| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,093.0 |
11,224.0 |
131.0 |
1.2% |
11,101.5 |
| High |
11,255.5 |
11,489.5 |
234.0 |
2.1% |
11,297.5 |
| Low |
11,000.0 |
11,214.5 |
214.5 |
2.0% |
10,805.0 |
| Close |
11,049.0 |
11,472.5 |
423.5 |
3.8% |
11,049.0 |
| Range |
255.5 |
275.0 |
19.5 |
7.6% |
492.5 |
| ATR |
256.8 |
270.0 |
13.1 |
5.1% |
0.0 |
| Volume |
148,333 |
114,423 |
-33,910 |
-22.9% |
490,040 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,217.2 |
12,119.8 |
11,623.8 |
|
| R3 |
11,942.2 |
11,844.8 |
11,548.1 |
|
| R2 |
11,667.2 |
11,667.2 |
11,522.9 |
|
| R1 |
11,569.8 |
11,569.8 |
11,497.7 |
11,618.5 |
| PP |
11,392.2 |
11,392.2 |
11,392.2 |
11,416.5 |
| S1 |
11,294.8 |
11,294.8 |
11,447.3 |
11,343.5 |
| S2 |
11,117.2 |
11,117.2 |
11,422.1 |
|
| S3 |
10,842.2 |
11,019.8 |
11,396.9 |
|
| S4 |
10,567.2 |
10,744.8 |
11,321.3 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,528.0 |
12,281.0 |
11,319.9 |
|
| R3 |
12,035.5 |
11,788.5 |
11,184.4 |
|
| R2 |
11,543.0 |
11,543.0 |
11,139.3 |
|
| R1 |
11,296.0 |
11,296.0 |
11,094.1 |
11,173.3 |
| PP |
11,050.5 |
11,050.5 |
11,050.5 |
10,989.1 |
| S1 |
10,803.5 |
10,803.5 |
11,003.9 |
10,680.8 |
| S2 |
10,558.0 |
10,558.0 |
10,958.7 |
|
| S3 |
10,065.5 |
10,311.0 |
10,913.6 |
|
| S4 |
9,573.0 |
9,818.5 |
10,778.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,489.5 |
10,805.0 |
684.5 |
6.0% |
308.5 |
2.7% |
98% |
True |
False |
106,455 |
| 10 |
11,489.5 |
10,805.0 |
684.5 |
6.0% |
277.5 |
2.4% |
98% |
True |
False |
69,376 |
| 20 |
11,934.0 |
10,805.0 |
1,129.0 |
9.8% |
245.5 |
2.1% |
59% |
False |
False |
35,445 |
| 40 |
12,080.0 |
10,805.0 |
1,275.0 |
11.1% |
246.6 |
2.1% |
52% |
False |
False |
17,988 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.2% |
226.2 |
2.0% |
41% |
False |
False |
12,165 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.2% |
206.9 |
1.8% |
41% |
False |
False |
9,170 |
| 100 |
12,428.5 |
10,638.0 |
1,790.5 |
15.6% |
179.2 |
1.6% |
47% |
False |
False |
7,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,658.3 |
|
2.618 |
12,209.5 |
|
1.618 |
11,934.5 |
|
1.000 |
11,764.5 |
|
0.618 |
11,659.5 |
|
HIGH |
11,489.5 |
|
0.618 |
11,384.5 |
|
0.500 |
11,352.0 |
|
0.382 |
11,319.6 |
|
LOW |
11,214.5 |
|
0.618 |
11,044.6 |
|
1.000 |
10,939.5 |
|
1.618 |
10,769.6 |
|
2.618 |
10,494.6 |
|
4.250 |
10,045.8 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,432.3 |
11,365.1 |
| PP |
11,392.2 |
11,257.7 |
| S1 |
11,352.0 |
11,150.3 |
|