059.50 |
| PP |
2,054.50 |
2,053.25 |
| S1 |
2,048.50 |
2,046.75 |
|