| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1,185.3 |
1,181.1 |
-4.2 |
-0.4% |
1,170.8 |
| High |
1,187.4 |
1,188.8 |
1.4 |
0.1% |
1,191.8 |
| Low |
1,175.4 |
1,173.9 |
-1.5 |
-0.1% |
1,168.5 |
| Close |
1,180.9 |
1,176.8 |
-4.1 |
-0.3% |
1,179.2 |
| Range |
12.0 |
14.9 |
2.9 |
24.2% |
23.3 |
| ATR |
14.0 |
14.1 |
0.1 |
0.4% |
0.0 |
| Volume |
100,203 |
101,554 |
1,351 |
1.3% |
524,677 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,224.5 |
1,215.6 |
1,185.0 |
|
| R3 |
1,209.6 |
1,200.7 |
1,180.9 |
|
| R2 |
1,194.7 |
1,194.7 |
1,179.5 |
|
| R1 |
1,185.8 |
1,185.8 |
1,178.2 |
1,182.8 |
| PP |
1,179.8 |
1,179.8 |
1,179.8 |
1,178.4 |
| S1 |
1,170.9 |
1,170.9 |
1,175.4 |
1,167.9 |
| S2 |
1,164.9 |
1,164.9 |
1,174.1 |
|
| S3 |
1,150.0 |
1,156.0 |
1,172.7 |
|
| S4 |
1,135.1 |
1,141.1 |
1,168.6 |
|
|
| 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 |
1,190.2 |
1,171.9 |
18.3 |
1.6% |
13.2 |
1.1% |
27% |
False |
False |
106,572 |
| 10 |
1,191.8 |
1,162.1 |
29.7 |
2.5% |
13.3 |
1.1% |
49% |
False |
False |
116,240 |
| 20 |
1,215.2 |
1,162.1 |
53.1 |
4.5% |
13.3 |
1.1% |
28% |
False |
False |
108,490 |
| 40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
15.0 |
1.3% |
21% |
False |
False |
60,166 |
| 60 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.6 |
1.2% |
21% |
False |
False |
41,191 |
| 80 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
14.6 |
1.2% |
37% |
False |
False |
31,522 |
| 100 |
1,300.2 |
1,143.8 |
156.4 |
13.3% |
15.1 |
1.3% |
21% |
False |
False |
25,508 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.2 |
1.3% |
20% |
False |
False |
21,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,252.1 |
|
2.618 |
1,227.8 |
|
1.618 |
1,212.9 |
|
1.000 |
1,203.7 |
|
0.618 |
1,198.0 |
|
HIGH |
1,188.8 |
|
0.618 |
1,183.1 |
|
0.500 |
1,181.4 |
|
0.382 |
1,179.6 |
|
LOW |
1,173.9 |
|
0.618 |
1,164.7 |
|
1.000 |
1,159.0 |
|
1.618 |
1,149.8 |
|
2.618 |
1,134.9 |
|
4.250 |
1,110.6 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.4 |
1,181.1 |
| PP |
1,179.8 |
1,179.6 |
| S1 |
1,178.3 |
1,178.2 |
|