| 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 |
1,181.1 |
1,184.2 |
3.1 |
0.3% |
1,170.8 |
| High |
1,188.8 |
1,205.7 |
16.9 |
1.4% |
1,191.8 |
| Low |
1,173.9 |
1,183.1 |
9.2 |
0.8% |
1,168.5 |
| Close |
1,176.8 |
1,202.0 |
25.2 |
2.1% |
1,179.2 |
| Range |
14.9 |
22.6 |
7.7 |
51.7% |
23.3 |
| ATR |
14.1 |
15.2 |
1.1 |
7.5% |
0.0 |
| Volume |
101,554 |
190,686 |
89,132 |
87.8% |
524,677 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,264.7 |
1,256.0 |
1,214.4 |
|
| R3 |
1,242.1 |
1,233.4 |
1,208.2 |
|
| R2 |
1,219.5 |
1,219.5 |
1,206.1 |
|
| R1 |
1,210.8 |
1,210.8 |
1,204.1 |
1,215.2 |
| PP |
1,196.9 |
1,196.9 |
1,196.9 |
1,199.1 |
| S1 |
1,188.2 |
1,188.2 |
1,199.9 |
1,192.6 |
| S2 |
1,174.3 |
1,174.3 |
1,197.9 |
|
| S3 |
1,151.7 |
1,165.6 |
1,195.8 |
|
| S4 |
1,129.1 |
1,143.0 |
1,189.6 |
|
|
| 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 |
1,205.7 |
1,171.9 |
33.8 |
2.8% |
15.2 |
1.3% |
89% |
True |
False |
121,724 |
| 10 |
1,205.7 |
1,162.1 |
43.6 |
3.6% |
14.1 |
1.2% |
92% |
True |
False |
119,762 |
| 20 |
1,215.2 |
1,162.1 |
53.1 |
4.4% |
13.9 |
1.2% |
75% |
False |
False |
116,933 |
| 40 |
1,232.8 |
1,162.1 |
70.7 |
5.9% |
15.1 |
1.3% |
56% |
False |
False |
64,909 |
| 60 |
1,232.8 |
1,162.1 |
70.7 |
5.9% |
14.8 |
1.2% |
56% |
False |
False |
44,329 |
| 80 |
1,232.8 |
1,143.8 |
89.0 |
7.4% |
14.8 |
1.2% |
65% |
False |
False |
33,885 |
| 100 |
1,297.4 |
1,143.8 |
153.6 |
12.8% |
15.1 |
1.3% |
38% |
False |
False |
27,406 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
13.7% |
15.4 |
1.3% |
35% |
False |
False |
22,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,301.8 |
|
2.618 |
1,264.9 |
|
1.618 |
1,242.3 |
|
1.000 |
1,228.3 |
|
0.618 |
1,219.7 |
|
HIGH |
1,205.7 |
|
0.618 |
1,197.1 |
|
0.500 |
1,194.4 |
|
0.382 |
1,191.7 |
|
LOW |
1,183.1 |
|
0.618 |
1,169.1 |
|
1.000 |
1,160.5 |
|
1.618 |
1,146.5 |
|
2.618 |
1,123.9 |
|
4.250 |
1,087.1 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,199.5 |
1,197.9 |
| PP |
1,196.9 |
1,193.9 |
| S1 |
1,194.4 |
1,189.8 |
|