| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,060.50 |
2,064.00 |
3.50 |
0.2% |
2,063.25 |
| High |
2,070.00 |
2,064.00 |
-6.00 |
-0.3% |
2,075.00 |
| Low |
2,027.25 |
2,029.00 |
1.75 |
0.1% |
2,039.75 |
| Close |
2,066.00 |
2,031.25 |
-34.75 |
-1.7% |
2,061.00 |
| Range |
42.75 |
35.00 |
-7.75 |
-18.1% |
35.25 |
| ATR |
23.64 |
24.60 |
0.95 |
4.0% |
0.00 |
| Volume |
2,259 |
3,311 |
1,052 |
46.6% |
14,625 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.50 |
2,123.75 |
2,050.50 |
|
| R3 |
2,111.50 |
2,088.75 |
2,041.00 |
|
| R2 |
2,076.50 |
2,076.50 |
2,037.75 |
|
| R1 |
2,053.75 |
2,053.75 |
2,034.50 |
2,047.50 |
| PP |
2,041.50 |
2,041.50 |
2,041.50 |
2,038.25 |
| S1 |
2,018.75 |
2,018.75 |
2,028.00 |
2,012.50 |
| S2 |
2,006.50 |
2,006.50 |
2,024.75 |
|
| S3 |
1,971.50 |
1,983.75 |
2,021.50 |
|
| S4 |
1,936.50 |
1,948.75 |
2,012.00 |
|
|
| 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 |
2.4% |
31.00 |
1.5% |
18% |
False |
False |
3,017 |
| 10 |
2,110.50 |
2,022.50 |
88.00 |
4.3% |
26.50 |
1.3% |
10% |
False |
False |
2,865 |
| 20 |
2,114.25 |
2,022.50 |
91.75 |
4.5% |
23.00 |
1.1% |
10% |
False |
False |
1,981 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
19.25 |
0.9% |
9% |
False |
False |
1,337 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
19.25 |
0.9% |
9% |
False |
False |
968 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
18.75 |
0.9% |
9% |
False |
False |
740 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.9% |
17.00 |
0.8% |
13% |
False |
False |
600 |
| 120 |
2,118.50 |
1,952.50 |
166.00 |
8.2% |
17.50 |
0.9% |
47% |
False |
False |
514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,212.75 |
|
2.618 |
2,155.75 |
|
1.618 |
2,120.75 |
|
1.000 |
2,099.00 |
|
0.618 |
2,085.75 |
|
HIGH |
2,064.00 |
|
0.618 |
2,050.75 |
|
0.500 |
2,046.50 |
|
0.382 |
2,042.25 |
|
LOW |
2,029.00 |
|
0.618 |
2,007.25 |
|
1.000 |
1,994.00 |
|
1.618 |
1,972.25 |
|
2.618 |
1,937.25 |
|
4.250 |
1,880.25 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.50 |
2,046.25 |
| PP |
2,041.50 |
2,041.25 |
| S1 |
2,036.25 |
2,036.25 |
|