| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,090.5 |
10,882.0 |
-208.5 |
-1.9% |
11,207.0 |
| High |
11,125.5 |
11,297.5 |
172.0 |
1.5% |
11,459.5 |
| Low |
10,878.5 |
10,811.0 |
-67.5 |
-0.6% |
10,870.0 |
| Close |
10,979.5 |
11,113.5 |
134.0 |
1.2% |
11,199.0 |
| Range |
247.0 |
486.5 |
239.5 |
97.0% |
589.5 |
| ATR |
239.3 |
256.9 |
17.7 |
7.4% |
0.0 |
| Volume |
79,169 |
117,481 |
38,312 |
48.4% |
91,591 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,533.5 |
12,310.0 |
11,381.1 |
|
| R3 |
12,047.0 |
11,823.5 |
11,247.3 |
|
| R2 |
11,560.5 |
11,560.5 |
11,202.7 |
|
| R1 |
11,337.0 |
11,337.0 |
11,158.1 |
11,448.8 |
| PP |
11,074.0 |
11,074.0 |
11,074.0 |
11,129.9 |
| S1 |
10,850.5 |
10,850.5 |
11,068.9 |
10,962.3 |
| S2 |
10,587.5 |
10,587.5 |
11,024.3 |
|
| S3 |
10,101.0 |
10,364.0 |
10,979.7 |
|
| S4 |
9,614.5 |
9,877.5 |
10,845.9 |
|
|
| 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 |
11,366.5 |
10,805.0 |
561.5 |
5.1% |
292.8 |
2.6% |
55% |
False |
False |
78,424 |
| 10 |
11,459.5 |
10,805.0 |
654.5 |
5.9% |
261.1 |
2.3% |
47% |
False |
False |
43,637 |
| 20 |
11,934.0 |
10,805.0 |
1,129.0 |
10.2% |
229.6 |
2.1% |
27% |
False |
False |
22,351 |
| 40 |
12,080.0 |
10,805.0 |
1,275.0 |
11.5% |
246.2 |
2.2% |
24% |
False |
False |
11,535 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.6% |
224.4 |
2.0% |
19% |
False |
False |
7,797 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.6% |
202.2 |
1.8% |
19% |
False |
False |
5,886 |
| 100 |
12,428.5 |
10,617.0 |
1,811.5 |
16.3% |
177.8 |
1.6% |
27% |
False |
False |
4,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,365.1 |
|
2.618 |
12,571.2 |
|
1.618 |
12,084.7 |
|
1.000 |
11,784.0 |
|
0.618 |
11,598.2 |
|
HIGH |
11,297.5 |
|
0.618 |
11,111.7 |
|
0.500 |
11,054.3 |
|
0.382 |
10,996.8 |
|
LOW |
10,811.0 |
|
0.618 |
10,510.3 |
|
1.000 |
10,324.5 |
|
1.618 |
10,023.8 |
|
2.618 |
9,537.3 |
|
4.250 |
8,743.4 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,093.8 |
11,092.8 |
| PP |
11,074.0 |
11,072.0 |
| S1 |
11,054.3 |
11,051.3 |
|