| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,114.75 |
2,117.50 |
2.75 |
0.1% |
2,076.50 |
| High |
2,120.50 |
2,118.50 |
-2.00 |
-0.1% |
2,119.25 |
| Low |
2,111.25 |
2,099.00 |
-12.25 |
-0.6% |
2,062.00 |
| Close |
2,116.50 |
2,099.50 |
-17.00 |
-0.8% |
2,097.75 |
| Range |
9.25 |
19.50 |
10.25 |
110.8% |
57.25 |
| ATR |
20.51 |
20.44 |
-0.07 |
-0.4% |
0.00 |
| Volume |
837,133 |
1,163,124 |
325,991 |
38.9% |
8,377,617 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.25 |
2,151.25 |
2,110.25 |
|
| R3 |
2,144.75 |
2,131.75 |
2,104.75 |
|
| R2 |
2,125.25 |
2,125.25 |
2,103.00 |
|
| R1 |
2,112.25 |
2,112.25 |
2,101.25 |
2,109.00 |
| PP |
2,105.75 |
2,105.75 |
2,105.75 |
2,104.00 |
| S1 |
2,092.75 |
2,092.75 |
2,097.75 |
2,089.50 |
| S2 |
2,086.25 |
2,086.25 |
2,096.00 |
|
| S3 |
2,066.75 |
2,073.25 |
2,094.25 |
|
| S4 |
2,047.25 |
2,053.75 |
2,088.75 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,264.75 |
2,238.50 |
2,129.25 |
|
| R3 |
2,207.50 |
2,181.25 |
2,113.50 |
|
| R2 |
2,150.25 |
2,150.25 |
2,108.25 |
|
| R1 |
2,124.00 |
2,124.00 |
2,103.00 |
2,137.00 |
| PP |
2,093.00 |
2,093.00 |
2,093.00 |
2,099.50 |
| S1 |
2,066.75 |
2,066.75 |
2,092.50 |
2,080.00 |
| S2 |
2,035.75 |
2,035.75 |
2,087.25 |
|
| S3 |
1,978.50 |
2,009.50 |
2,082.00 |
|
| S4 |
1,921.25 |
1,952.25 |
2,066.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,122.00 |
2,082.00 |
40.00 |
1.9% |
21.00 |
1.0% |
44% |
False |
False |
1,247,472 |
| 10 |
2,122.00 |
2,062.00 |
60.00 |
2.9% |
20.25 |
1.0% |
63% |
False |
False |
1,398,363 |
| 20 |
2,122.00 |
2,061.00 |
61.00 |
2.9% |
19.50 |
0.9% |
63% |
False |
False |
730,384 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.25 |
1.0% |
65% |
False |
False |
366,575 |
| 60 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
20.25 |
1.0% |
73% |
False |
False |
245,339 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.25 |
1.0% |
74% |
False |
False |
184,153 |
| 100 |
2,126.25 |
2,007.25 |
119.00 |
5.7% |
19.75 |
0.9% |
78% |
False |
False |
147,338 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
21.25 |
1.0% |
84% |
False |
False |
122,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.50 |
|
2.618 |
2,169.50 |
|
1.618 |
2,150.00 |
|
1.000 |
2,138.00 |
|
0.618 |
2,130.50 |
|
HIGH |
2,118.50 |
|
0.618 |
2,111.00 |
|
0.500 |
2,108.75 |
|
0.382 |
2,106.50 |
|
LOW |
2,099.00 |
|
0.618 |
2,087.00 |
|
1.000 |
2,079.50 |
|
1.618 |
2,067.50 |
|
2.618 |
2,048.00 |
|
4.250 |
2,016.00 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,108.75 |
2,110.50 |
| PP |
2,105.75 |
2,106.75 |
| S1 |
2,102.50 |
2,103.25 |
|