| 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 |
1,180.0 |
1,185.3 |
5.3 |
0.4% |
1,170.8 |
| High |
1,190.2 |
1,187.4 |
-2.8 |
-0.2% |
1,191.8 |
| Low |
1,171.9 |
1,175.4 |
3.5 |
0.3% |
1,168.5 |
| Close |
1,185.8 |
1,180.9 |
-4.9 |
-0.4% |
1,179.2 |
| Range |
18.3 |
12.0 |
-6.3 |
-34.4% |
23.3 |
| ATR |
14.2 |
14.0 |
-0.2 |
-1.1% |
0.0 |
| Volume |
129,826 |
100,203 |
-29,623 |
-22.8% |
524,677 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,217.2 |
1,211.1 |
1,187.5 |
|
| R3 |
1,205.2 |
1,199.1 |
1,184.2 |
|
| R2 |
1,193.2 |
1,193.2 |
1,183.1 |
|
| R1 |
1,187.1 |
1,187.1 |
1,182.0 |
1,184.2 |
| PP |
1,181.2 |
1,181.2 |
1,181.2 |
1,179.8 |
| S1 |
1,175.1 |
1,175.1 |
1,179.8 |
1,172.2 |
| S2 |
1,169.2 |
1,169.2 |
1,178.7 |
|
| S3 |
1,157.2 |
1,163.1 |
1,177.6 |
|
| S4 |
1,145.2 |
1,151.1 |
1,174.3 |
|
|
| 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 |
1,171.9 |
19.9 |
1.7% |
13.7 |
1.2% |
45% |
False |
False |
111,197 |
| 10 |
1,195.6 |
1,162.1 |
33.5 |
2.8% |
13.4 |
1.1% |
56% |
False |
False |
118,502 |
| 20 |
1,226.3 |
1,162.1 |
64.2 |
5.4% |
13.6 |
1.1% |
29% |
False |
False |
104,562 |
| 40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.9 |
1.3% |
27% |
False |
False |
57,708 |
| 60 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.5 |
1.2% |
27% |
False |
False |
39,559 |
| 80 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
14.6 |
1.2% |
42% |
False |
False |
30,262 |
| 100 |
1,300.2 |
1,143.8 |
156.4 |
13.2% |
15.1 |
1.3% |
24% |
False |
False |
24,523 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.1 |
1.3% |
22% |
False |
False |
20,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,238.4 |
|
2.618 |
1,218.8 |
|
1.618 |
1,206.8 |
|
1.000 |
1,199.4 |
|
0.618 |
1,194.8 |
|
HIGH |
1,187.4 |
|
0.618 |
1,182.8 |
|
0.500 |
1,181.4 |
|
0.382 |
1,180.0 |
|
LOW |
1,175.4 |
|
0.618 |
1,168.0 |
|
1.000 |
1,163.4 |
|
1.618 |
1,156.0 |
|
2.618 |
1,144.0 |
|
4.250 |
1,124.4 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.4 |
1,181.1 |
| PP |
1,181.2 |
1,181.0 |
| S1 |
1,181.1 |
1,181.0 |
|