| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,071.50 |
2,037.25 |
-34.25 |
-1.7% |
2,064.00 |
| High |
2,079.00 |
2,071.75 |
-7.25 |
-0.3% |
2,083.25 |
| Low |
2,062.25 |
2,034.25 |
-28.00 |
-1.4% |
2,046.75 |
| Close |
2,068.75 |
2,064.50 |
-4.25 |
-0.2% |
2,068.75 |
| Range |
16.75 |
37.50 |
20.75 |
123.9% |
36.50 |
| ATR |
21.76 |
22.89 |
1.12 |
5.2% |
0.00 |
| Volume |
1,252,317 |
1,973,058 |
720,741 |
57.6% |
7,423,044 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,169.25 |
2,154.50 |
2,085.00 |
|
| R3 |
2,131.75 |
2,117.00 |
2,074.75 |
|
| R2 |
2,094.25 |
2,094.25 |
2,071.50 |
|
| R1 |
2,079.50 |
2,079.50 |
2,068.00 |
2,087.00 |
| PP |
2,056.75 |
2,056.75 |
2,056.75 |
2,060.50 |
| S1 |
2,042.00 |
2,042.00 |
2,061.00 |
2,049.50 |
| S2 |
2,019.25 |
2,019.25 |
2,057.50 |
|
| S3 |
1,981.75 |
2,004.50 |
2,054.25 |
|
| S4 |
1,944.25 |
1,967.00 |
2,044.00 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.75 |
2,158.75 |
2,088.75 |
|
| R3 |
2,139.25 |
2,122.25 |
2,078.75 |
|
| R2 |
2,102.75 |
2,102.75 |
2,075.50 |
|
| R1 |
2,085.75 |
2,085.75 |
2,072.00 |
2,094.25 |
| PP |
2,066.25 |
2,066.25 |
2,066.25 |
2,070.50 |
| S1 |
2,049.25 |
2,049.25 |
2,065.50 |
2,057.75 |
| S2 |
2,029.75 |
2,029.75 |
2,062.00 |
|
| S3 |
1,993.25 |
2,012.75 |
2,058.75 |
|
| S4 |
1,956.75 |
1,976.25 |
2,048.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,083.25 |
2,034.25 |
49.00 |
2.4% |
27.00 |
1.3% |
62% |
False |
True |
1,879,220 |
| 10 |
2,122.00 |
2,034.25 |
87.75 |
4.3% |
21.75 |
1.1% |
34% |
False |
True |
1,503,210 |
| 20 |
2,122.00 |
2,034.25 |
87.75 |
4.3% |
21.75 |
1.1% |
34% |
False |
True |
1,320,088 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.5% |
20.00 |
1.0% |
33% |
False |
True |
664,614 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.5% |
20.50 |
1.0% |
33% |
False |
True |
443,948 |
| 80 |
2,126.25 |
2,026.00 |
100.25 |
4.9% |
21.50 |
1.0% |
38% |
False |
False |
333,338 |
| 100 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
20.00 |
1.0% |
39% |
False |
False |
266,695 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.1% |
21.00 |
1.0% |
63% |
False |
False |
222,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.00 |
|
2.618 |
2,170.00 |
|
1.618 |
2,132.50 |
|
1.000 |
2,109.25 |
|
0.618 |
2,095.00 |
|
HIGH |
2,071.75 |
|
0.618 |
2,057.50 |
|
0.500 |
2,053.00 |
|
0.382 |
2,048.50 |
|
LOW |
2,034.25 |
|
0.618 |
2,011.00 |
|
1.000 |
1,996.75 |
|
1.618 |
1,973.50 |
|
2.618 |
1,936.00 |
|
4.250 |
1,875.00 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.75 |
2,062.00 |
| PP |
2,056.75 |
2,059.25 |
| S1 |
2,053.00 |
2,056.50 |
|