| 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 |
2,089.75 |
2,089.00 |
-0.75 |
0.0% |
2,084.50 |
| High |
2,098.75 |
2,119.25 |
20.50 |
1.0% |
2,106.75 |
| Low |
2,078.75 |
2,082.00 |
3.25 |
0.2% |
2,061.00 |
| Close |
2,089.25 |
2,114.75 |
25.50 |
1.2% |
2,085.00 |
| Range |
20.00 |
37.25 |
17.25 |
86.3% |
45.75 |
| ATR |
19.95 |
21.19 |
1.24 |
6.2% |
0.00 |
| Volume |
1,578,971 |
1,902,148 |
323,177 |
20.5% |
2,992,056 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,217.00 |
2,203.25 |
2,135.25 |
|
| R3 |
2,179.75 |
2,166.00 |
2,125.00 |
|
| R2 |
2,142.50 |
2,142.50 |
2,121.50 |
|
| R1 |
2,128.75 |
2,128.75 |
2,118.25 |
2,135.50 |
| PP |
2,105.25 |
2,105.25 |
2,105.25 |
2,108.75 |
| S1 |
2,091.50 |
2,091.50 |
2,111.25 |
2,098.50 |
| S2 |
2,068.00 |
2,068.00 |
2,108.00 |
|
| S3 |
2,030.75 |
2,054.25 |
2,104.50 |
|
| S4 |
1,993.50 |
2,017.00 |
2,094.25 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.50 |
2,199.00 |
2,110.25 |
|
| R3 |
2,175.75 |
2,153.25 |
2,097.50 |
|
| R2 |
2,130.00 |
2,130.00 |
2,093.50 |
|
| R1 |
2,107.50 |
2,107.50 |
2,089.25 |
2,118.75 |
| PP |
2,084.25 |
2,084.25 |
2,084.25 |
2,090.00 |
| S1 |
2,061.75 |
2,061.75 |
2,080.75 |
2,073.00 |
| S2 |
2,038.50 |
2,038.50 |
2,076.50 |
|
| S3 |
1,992.75 |
2,016.00 |
2,072.50 |
|
| S4 |
1,947.00 |
1,970.25 |
2,059.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,119.25 |
2,062.00 |
57.25 |
2.7% |
24.75 |
1.2% |
92% |
True |
False |
1,780,306 |
| 10 |
2,119.25 |
2,061.00 |
58.25 |
2.8% |
21.50 |
1.0% |
92% |
True |
False |
1,015,641 |
| 20 |
2,124.50 |
2,061.00 |
63.50 |
3.0% |
20.00 |
0.9% |
85% |
False |
False |
514,463 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.50 |
1.0% |
85% |
False |
False |
258,470 |
| 60 |
2,126.25 |
2,026.00 |
100.25 |
4.7% |
20.75 |
1.0% |
89% |
False |
False |
173,180 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
20.75 |
1.0% |
89% |
False |
False |
129,964 |
| 100 |
2,126.25 |
1,968.00 |
158.25 |
7.5% |
20.50 |
1.0% |
93% |
False |
False |
103,987 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
7.9% |
21.25 |
1.0% |
93% |
False |
False |
86,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,277.50 |
|
2.618 |
2,216.75 |
|
1.618 |
2,179.50 |
|
1.000 |
2,156.50 |
|
0.618 |
2,142.25 |
|
HIGH |
2,119.25 |
|
0.618 |
2,105.00 |
|
0.500 |
2,100.50 |
|
0.382 |
2,096.25 |
|
LOW |
2,082.00 |
|
0.618 |
2,059.00 |
|
1.000 |
2,044.75 |
|
1.618 |
2,021.75 |
|
2.618 |
1,984.50 |
|
4.250 |
1,923.75 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,110.00 |
2,106.75 |
| PP |
2,105.25 |
2,098.75 |
| S1 |
2,100.50 |
2,090.50 |
|