| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,006.0 |
11,090.5 |
84.5 |
0.8% |
11,207.0 |
| High |
11,083.5 |
11,125.5 |
42.0 |
0.4% |
11,459.5 |
| Low |
10,805.0 |
10,878.5 |
73.5 |
0.7% |
10,870.0 |
| Close |
11,057.5 |
10,979.5 |
-78.0 |
-0.7% |
11,199.0 |
| Range |
278.5 |
247.0 |
-31.5 |
-11.3% |
589.5 |
| ATR |
238.7 |
239.3 |
0.6 |
0.2% |
0.0 |
| Volume |
72,873 |
79,169 |
6,296 |
8.6% |
91,591 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,735.5 |
11,604.5 |
11,115.4 |
|
| R3 |
11,488.5 |
11,357.5 |
11,047.4 |
|
| R2 |
11,241.5 |
11,241.5 |
11,024.8 |
|
| R1 |
11,110.5 |
11,110.5 |
11,002.1 |
11,052.5 |
| PP |
10,994.5 |
10,994.5 |
10,994.5 |
10,965.5 |
| S1 |
10,863.5 |
10,863.5 |
10,956.9 |
10,805.5 |
| S2 |
10,747.5 |
10,747.5 |
10,934.2 |
|
| S3 |
10,500.5 |
10,616.5 |
10,911.6 |
|
| S4 |
10,253.5 |
10,369.5 |
10,843.7 |
|
|
| 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 |
10,805.0 |
654.5 |
6.0% |
238.6 |
2.2% |
27% |
False |
False |
58,588 |
| 10 |
11,459.5 |
10,805.0 |
654.5 |
6.0% |
238.5 |
2.2% |
27% |
False |
False |
32,094 |
| 20 |
11,934.0 |
10,805.0 |
1,129.0 |
10.3% |
210.0 |
1.9% |
15% |
False |
False |
16,559 |
| 40 |
12,099.5 |
10,805.0 |
1,294.5 |
11.8% |
237.6 |
2.2% |
13% |
False |
False |
8,615 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.8% |
218.9 |
2.0% |
11% |
False |
False |
5,846 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.8% |
198.1 |
1.8% |
11% |
False |
False |
4,418 |
| 100 |
12,428.5 |
10,580.0 |
1,848.5 |
16.8% |
174.0 |
1.6% |
22% |
False |
False |
3,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,175.3 |
|
2.618 |
11,772.1 |
|
1.618 |
11,525.1 |
|
1.000 |
11,372.5 |
|
0.618 |
11,278.1 |
|
HIGH |
11,125.5 |
|
0.618 |
11,031.1 |
|
0.500 |
11,002.0 |
|
0.382 |
10,972.9 |
|
LOW |
10,878.5 |
|
0.618 |
10,725.9 |
|
1.000 |
10,631.5 |
|
1.618 |
10,478.9 |
|
2.618 |
10,231.9 |
|
4.250 |
9,828.8 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,002.0 |
10,974.8 |
| PP |
10,994.5 |
10,970.0 |
| S1 |
10,987.0 |
10,965.3 |
|