| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1,175.3 |
1,180.6 |
5.3 |
0.5% |
1,201.5 |
| High |
1,180.0 |
1,189.0 |
9.0 |
0.8% |
1,202.2 |
| Low |
1,170.0 |
1,175.6 |
5.6 |
0.5% |
1,170.0 |
| Close |
1,175.5 |
1,181.3 |
5.8 |
0.5% |
1,175.5 |
| Range |
10.0 |
13.4 |
3.4 |
34.0% |
32.2 |
| ATR |
12.9 |
13.0 |
0.0 |
0.3% |
0.0 |
| Volume |
5,264 |
2,222 |
-3,042 |
-57.8% |
15,947 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,222.2 |
1,215.1 |
1,188.7 |
|
| R3 |
1,208.8 |
1,201.7 |
1,185.0 |
|
| R2 |
1,195.4 |
1,195.4 |
1,183.8 |
|
| R1 |
1,188.3 |
1,188.3 |
1,182.5 |
1,191.9 |
| PP |
1,182.0 |
1,182.0 |
1,182.0 |
1,183.7 |
| S1 |
1,174.9 |
1,174.9 |
1,180.1 |
1,178.5 |
| S2 |
1,168.6 |
1,168.6 |
1,178.8 |
|
| S3 |
1,155.2 |
1,161.5 |
1,177.6 |
|
| S4 |
1,141.8 |
1,148.1 |
1,173.9 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,279.2 |
1,259.5 |
1,193.2 |
|
| R3 |
1,247.0 |
1,227.3 |
1,184.4 |
|
| R2 |
1,214.8 |
1,214.8 |
1,181.4 |
|
| R1 |
1,195.1 |
1,195.1 |
1,178.5 |
1,188.9 |
| PP |
1,182.6 |
1,182.6 |
1,182.6 |
1,179.4 |
| S1 |
1,162.9 |
1,162.9 |
1,172.5 |
1,156.7 |
| S2 |
1,150.4 |
1,150.4 |
1,169.6 |
|
| S3 |
1,118.2 |
1,130.7 |
1,166.6 |
|
| S4 |
1,086.0 |
1,098.5 |
1,157.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,189.7 |
1,170.0 |
19.7 |
1.7% |
10.3 |
0.9% |
57% |
False |
False |
3,304 |
| 10 |
1,207.3 |
1,170.0 |
37.3 |
3.2% |
12.2 |
1.0% |
30% |
False |
False |
2,733 |
| 20 |
1,207.3 |
1,164.4 |
42.9 |
3.6% |
12.2 |
1.0% |
39% |
False |
False |
2,940 |
| 40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
12.8 |
1.1% |
24% |
False |
False |
3,334 |
| 60 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.5 |
1.1% |
24% |
False |
False |
3,032 |
| 80 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
14.0 |
1.2% |
40% |
False |
False |
2,930 |
| 100 |
1,275.9 |
1,145.5 |
130.4 |
11.0% |
14.2 |
1.2% |
27% |
False |
False |
2,645 |
| 120 |
1,309.5 |
1,145.5 |
164.0 |
13.9% |
15.0 |
1.3% |
22% |
False |
False |
2,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,246.0 |
|
2.618 |
1,224.1 |
|
1.618 |
1,210.7 |
|
1.000 |
1,202.4 |
|
0.618 |
1,197.3 |
|
HIGH |
1,189.0 |
|
0.618 |
1,183.9 |
|
0.500 |
1,182.3 |
|
0.382 |
1,180.7 |
|
LOW |
1,175.6 |
|
0.618 |
1,167.3 |
|
1.000 |
1,162.2 |
|
1.618 |
1,153.9 |
|
2.618 |
1,140.5 |
|
4.250 |
1,118.7 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,182.3 |
1,180.7 |
| PP |
1,182.0 |
1,180.1 |
| S1 |
1,181.6 |
1,179.5 |
|