| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,314.5 |
11,101.5 |
-213.0 |
-1.9% |
11,207.0 |
| High |
11,366.5 |
11,120.5 |
-246.0 |
-2.2% |
11,459.5 |
| Low |
11,075.0 |
10,960.0 |
-115.0 |
-1.0% |
10,870.0 |
| Close |
11,199.0 |
11,011.0 |
-188.0 |
-1.7% |
11,199.0 |
| Range |
291.5 |
160.5 |
-131.0 |
-44.9% |
589.5 |
| ATR |
235.4 |
235.6 |
0.3 |
0.1% |
0.0 |
| Volume |
50,413 |
72,184 |
21,771 |
43.2% |
91,591 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,512.0 |
11,422.0 |
11,099.3 |
|
| R3 |
11,351.5 |
11,261.5 |
11,055.1 |
|
| R2 |
11,191.0 |
11,191.0 |
11,040.4 |
|
| R1 |
11,101.0 |
11,101.0 |
11,025.7 |
11,065.8 |
| PP |
11,030.5 |
11,030.5 |
11,030.5 |
11,012.9 |
| S1 |
10,940.5 |
10,940.5 |
10,996.3 |
10,905.3 |
| S2 |
10,870.0 |
10,870.0 |
10,981.6 |
|
| S3 |
10,709.5 |
10,780.0 |
10,966.9 |
|
| S4 |
10,549.0 |
10,619.5 |
10,922.7 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,944.7 |
12,661.3 |
11,523.2 |
|
| R3 |
12,355.2 |
12,071.8 |
11,361.1 |
|
| R2 |
11,765.7 |
11,765.7 |
11,307.1 |
|
| R1 |
11,482.3 |
11,482.3 |
11,253.0 |
11,329.3 |
| PP |
11,176.2 |
11,176.2 |
11,176.2 |
11,099.6 |
| S1 |
10,892.8 |
10,892.8 |
11,145.0 |
10,739.8 |
| S2 |
10,586.7 |
10,586.7 |
11,090.9 |
|
| S3 |
9,997.2 |
10,303.3 |
11,036.9 |
|
| S4 |
9,407.7 |
9,713.8 |
10,874.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,459.5 |
10,870.0 |
589.5 |
5.4% |
246.4 |
2.2% |
24% |
False |
False |
32,297 |
| 10 |
11,514.0 |
10,870.0 |
644.0 |
5.8% |
226.1 |
2.1% |
22% |
False |
False |
17,225 |
| 20 |
11,934.0 |
10,870.0 |
1,064.0 |
9.7% |
207.4 |
1.9% |
13% |
False |
False |
9,028 |
| 40 |
12,099.5 |
10,870.0 |
1,229.5 |
11.2% |
238.8 |
2.2% |
11% |
False |
False |
4,827 |
| 60 |
12,428.5 |
10,870.0 |
1,558.5 |
14.2% |
216.6 |
2.0% |
9% |
False |
False |
3,332 |
| 80 |
12,428.5 |
10,870.0 |
1,558.5 |
14.2% |
192.0 |
1.7% |
9% |
False |
False |
2,518 |
| 100 |
12,428.5 |
10,175.0 |
2,253.5 |
20.5% |
172.7 |
1.6% |
37% |
False |
False |
2,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,802.6 |
|
2.618 |
11,540.7 |
|
1.618 |
11,380.2 |
|
1.000 |
11,281.0 |
|
0.618 |
11,219.7 |
|
HIGH |
11,120.5 |
|
0.618 |
11,059.2 |
|
0.500 |
11,040.3 |
|
0.382 |
11,021.3 |
|
LOW |
10,960.0 |
|
0.618 |
10,860.8 |
|
1.000 |
10,799.5 |
|
1.618 |
10,700.3 |
|
2.618 |
10,539.8 |
|
4.250 |
10,277.9 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,040.3 |
11,209.8 |
| PP |
11,030.5 |
11,143.5 |
| S1 |
11,020.8 |
11,077.3 |
|