| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,101.5 |
11,006.0 |
-95.5 |
-0.9% |
11,207.0 |
| High |
11,120.5 |
11,083.5 |
-37.0 |
-0.3% |
11,459.5 |
| Low |
10,960.0 |
10,805.0 |
-155.0 |
-1.4% |
10,870.0 |
| Close |
11,011.0 |
11,057.5 |
46.5 |
0.4% |
11,199.0 |
| Range |
160.5 |
278.5 |
118.0 |
73.5% |
589.5 |
| ATR |
235.6 |
238.7 |
3.1 |
1.3% |
0.0 |
| Volume |
72,184 |
72,873 |
689 |
1.0% |
91,591 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,817.5 |
11,716.0 |
11,210.7 |
|
| R3 |
11,539.0 |
11,437.5 |
11,134.1 |
|
| R2 |
11,260.5 |
11,260.5 |
11,108.6 |
|
| R1 |
11,159.0 |
11,159.0 |
11,083.0 |
11,209.8 |
| PP |
10,982.0 |
10,982.0 |
10,982.0 |
11,007.4 |
| S1 |
10,880.5 |
10,880.5 |
11,032.0 |
10,931.3 |
| S2 |
10,703.5 |
10,703.5 |
11,006.4 |
|
| S3 |
10,425.0 |
10,602.0 |
10,980.9 |
|
| S4 |
10,146.5 |
10,323.5 |
10,904.3 |
|
|
| 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 |
10,805.0 |
654.5 |
5.9% |
261.6 |
2.4% |
39% |
False |
True |
46,414 |
| 10 |
11,514.0 |
10,805.0 |
709.0 |
6.4% |
233.1 |
2.1% |
36% |
False |
True |
24,329 |
| 20 |
11,934.0 |
10,805.0 |
1,129.0 |
10.2% |
208.8 |
1.9% |
22% |
False |
True |
12,648 |
| 40 |
12,099.5 |
10,805.0 |
1,294.5 |
11.7% |
236.6 |
2.1% |
20% |
False |
True |
6,640 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.7% |
218.2 |
2.0% |
16% |
False |
True |
4,532 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.7% |
195.4 |
1.8% |
16% |
False |
True |
3,428 |
| 100 |
12,428.5 |
10,288.0 |
2,140.5 |
19.4% |
174.0 |
1.6% |
36% |
False |
False |
2,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,267.1 |
|
2.618 |
11,812.6 |
|
1.618 |
11,534.1 |
|
1.000 |
11,362.0 |
|
0.618 |
11,255.6 |
|
HIGH |
11,083.5 |
|
0.618 |
10,977.1 |
|
0.500 |
10,944.3 |
|
0.382 |
10,911.4 |
|
LOW |
10,805.0 |
|
0.618 |
10,632.9 |
|
1.000 |
10,526.5 |
|
1.618 |
10,354.4 |
|
2.618 |
10,075.9 |
|
4.250 |
9,621.4 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,019.8 |
11,085.8 |
| PP |
10,982.0 |
11,076.3 |
| S1 |
10,944.3 |
11,066.9 |
|