| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,087.00 |
2,083.50 |
-3.50 |
-0.2% |
2,092.00 |
| High |
2,089.75 |
2,098.25 |
8.50 |
0.4% |
2,114.75 |
| Low |
2,071.25 |
2,070.50 |
-0.75 |
0.0% |
2,068.75 |
| Close |
2,084.00 |
2,097.50 |
13.50 |
0.6% |
2,093.00 |
| Range |
18.50 |
27.75 |
9.25 |
50.0% |
46.00 |
| ATR |
19.59 |
20.17 |
0.58 |
3.0% |
0.00 |
| Volume |
1,082,004 |
795,763 |
-286,241 |
-26.5% |
7,020,843 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.00 |
2,162.50 |
2,112.75 |
|
| R3 |
2,144.25 |
2,134.75 |
2,105.25 |
|
| R2 |
2,116.50 |
2,116.50 |
2,102.50 |
|
| R1 |
2,107.00 |
2,107.00 |
2,100.00 |
2,111.75 |
| PP |
2,088.75 |
2,088.75 |
2,088.75 |
2,091.00 |
| S1 |
2,079.25 |
2,079.25 |
2,095.00 |
2,084.00 |
| S2 |
2,061.00 |
2,061.00 |
2,092.50 |
|
| S3 |
2,033.25 |
2,051.50 |
2,089.75 |
|
| S4 |
2,005.50 |
2,023.75 |
2,082.25 |
|
|
| 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 |
2,070.50 |
44.25 |
2.1% |
21.00 |
1.0% |
61% |
False |
True |
1,231,598 |
| 10 |
2,120.75 |
2,068.75 |
52.00 |
2.5% |
19.50 |
0.9% |
55% |
False |
False |
1,339,150 |
| 20 |
2,134.00 |
2,068.75 |
65.25 |
3.1% |
18.75 |
0.9% |
44% |
False |
False |
1,270,050 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.50 |
1.0% |
53% |
False |
False |
1,290,513 |
| 60 |
2,134.00 |
2,033.25 |
100.75 |
4.8% |
21.00 |
1.0% |
64% |
False |
False |
1,283,375 |
| 80 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
21.25 |
1.0% |
65% |
False |
False |
1,108,673 |
| 100 |
2,134.00 |
1,966.00 |
168.00 |
8.0% |
22.50 |
1.1% |
78% |
False |
False |
887,614 |
| 120 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
23.50 |
1.1% |
79% |
False |
False |
740,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,216.25 |
|
2.618 |
2,171.00 |
|
1.618 |
2,143.25 |
|
1.000 |
2,126.00 |
|
0.618 |
2,115.50 |
|
HIGH |
2,098.25 |
|
0.618 |
2,087.75 |
|
0.500 |
2,084.50 |
|
0.382 |
2,081.00 |
|
LOW |
2,070.50 |
|
0.618 |
2,053.25 |
|
1.000 |
2,042.75 |
|
1.618 |
2,025.50 |
|
2.618 |
1,997.75 |
|
4.250 |
1,952.50 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,093.00 |
2,095.00 |
| PP |
2,088.75 |
2,092.50 |
| S1 |
2,084.50 |
2,090.00 |
|