| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,054.50 |
2,071.50 |
17.00 |
0.8% |
2,105.75 |
| High |
2,077.50 |
2,079.00 |
1.50 |
0.1% |
2,122.00 |
| Low |
2,054.50 |
2,062.25 |
7.75 |
0.4% |
2,086.25 |
| Close |
2,071.00 |
2,068.75 |
-2.25 |
-0.1% |
2,095.75 |
| Range |
23.00 |
16.75 |
-6.25 |
-27.2% |
35.75 |
| ATR |
22.15 |
21.76 |
-0.39 |
-1.7% |
0.00 |
| Volume |
1,496,815 |
1,252,317 |
-244,498 |
-16.3% |
5,635,999 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.25 |
2,111.25 |
2,078.00 |
|
| R3 |
2,103.50 |
2,094.50 |
2,073.25 |
|
| R2 |
2,086.75 |
2,086.75 |
2,071.75 |
|
| R1 |
2,077.75 |
2,077.75 |
2,070.25 |
2,074.00 |
| PP |
2,070.00 |
2,070.00 |
2,070.00 |
2,068.00 |
| S1 |
2,061.00 |
2,061.00 |
2,067.25 |
2,057.00 |
| S2 |
2,053.25 |
2,053.25 |
2,065.75 |
|
| S3 |
2,036.50 |
2,044.25 |
2,064.25 |
|
| S4 |
2,019.75 |
2,027.50 |
2,059.50 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.50 |
2,188.00 |
2,115.50 |
|
| R3 |
2,172.75 |
2,152.25 |
2,105.50 |
|
| R2 |
2,137.00 |
2,137.00 |
2,102.25 |
|
| R1 |
2,116.50 |
2,116.50 |
2,099.00 |
2,109.00 |
| PP |
2,101.25 |
2,101.25 |
2,101.25 |
2,097.50 |
| S1 |
2,080.75 |
2,080.75 |
2,092.50 |
2,073.00 |
| S2 |
2,065.50 |
2,065.50 |
2,089.25 |
|
| S3 |
2,029.75 |
2,045.00 |
2,086.00 |
|
| S4 |
1,994.00 |
2,009.25 |
2,076.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,100.75 |
2,046.75 |
54.00 |
2.6% |
22.50 |
1.1% |
41% |
False |
False |
1,748,985 |
| 10 |
2,122.00 |
2,046.75 |
75.25 |
3.6% |
20.00 |
1.0% |
29% |
False |
False |
1,429,828 |
| 20 |
2,122.00 |
2,046.75 |
75.25 |
3.6% |
20.75 |
1.0% |
29% |
False |
False |
1,222,734 |
| 40 |
2,126.25 |
2,046.75 |
79.50 |
3.8% |
19.75 |
1.0% |
28% |
False |
False |
615,356 |
| 60 |
2,126.25 |
2,046.75 |
79.50 |
3.8% |
20.25 |
1.0% |
28% |
False |
False |
411,110 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.50 |
1.0% |
44% |
False |
False |
308,675 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
19.75 |
1.0% |
44% |
False |
False |
246,966 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.1% |
21.00 |
1.0% |
66% |
False |
False |
205,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.25 |
|
2.618 |
2,122.75 |
|
1.618 |
2,106.00 |
|
1.000 |
2,095.75 |
|
0.618 |
2,089.25 |
|
HIGH |
2,079.00 |
|
0.618 |
2,072.50 |
|
0.500 |
2,070.50 |
|
0.382 |
2,068.75 |
|
LOW |
2,062.25 |
|
0.618 |
2,052.00 |
|
1.000 |
2,045.50 |
|
1.618 |
2,035.25 |
|
2.618 |
2,018.50 |
|
4.250 |
1,991.00 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.50 |
2,066.75 |
| PP |
2,070.00 |
2,064.75 |
| S1 |
2,069.50 |
2,063.00 |
|