| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3,447.0 |
3,434.0 |
-13.0 |
-0.4% |
3,495.0 |
| High |
3,515.0 |
3,480.0 |
-35.0 |
-1.0% |
3,638.0 |
| Low |
3,364.0 |
3,399.0 |
35.0 |
1.0% |
3,495.0 |
| Close |
3,456.0 |
3,425.0 |
-31.0 |
-0.9% |
3,613.0 |
| Range |
151.0 |
81.0 |
-70.0 |
-46.4% |
143.0 |
| ATR |
83.3 |
83.2 |
-0.2 |
-0.2% |
0.0 |
| Volume |
1,900 |
11,516 |
9,616 |
506.1% |
54,505 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,677.7 |
3,632.3 |
3,469.6 |
|
| R3 |
3,596.7 |
3,551.3 |
3,447.3 |
|
| R2 |
3,515.7 |
3,515.7 |
3,439.9 |
|
| R1 |
3,470.3 |
3,470.3 |
3,432.4 |
3,452.5 |
| PP |
3,434.7 |
3,434.7 |
3,434.7 |
3,425.8 |
| S1 |
3,389.3 |
3,389.3 |
3,417.6 |
3,371.5 |
| S2 |
3,353.7 |
3,353.7 |
3,410.2 |
|
| S3 |
3,272.7 |
3,308.3 |
3,402.7 |
|
| S4 |
3,191.7 |
3,227.3 |
3,380.5 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,011.0 |
3,955.0 |
3,691.7 |
|
| R3 |
3,868.0 |
3,812.0 |
3,652.3 |
|
| R2 |
3,725.0 |
3,725.0 |
3,639.2 |
|
| R1 |
3,669.0 |
3,669.0 |
3,626.1 |
3,697.0 |
| PP |
3,582.0 |
3,582.0 |
3,582.0 |
3,596.0 |
| S1 |
3,526.0 |
3,526.0 |
3,599.9 |
3,554.0 |
| S2 |
3,439.0 |
3,439.0 |
3,586.8 |
|
| S3 |
3,296.0 |
3,383.0 |
3,573.7 |
|
| S4 |
3,153.0 |
3,240.0 |
3,534.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,636.0 |
3,364.0 |
272.0 |
7.9% |
88.0 |
2.6% |
22% |
False |
False |
3,136 |
| 10 |
3,638.0 |
3,358.0 |
280.0 |
8.2% |
86.2 |
2.5% |
24% |
False |
False |
7,425 |
| 20 |
3,638.0 |
3,358.0 |
280.0 |
8.2% |
72.0 |
2.1% |
24% |
False |
False |
3,981 |
| 40 |
3,662.0 |
3,358.0 |
304.0 |
8.9% |
59.6 |
1.7% |
22% |
False |
False |
2,134 |
| 60 |
3,740.0 |
3,358.0 |
382.0 |
11.2% |
50.0 |
1.5% |
18% |
False |
False |
1,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,824.3 |
|
2.618 |
3,692.1 |
|
1.618 |
3,611.1 |
|
1.000 |
3,561.0 |
|
0.618 |
3,530.1 |
|
HIGH |
3,480.0 |
|
0.618 |
3,449.1 |
|
0.500 |
3,439.5 |
|
0.382 |
3,429.9 |
|
LOW |
3,399.0 |
|
0.618 |
3,348.9 |
|
1.000 |
3,318.0 |
|
1.618 |
3,267.9 |
|
2.618 |
3,186.9 |
|
4.250 |
3,054.8 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,439.5 |
3,494.5 |
| PP |
3,434.7 |
3,471.3 |
| S1 |
3,429.8 |
3,448.2 |
|