| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3,458.0 |
3,336.0 |
-122.0 |
-3.5% |
3,447.0 |
| High |
3,458.0 |
3,397.0 |
-61.0 |
-1.8% |
3,520.0 |
| Low |
3,408.0 |
3,316.0 |
-92.0 |
-2.7% |
3,364.0 |
| Close |
3,424.0 |
3,348.0 |
-76.0 |
-2.2% |
3,424.0 |
| Range |
50.0 |
81.0 |
31.0 |
62.0% |
156.0 |
| ATR |
79.6 |
81.6 |
2.0 |
2.5% |
0.0 |
| Volume |
11,366 |
5,563 |
-5,803 |
-51.1% |
26,206 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,596.7 |
3,553.3 |
3,392.6 |
|
| R3 |
3,515.7 |
3,472.3 |
3,370.3 |
|
| R2 |
3,434.7 |
3,434.7 |
3,362.9 |
|
| R1 |
3,391.3 |
3,391.3 |
3,355.4 |
3,413.0 |
| PP |
3,353.7 |
3,353.7 |
3,353.7 |
3,364.5 |
| S1 |
3,310.3 |
3,310.3 |
3,340.6 |
3,332.0 |
| S2 |
3,272.7 |
3,272.7 |
3,333.2 |
|
| S3 |
3,191.7 |
3,229.3 |
3,325.7 |
|
| S4 |
3,110.7 |
3,148.3 |
3,303.5 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,904.0 |
3,820.0 |
3,509.8 |
|
| R3 |
3,748.0 |
3,664.0 |
3,466.9 |
|
| R2 |
3,592.0 |
3,592.0 |
3,452.6 |
|
| R1 |
3,508.0 |
3,508.0 |
3,438.3 |
3,472.0 |
| PP |
3,436.0 |
3,436.0 |
3,436.0 |
3,418.0 |
| S1 |
3,352.0 |
3,352.0 |
3,409.7 |
3,316.0 |
| S2 |
3,280.0 |
3,280.0 |
3,395.4 |
|
| S3 |
3,124.0 |
3,196.0 |
3,381.1 |
|
| S4 |
2,968.0 |
3,040.0 |
3,338.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,520.0 |
3,316.0 |
204.0 |
6.1% |
72.2 |
2.2% |
16% |
False |
True |
5,973 |
| 10 |
3,638.0 |
3,316.0 |
322.0 |
9.6% |
76.7 |
2.3% |
10% |
False |
True |
8,508 |
| 20 |
3,638.0 |
3,316.0 |
322.0 |
9.6% |
77.6 |
2.3% |
10% |
False |
True |
4,893 |
| 40 |
3,662.0 |
3,316.0 |
346.0 |
10.3% |
59.1 |
1.8% |
9% |
False |
True |
2,583 |
| 60 |
3,740.0 |
3,316.0 |
424.0 |
12.7% |
54.2 |
1.6% |
8% |
False |
True |
1,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,741.3 |
|
2.618 |
3,609.1 |
|
1.618 |
3,528.1 |
|
1.000 |
3,478.0 |
|
0.618 |
3,447.1 |
|
HIGH |
3,397.0 |
|
0.618 |
3,366.1 |
|
0.500 |
3,356.5 |
|
0.382 |
3,346.9 |
|
LOW |
3,316.0 |
|
0.618 |
3,265.9 |
|
1.000 |
3,235.0 |
|
1.618 |
3,184.9 |
|
2.618 |
3,103.9 |
|
4.250 |
2,971.8 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,356.5 |
3,405.5 |
| PP |
3,353.7 |
3,386.3 |
| S1 |
3,350.8 |
3,367.2 |
|