| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,064.00 |
2,031.50 |
-32.50 |
-1.6% |
2,063.25 |
| High |
2,064.00 |
2,060.00 |
-4.00 |
-0.2% |
2,075.00 |
| Low |
2,029.00 |
2,030.50 |
1.50 |
0.1% |
2,039.75 |
| Close |
2,031.25 |
2,033.25 |
2.00 |
0.1% |
2,061.00 |
| Range |
35.00 |
29.50 |
-5.50 |
-15.7% |
35.25 |
| ATR |
24.60 |
24.95 |
0.35 |
1.4% |
0.00 |
| Volume |
3,311 |
3,835 |
524 |
15.8% |
14,625 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.75 |
2,111.00 |
2,049.50 |
|
| R3 |
2,100.25 |
2,081.50 |
2,041.25 |
|
| R2 |
2,070.75 |
2,070.75 |
2,038.75 |
|
| R1 |
2,052.00 |
2,052.00 |
2,036.00 |
2,061.50 |
| PP |
2,041.25 |
2,041.25 |
2,041.25 |
2,046.00 |
| S1 |
2,022.50 |
2,022.50 |
2,030.50 |
2,032.00 |
| S2 |
2,011.75 |
2,011.75 |
2,027.75 |
|
| S3 |
1,982.25 |
1,993.00 |
2,025.25 |
|
| S4 |
1,952.75 |
1,963.50 |
2,017.00 |
|
|
| 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% |
32.75 |
1.6% |
22% |
False |
False |
3,335 |
| 10 |
2,104.75 |
2,022.50 |
82.25 |
4.0% |
27.50 |
1.4% |
13% |
False |
False |
3,119 |
| 20 |
2,114.25 |
2,022.50 |
91.75 |
4.5% |
23.25 |
1.1% |
12% |
False |
False |
2,084 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
19.50 |
1.0% |
11% |
False |
False |
1,427 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
19.50 |
1.0% |
11% |
False |
False |
1,032 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.7% |
19.00 |
0.9% |
11% |
False |
False |
787 |
| 100 |
2,118.50 |
2,018.75 |
99.75 |
4.9% |
17.25 |
0.8% |
15% |
False |
False |
639 |
| 120 |
2,118.50 |
1,956.25 |
162.25 |
8.0% |
17.25 |
0.9% |
47% |
False |
False |
546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,185.50 |
|
2.618 |
2,137.25 |
|
1.618 |
2,107.75 |
|
1.000 |
2,089.50 |
|
0.618 |
2,078.25 |
|
HIGH |
2,060.00 |
|
0.618 |
2,048.75 |
|
0.500 |
2,045.25 |
|
0.382 |
2,041.75 |
|
LOW |
2,030.50 |
|
0.618 |
2,012.25 |
|
1.000 |
2,001.00 |
|
1.618 |
1,982.75 |
|
2.618 |
1,953.25 |
|
4.250 |
1,905.00 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.25 |
2,048.50 |
| PP |
2,041.25 |
2,043.50 |
| S1 |
2,037.25 |
2,038.50 |
|