| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1,177.6 |
1,174.1 |
-3.5 |
-0.3% |
1,180.0 |
| High |
1,179.7 |
1,177.3 |
-2.4 |
-0.2% |
1,205.7 |
| Low |
1,168.1 |
1,170.5 |
2.4 |
0.2% |
1,171.9 |
| Close |
1,172.9 |
1,171.8 |
-1.1 |
-0.1% |
1,201.9 |
| Range |
11.6 |
6.8 |
-4.8 |
-41.4% |
33.8 |
| ATR |
14.5 |
13.9 |
-0.5 |
-3.8% |
0.0 |
| Volume |
118,451 |
88,847 |
-29,604 |
-25.0% |
608,324 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.6 |
1,189.5 |
1,175.5 |
|
| R3 |
1,186.8 |
1,182.7 |
1,173.7 |
|
| R2 |
1,180.0 |
1,180.0 |
1,173.0 |
|
| R1 |
1,175.9 |
1,175.9 |
1,172.4 |
1,174.6 |
| PP |
1,173.2 |
1,173.2 |
1,173.2 |
1,172.5 |
| S1 |
1,169.1 |
1,169.1 |
1,171.2 |
1,167.8 |
| S2 |
1,166.4 |
1,166.4 |
1,170.6 |
|
| S3 |
1,159.6 |
1,162.3 |
1,169.9 |
|
| S4 |
1,152.8 |
1,155.5 |
1,168.1 |
|
|
| 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 |
1,204.0 |
1,168.1 |
35.9 |
3.1% |
11.1 |
1.0% |
10% |
False |
False |
108,549 |
| 10 |
1,205.7 |
1,168.1 |
37.6 |
3.2% |
13.2 |
1.1% |
10% |
False |
False |
115,136 |
| 20 |
1,205.7 |
1,162.1 |
43.6 |
3.7% |
13.3 |
1.1% |
22% |
False |
False |
120,245 |
| 40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.3 |
1.2% |
14% |
False |
False |
77,914 |
| 60 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.5 |
1.2% |
14% |
False |
False |
52,849 |
| 80 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
14.6 |
1.2% |
31% |
False |
False |
40,565 |
| 100 |
1,286.0 |
1,143.8 |
142.2 |
12.1% |
14.7 |
1.3% |
20% |
False |
False |
32,741 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.2 |
1.3% |
17% |
False |
False |
27,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,206.2 |
|
2.618 |
1,195.1 |
|
1.618 |
1,188.3 |
|
1.000 |
1,184.1 |
|
0.618 |
1,181.5 |
|
HIGH |
1,177.3 |
|
0.618 |
1,174.7 |
|
0.500 |
1,173.9 |
|
0.382 |
1,173.1 |
|
LOW |
1,170.5 |
|
0.618 |
1,166.3 |
|
1.000 |
1,163.7 |
|
1.618 |
1,159.5 |
|
2.618 |
1,152.7 |
|
4.250 |
1,141.6 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,173.9 |
1,177.9 |
| PP |
1,173.2 |
1,175.9 |
| S1 |
1,172.5 |
1,173.8 |
|