| 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 |
1,180.8 |
1,180.0 |
-0.8 |
-0.1% |
1,170.8 |
| High |
1,183.7 |
1,190.2 |
6.5 |
0.5% |
1,191.8 |
| Low |
1,175.6 |
1,171.9 |
-3.7 |
-0.3% |
1,168.5 |
| Close |
1,179.2 |
1,185.8 |
6.6 |
0.6% |
1,179.2 |
| Range |
8.1 |
18.3 |
10.2 |
125.9% |
23.3 |
| ATR |
13.9 |
14.2 |
0.3 |
2.3% |
0.0 |
| Volume |
86,352 |
129,826 |
43,474 |
50.3% |
524,677 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,237.5 |
1,230.0 |
1,195.9 |
|
| R3 |
1,219.2 |
1,211.7 |
1,190.8 |
|
| R2 |
1,200.9 |
1,200.9 |
1,189.2 |
|
| R1 |
1,193.4 |
1,193.4 |
1,187.5 |
1,197.2 |
| PP |
1,182.6 |
1,182.6 |
1,182.6 |
1,184.5 |
| S1 |
1,175.1 |
1,175.1 |
1,184.1 |
1,178.9 |
| S2 |
1,164.3 |
1,164.3 |
1,182.4 |
|
| S3 |
1,146.0 |
1,156.8 |
1,180.8 |
|
| S4 |
1,127.7 |
1,138.5 |
1,175.7 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,249.7 |
1,237.8 |
1,192.0 |
|
| R3 |
1,226.4 |
1,214.5 |
1,185.6 |
|
| R2 |
1,203.1 |
1,203.1 |
1,183.5 |
|
| R1 |
1,191.2 |
1,191.2 |
1,181.3 |
1,197.2 |
| PP |
1,179.8 |
1,179.8 |
1,179.8 |
1,182.8 |
| S1 |
1,167.9 |
1,167.9 |
1,177.1 |
1,173.9 |
| S2 |
1,156.5 |
1,156.5 |
1,174.9 |
|
| S3 |
1,133.2 |
1,144.6 |
1,172.8 |
|
| S4 |
1,109.9 |
1,121.3 |
1,166.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,191.8 |
1,171.8 |
20.0 |
1.7% |
13.4 |
1.1% |
70% |
False |
False |
109,483 |
| 10 |
1,196.4 |
1,162.1 |
34.3 |
2.9% |
13.3 |
1.1% |
69% |
False |
False |
119,629 |
| 20 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
13.5 |
1.1% |
34% |
False |
False |
100,348 |
| 40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
15.0 |
1.3% |
34% |
False |
False |
55,249 |
| 60 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.6 |
1.2% |
34% |
False |
False |
37,918 |
| 80 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
14.6 |
1.2% |
47% |
False |
False |
29,046 |
| 100 |
1,307.3 |
1,143.8 |
163.5 |
13.8% |
15.1 |
1.3% |
26% |
False |
False |
23,535 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.9% |
15.2 |
1.3% |
25% |
False |
False |
19,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,268.0 |
|
2.618 |
1,238.1 |
|
1.618 |
1,219.8 |
|
1.000 |
1,208.5 |
|
0.618 |
1,201.5 |
|
HIGH |
1,190.2 |
|
0.618 |
1,183.2 |
|
0.500 |
1,181.1 |
|
0.382 |
1,178.9 |
|
LOW |
1,171.9 |
|
0.618 |
1,160.6 |
|
1.000 |
1,153.6 |
|
1.618 |
1,142.3 |
|
2.618 |
1,124.0 |
|
4.250 |
1,094.1 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,184.2 |
1,184.2 |
| PP |
1,182.6 |
1,182.6 |
| S1 |
1,181.1 |
1,181.1 |
|