| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1,201.8 |
1,199.7 |
-2.1 |
-0.2% |
1,180.0 |
| High |
1,204.0 |
1,200.8 |
-3.2 |
-0.3% |
1,205.7 |
| Low |
1,198.0 |
1,181.6 |
-16.4 |
-1.4% |
1,171.9 |
| Close |
1,201.9 |
1,184.1 |
-17.8 |
-1.5% |
1,201.9 |
| Range |
6.0 |
19.2 |
13.2 |
220.0% |
33.8 |
| ATR |
14.5 |
14.9 |
0.4 |
2.9% |
0.0 |
| Volume |
86,055 |
127,145 |
41,090 |
47.7% |
608,324 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,246.4 |
1,234.5 |
1,194.7 |
|
| R3 |
1,227.2 |
1,215.3 |
1,189.4 |
|
| R2 |
1,208.0 |
1,208.0 |
1,187.6 |
|
| R1 |
1,196.1 |
1,196.1 |
1,185.9 |
1,192.5 |
| PP |
1,188.8 |
1,188.8 |
1,188.8 |
1,187.0 |
| S1 |
1,176.9 |
1,176.9 |
1,182.3 |
1,173.3 |
| S2 |
1,169.6 |
1,169.6 |
1,180.6 |
|
| S3 |
1,150.4 |
1,157.7 |
1,178.8 |
|
| S4 |
1,131.2 |
1,138.5 |
1,173.5 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,294.6 |
1,282.0 |
1,220.5 |
|
| R3 |
1,260.8 |
1,248.2 |
1,211.2 |
|
| R2 |
1,227.0 |
1,227.0 |
1,208.1 |
|
| R1 |
1,214.4 |
1,214.4 |
1,205.0 |
1,220.7 |
| PP |
1,193.2 |
1,193.2 |
1,193.2 |
1,196.3 |
| S1 |
1,180.6 |
1,180.6 |
1,198.8 |
1,186.9 |
| S2 |
1,159.4 |
1,159.4 |
1,195.7 |
|
| S3 |
1,125.6 |
1,146.8 |
1,192.6 |
|
| S4 |
1,091.8 |
1,113.0 |
1,183.3 |
|
|
| 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 |
1,173.9 |
31.8 |
2.7% |
14.9 |
1.3% |
32% |
False |
False |
121,128 |
| 10 |
1,205.7 |
1,171.8 |
33.9 |
2.9% |
14.2 |
1.2% |
36% |
False |
False |
115,305 |
| 20 |
1,208.9 |
1,162.1 |
46.8 |
4.0% |
14.0 |
1.2% |
47% |
False |
False |
123,492 |
| 40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.9 |
1.3% |
31% |
False |
False |
70,127 |
| 60 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.7 |
1.2% |
31% |
False |
False |
47,714 |
| 80 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
14.8 |
1.3% |
45% |
False |
False |
36,517 |
| 100 |
1,286.0 |
1,143.8 |
142.2 |
12.0% |
15.1 |
1.3% |
28% |
False |
False |
29,506 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.4 |
1.3% |
24% |
False |
False |
24,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,282.4 |
|
2.618 |
1,251.1 |
|
1.618 |
1,231.9 |
|
1.000 |
1,220.0 |
|
0.618 |
1,212.7 |
|
HIGH |
1,200.8 |
|
0.618 |
1,193.5 |
|
0.500 |
1,191.2 |
|
0.382 |
1,188.9 |
|
LOW |
1,181.6 |
|
0.618 |
1,169.7 |
|
1.000 |
1,162.4 |
|
1.618 |
1,150.5 |
|
2.618 |
1,131.3 |
|
4.250 |
1,100.0 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,191.2 |
1,193.7 |
| PP |
1,188.8 |
1,190.5 |
| S1 |
1,186.5 |
1,187.3 |
|