| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,097.75 |
2,097.25 |
-0.50 |
0.0% |
2,092.00 |
| High |
2,107.00 |
2,127.50 |
20.50 |
1.0% |
2,114.75 |
| Low |
2,087.00 |
2,090.50 |
3.50 |
0.2% |
2,068.75 |
| Close |
2,097.50 |
2,123.00 |
25.50 |
1.2% |
2,093.00 |
| Range |
20.00 |
37.00 |
17.00 |
85.0% |
46.00 |
| ATR |
20.16 |
21.36 |
1.20 |
6.0% |
0.00 |
| Volume |
550,648 |
430,533 |
-120,115 |
-21.8% |
7,020,843 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,224.75 |
2,210.75 |
2,143.25 |
|
| R3 |
2,187.75 |
2,173.75 |
2,133.25 |
|
| R2 |
2,150.75 |
2,150.75 |
2,129.75 |
|
| R1 |
2,136.75 |
2,136.75 |
2,126.50 |
2,143.75 |
| PP |
2,113.75 |
2,113.75 |
2,113.75 |
2,117.00 |
| S1 |
2,099.75 |
2,099.75 |
2,119.50 |
2,106.75 |
| S2 |
2,076.75 |
2,076.75 |
2,116.25 |
|
| S3 |
2,039.75 |
2,062.75 |
2,112.75 |
|
| S4 |
2,002.75 |
2,025.75 |
2,102.75 |
|
|
| 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 |
2,127.50 |
2,070.50 |
57.00 |
2.7% |
24.50 |
1.2% |
92% |
True |
False |
798,628 |
| 10 |
2,127.50 |
2,068.75 |
58.75 |
2.8% |
21.50 |
1.0% |
92% |
True |
False |
1,134,044 |
| 20 |
2,132.00 |
2,068.75 |
63.25 |
3.0% |
20.25 |
1.0% |
86% |
False |
False |
1,218,475 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.6% |
21.00 |
1.0% |
86% |
False |
False |
1,259,018 |
| 60 |
2,134.00 |
2,033.25 |
100.75 |
4.7% |
21.50 |
1.0% |
89% |
False |
False |
1,263,871 |
| 80 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
21.50 |
1.0% |
89% |
False |
False |
1,120,719 |
| 100 |
2,134.00 |
1,966.00 |
168.00 |
7.9% |
22.50 |
1.1% |
93% |
False |
False |
897,354 |
| 120 |
2,134.00 |
1,963.50 |
170.50 |
8.0% |
23.75 |
1.1% |
94% |
False |
False |
748,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,284.75 |
|
2.618 |
2,224.25 |
|
1.618 |
2,187.25 |
|
1.000 |
2,164.50 |
|
0.618 |
2,150.25 |
|
HIGH |
2,127.50 |
|
0.618 |
2,113.25 |
|
0.500 |
2,109.00 |
|
0.382 |
2,104.75 |
|
LOW |
2,090.50 |
|
0.618 |
2,067.75 |
|
1.000 |
2,053.50 |
|
1.618 |
2,030.75 |
|
2.618 |
1,993.75 |
|
4.250 |
1,933.25 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,118.25 |
2,115.00 |
| PP |
2,113.75 |
2,107.00 |
| S1 |
2,109.00 |
2,099.00 |
|