| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,106.00 |
2,109.00 |
3.00 |
0.1% |
2,092.00 |
| High |
2,114.75 |
2,109.25 |
-5.50 |
-0.3% |
2,114.75 |
| Low |
2,103.25 |
2,090.25 |
-13.00 |
-0.6% |
2,068.75 |
| Close |
2,109.25 |
2,093.00 |
-16.25 |
-0.8% |
2,093.00 |
| Range |
11.50 |
19.00 |
7.50 |
65.2% |
46.00 |
| ATR |
19.46 |
19.43 |
-0.03 |
-0.2% |
0.00 |
| Volume |
1,480,514 |
1,134,193 |
-346,321 |
-23.4% |
7,020,843 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.50 |
2,142.75 |
2,103.50 |
|
| R3 |
2,135.50 |
2,123.75 |
2,098.25 |
|
| R2 |
2,116.50 |
2,116.50 |
2,096.50 |
|
| R1 |
2,104.75 |
2,104.75 |
2,094.75 |
2,101.00 |
| PP |
2,097.50 |
2,097.50 |
2,097.50 |
2,095.75 |
| S1 |
2,085.75 |
2,085.75 |
2,091.25 |
2,082.00 |
| S2 |
2,078.50 |
2,078.50 |
2,089.50 |
|
| S3 |
2,059.50 |
2,066.75 |
2,087.75 |
|
| S4 |
2,040.50 |
2,047.75 |
2,082.50 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,230.25 |
2,207.50 |
2,118.25 |
|
| R3 |
2,184.25 |
2,161.50 |
2,105.75 |
|
| R2 |
2,138.25 |
2,138.25 |
2,101.50 |
|
| R1 |
2,115.50 |
2,115.50 |
2,097.25 |
2,127.00 |
| PP |
2,092.25 |
2,092.25 |
2,092.25 |
2,097.75 |
| S1 |
2,069.50 |
2,069.50 |
2,088.75 |
2,081.00 |
| S2 |
2,046.25 |
2,046.25 |
2,084.50 |
|
| S3 |
2,000.25 |
2,023.50 |
2,080.25 |
|
| S4 |
1,954.25 |
1,977.50 |
2,067.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,114.75 |
2,068.75 |
46.00 |
2.2% |
18.25 |
0.9% |
53% |
False |
False |
1,404,168 |
| 10 |
2,120.75 |
2,068.75 |
52.00 |
2.5% |
19.00 |
0.9% |
47% |
False |
False |
1,429,541 |
| 20 |
2,134.00 |
2,068.75 |
65.25 |
3.1% |
17.75 |
0.8% |
37% |
False |
False |
1,273,211 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.75 |
1.0% |
47% |
False |
False |
1,317,137 |
| 60 |
2,134.00 |
2,033.25 |
100.75 |
4.8% |
21.25 |
1.0% |
59% |
False |
False |
1,300,655 |
| 80 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
21.00 |
1.0% |
60% |
False |
False |
1,085,357 |
| 100 |
2,134.00 |
1,966.00 |
168.00 |
8.0% |
22.50 |
1.1% |
76% |
False |
False |
868,887 |
| 120 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
23.50 |
1.1% |
76% |
False |
False |
724,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,190.00 |
|
2.618 |
2,159.00 |
|
1.618 |
2,140.00 |
|
1.000 |
2,128.25 |
|
0.618 |
2,121.00 |
|
HIGH |
2,109.25 |
|
0.618 |
2,102.00 |
|
0.500 |
2,099.75 |
|
0.382 |
2,097.50 |
|
LOW |
2,090.25 |
|
0.618 |
2,078.50 |
|
1.000 |
2,071.25 |
|
1.618 |
2,059.50 |
|
2.618 |
2,040.50 |
|
4.250 |
2,009.50 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,099.75 |
2,097.50 |
| PP |
2,097.50 |
2,096.00 |
| S1 |
2,095.25 |
2,094.50 |
|