| 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 |
2,117.50 |
2,101.25 |
-16.25 |
-0.8% |
2,076.50 |
| High |
2,118.50 |
2,112.75 |
-5.75 |
-0.3% |
2,119.25 |
| Low |
2,099.00 |
2,092.00 |
-7.00 |
-0.3% |
2,062.00 |
| Close |
2,099.50 |
2,094.00 |
-5.50 |
-0.3% |
2,097.75 |
| Range |
19.50 |
20.75 |
1.25 |
6.4% |
57.25 |
| ATR |
20.44 |
20.46 |
0.02 |
0.1% |
0.00 |
| Volume |
1,163,124 |
1,218,149 |
55,025 |
4.7% |
8,377,617 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.75 |
2,148.75 |
2,105.50 |
|
| R3 |
2,141.00 |
2,128.00 |
2,099.75 |
|
| R2 |
2,120.25 |
2,120.25 |
2,097.75 |
|
| R1 |
2,107.25 |
2,107.25 |
2,096.00 |
2,103.50 |
| PP |
2,099.50 |
2,099.50 |
2,099.50 |
2,097.75 |
| S1 |
2,086.50 |
2,086.50 |
2,092.00 |
2,082.50 |
| S2 |
2,078.75 |
2,078.75 |
2,090.25 |
|
| S3 |
2,058.00 |
2,065.75 |
2,088.25 |
|
| S4 |
2,037.25 |
2,045.00 |
2,082.50 |
|
|
| 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 |
2,092.00 |
30.00 |
1.4% |
17.75 |
0.8% |
7% |
False |
True |
1,110,672 |
| 10 |
2,122.00 |
2,062.00 |
60.00 |
2.9% |
21.25 |
1.0% |
53% |
False |
False |
1,445,489 |
| 20 |
2,122.00 |
2,061.00 |
61.00 |
2.9% |
20.00 |
1.0% |
54% |
False |
False |
790,573 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.25 |
1.0% |
58% |
False |
False |
396,977 |
| 60 |
2,126.25 |
2,031.25 |
95.00 |
4.5% |
20.25 |
1.0% |
66% |
False |
False |
265,627 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.25 |
1.0% |
68% |
False |
False |
199,378 |
| 100 |
2,126.25 |
2,007.25 |
119.00 |
5.7% |
19.75 |
0.9% |
73% |
False |
False |
159,519 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
21.25 |
1.0% |
81% |
False |
False |
132,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.00 |
|
2.618 |
2,167.00 |
|
1.618 |
2,146.25 |
|
1.000 |
2,133.50 |
|
0.618 |
2,125.50 |
|
HIGH |
2,112.75 |
|
0.618 |
2,104.75 |
|
0.500 |
2,102.50 |
|
0.382 |
2,100.00 |
|
LOW |
2,092.00 |
|
0.618 |
2,079.25 |
|
1.000 |
2,071.25 |
|
1.618 |
2,058.50 |
|
2.618 |
2,037.75 |
|
4.250 |
2,003.75 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,102.50 |
2,106.25 |
| PP |
2,099.50 |
2,102.25 |
| S1 |
2,096.75 |
2,098.00 |
|