| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1,199.7 |
1,185.3 |
-14.4 |
-1.2% |
1,180.0 |
| High |
1,200.8 |
1,187.7 |
-13.1 |
-1.1% |
1,205.7 |
| Low |
1,181.6 |
1,175.6 |
-6.0 |
-0.5% |
1,171.9 |
| Close |
1,184.1 |
1,176.6 |
-7.5 |
-0.6% |
1,201.9 |
| Range |
19.2 |
12.1 |
-7.1 |
-37.0% |
33.8 |
| ATR |
14.9 |
14.7 |
-0.2 |
-1.3% |
0.0 |
| Volume |
127,145 |
122,250 |
-4,895 |
-3.8% |
608,324 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,216.3 |
1,208.5 |
1,183.3 |
|
| R3 |
1,204.2 |
1,196.4 |
1,179.9 |
|
| R2 |
1,192.1 |
1,192.1 |
1,178.8 |
|
| R1 |
1,184.3 |
1,184.3 |
1,177.7 |
1,182.2 |
| PP |
1,180.0 |
1,180.0 |
1,180.0 |
1,178.9 |
| S1 |
1,172.2 |
1,172.2 |
1,175.5 |
1,170.1 |
| S2 |
1,167.9 |
1,167.9 |
1,174.4 |
|
| S3 |
1,155.8 |
1,160.1 |
1,173.3 |
|
| S4 |
1,143.7 |
1,148.0 |
1,169.9 |
|
|
| 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% |
15.0 |
1.3% |
8% |
False |
False |
125,538 |
| 10 |
1,205.7 |
1,171.9 |
33.8 |
2.9% |
14.3 |
1.2% |
14% |
False |
False |
118,367 |
| 20 |
1,205.7 |
1,162.1 |
43.6 |
3.7% |
13.4 |
1.1% |
33% |
False |
False |
124,951 |
| 40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.5 |
1.2% |
21% |
False |
False |
73,099 |
| 60 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.7 |
1.2% |
21% |
False |
False |
49,594 |
| 80 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
14.8 |
1.3% |
37% |
False |
False |
38,010 |
| 100 |
1,286.0 |
1,143.8 |
142.2 |
12.1% |
14.9 |
1.3% |
23% |
False |
False |
30,712 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.4 |
1.3% |
20% |
False |
False |
25,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,239.1 |
|
2.618 |
1,219.4 |
|
1.618 |
1,207.3 |
|
1.000 |
1,199.8 |
|
0.618 |
1,195.2 |
|
HIGH |
1,187.7 |
|
0.618 |
1,183.1 |
|
0.500 |
1,181.7 |
|
0.382 |
1,180.2 |
|
LOW |
1,175.6 |
|
0.618 |
1,168.1 |
|
1.000 |
1,163.5 |
|
1.618 |
1,156.0 |
|
2.618 |
1,143.9 |
|
4.250 |
1,124.2 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.7 |
1,189.8 |
| PP |
1,180.0 |
1,185.4 |
| S1 |
1,178.3 |
1,181.0 |
|