| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,109.00 |
2,087.00 |
-22.00 |
-1.0% |
2,092.00 |
| High |
2,109.25 |
2,089.75 |
-19.50 |
-0.9% |
2,114.75 |
| Low |
2,090.25 |
2,071.25 |
-19.00 |
-0.9% |
2,068.75 |
| Close |
2,093.00 |
2,084.00 |
-9.00 |
-0.4% |
2,093.00 |
| Range |
19.00 |
18.50 |
-0.50 |
-2.6% |
46.00 |
| ATR |
19.43 |
19.59 |
0.17 |
0.9% |
0.00 |
| Volume |
1,134,193 |
1,082,004 |
-52,189 |
-4.6% |
7,020,843 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.25 |
2,129.00 |
2,094.25 |
|
| R3 |
2,118.75 |
2,110.50 |
2,089.00 |
|
| R2 |
2,100.25 |
2,100.25 |
2,087.50 |
|
| R1 |
2,092.00 |
2,092.00 |
2,085.75 |
2,087.00 |
| PP |
2,081.75 |
2,081.75 |
2,081.75 |
2,079.00 |
| S1 |
2,073.50 |
2,073.50 |
2,082.25 |
2,068.50 |
| S2 |
2,063.25 |
2,063.25 |
2,080.50 |
|
| S3 |
2,044.75 |
2,055.00 |
2,079.00 |
|
| S4 |
2,026.25 |
2,036.50 |
2,073.75 |
|
|
| 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% |
18.50 |
0.9% |
33% |
False |
False |
1,362,385 |
| 10 |
2,120.75 |
2,068.75 |
52.00 |
2.5% |
19.00 |
0.9% |
29% |
False |
False |
1,403,855 |
| 20 |
2,134.00 |
2,068.75 |
65.25 |
3.1% |
18.00 |
0.9% |
23% |
False |
False |
1,276,116 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.25 |
1.0% |
35% |
False |
False |
1,298,616 |
| 60 |
2,134.00 |
2,033.25 |
100.75 |
4.8% |
21.00 |
1.0% |
50% |
False |
False |
1,293,740 |
| 80 |
2,134.00 |
2,030.50 |
103.50 |
5.0% |
21.25 |
1.0% |
52% |
False |
False |
1,098,861 |
| 100 |
2,134.00 |
1,966.00 |
168.00 |
8.1% |
22.50 |
1.1% |
70% |
False |
False |
879,683 |
| 120 |
2,134.00 |
1,963.50 |
170.50 |
8.2% |
23.50 |
1.1% |
71% |
False |
False |
733,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.50 |
|
2.618 |
2,138.25 |
|
1.618 |
2,119.75 |
|
1.000 |
2,108.25 |
|
0.618 |
2,101.25 |
|
HIGH |
2,089.75 |
|
0.618 |
2,082.75 |
|
0.500 |
2,080.50 |
|
0.382 |
2,078.25 |
|
LOW |
2,071.25 |
|
0.618 |
2,059.75 |
|
1.000 |
2,052.75 |
|
1.618 |
2,041.25 |
|
2.618 |
2,022.75 |
|
4.250 |
1,992.50 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.75 |
2,093.00 |
| PP |
2,081.75 |
2,090.00 |
| S1 |
2,080.50 |
2,087.00 |
|