| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,097.25 |
2,123.25 |
26.00 |
1.2% |
2,087.00 |
| High |
2,127.50 |
2,126.50 |
-1.00 |
0.0% |
2,127.50 |
| Low |
2,090.50 |
2,117.11 |
26.61 |
1.3% |
2,070.50 |
| Close |
2,123.00 |
2,117.11 |
-5.89 |
-0.3% |
2,117.11 |
| Range |
37.00 |
9.39 |
-27.61 |
-74.6% |
57.00 |
| ATR |
21.36 |
20.51 |
-0.86 |
-4.0% |
0.00 |
| Volume |
430,533 |
46,686 |
-383,847 |
-89.2% |
2,905,634 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.50 |
2,142.25 |
2,122.25 |
|
| R3 |
2,139.00 |
2,132.75 |
2,119.75 |
|
| R2 |
2,129.75 |
2,129.75 |
2,118.75 |
|
| R1 |
2,123.25 |
2,123.25 |
2,118.00 |
2,121.75 |
| PP |
2,120.25 |
2,120.25 |
2,120.25 |
2,119.50 |
| S1 |
2,114.00 |
2,114.00 |
2,116.25 |
2,112.50 |
| S2 |
2,110.75 |
2,110.75 |
2,115.50 |
|
| S3 |
2,101.50 |
2,104.50 |
2,114.50 |
|
| S4 |
2,092.00 |
2,095.25 |
2,112.00 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.00 |
2,253.50 |
2,148.50 |
|
| R3 |
2,219.00 |
2,196.50 |
2,132.75 |
|
| R2 |
2,162.00 |
2,162.00 |
2,127.50 |
|
| R1 |
2,139.50 |
2,139.50 |
2,122.25 |
2,150.75 |
| PP |
2,105.00 |
2,105.00 |
2,105.00 |
2,110.75 |
| S1 |
2,082.50 |
2,082.50 |
2,112.00 |
2,093.75 |
| S2 |
2,048.00 |
2,048.00 |
2,106.75 |
|
| S3 |
1,991.00 |
2,025.50 |
2,101.50 |
|
| S4 |
1,934.00 |
1,968.50 |
2,085.75 |
|
|
| 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% |
22.50 |
1.1% |
82% |
False |
False |
581,126 |
| 10 |
2,127.50 |
2,068.75 |
58.75 |
2.8% |
20.50 |
1.0% |
82% |
False |
False |
992,647 |
| 20 |
2,131.00 |
2,068.75 |
62.25 |
2.9% |
19.75 |
0.9% |
78% |
False |
False |
1,181,086 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.6% |
20.50 |
1.0% |
78% |
False |
False |
1,226,121 |
| 60 |
2,134.00 |
2,033.25 |
100.75 |
4.8% |
21.00 |
1.0% |
83% |
False |
False |
1,235,025 |
| 80 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
21.50 |
1.0% |
84% |
False |
False |
1,121,239 |
| 100 |
2,134.00 |
1,966.00 |
168.00 |
7.9% |
22.25 |
1.0% |
90% |
False |
False |
897,808 |
| 120 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
24.00 |
1.1% |
90% |
False |
False |
748,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.50 |
|
2.618 |
2,151.00 |
|
1.618 |
2,141.75 |
|
1.000 |
2,136.00 |
|
0.618 |
2,132.25 |
|
HIGH |
2,126.50 |
|
0.618 |
2,123.00 |
|
0.500 |
2,121.75 |
|
0.382 |
2,120.75 |
|
LOW |
2,117.00 |
|
0.618 |
2,111.25 |
|
1.000 |
2,107.75 |
|
1.618 |
2,102.00 |
|
2.618 |
2,092.50 |
|
4.250 |
2,077.25 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,121.75 |
2,113.75 |
| PP |
2,120.25 |
2,110.50 |
| S1 |
2,118.75 |
2,107.25 |
|