| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,224.0 |
11,525.0 |
301.0 |
2.7% |
11,101.5 |
| High |
11,489.5 |
11,643.0 |
153.5 |
1.3% |
11,297.5 |
| Low |
11,214.5 |
11,522.0 |
307.5 |
2.7% |
10,805.0 |
| Close |
11,472.5 |
11,544.0 |
71.5 |
0.6% |
11,049.0 |
| Range |
275.0 |
121.0 |
-154.0 |
-56.0% |
492.5 |
| ATR |
270.0 |
262.9 |
-7.1 |
-2.6% |
0.0 |
| Volume |
114,423 |
119,814 |
5,391 |
4.7% |
490,040 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,932.7 |
11,859.3 |
11,610.6 |
|
| R3 |
11,811.7 |
11,738.3 |
11,577.3 |
|
| R2 |
11,690.7 |
11,690.7 |
11,566.2 |
|
| R1 |
11,617.3 |
11,617.3 |
11,555.1 |
11,654.0 |
| PP |
11,569.7 |
11,569.7 |
11,569.7 |
11,588.0 |
| S1 |
11,496.3 |
11,496.3 |
11,532.9 |
11,533.0 |
| S2 |
11,448.7 |
11,448.7 |
11,521.8 |
|
| S3 |
11,327.7 |
11,375.3 |
11,510.7 |
|
| S4 |
11,206.7 |
11,254.3 |
11,477.5 |
|
|
| 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 |
11,643.0 |
10,811.0 |
832.0 |
7.2% |
277.0 |
2.4% |
88% |
True |
False |
115,844 |
| 10 |
11,643.0 |
10,805.0 |
838.0 |
7.3% |
269.3 |
2.3% |
88% |
True |
False |
81,129 |
| 20 |
11,800.0 |
10,805.0 |
995.0 |
8.6% |
234.8 |
2.0% |
74% |
False |
False |
41,410 |
| 40 |
12,080.0 |
10,805.0 |
1,275.0 |
11.0% |
245.5 |
2.1% |
58% |
False |
False |
20,977 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.1% |
225.3 |
2.0% |
46% |
False |
False |
14,157 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.1% |
208.1 |
1.8% |
46% |
False |
False |
10,668 |
| 100 |
12,428.5 |
10,638.0 |
1,790.5 |
15.5% |
180.2 |
1.6% |
51% |
False |
False |
8,537 |
| 120 |
12,428.5 |
9,420.0 |
3,008.5 |
26.1% |
172.9 |
1.5% |
71% |
False |
False |
7,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,157.3 |
|
2.618 |
11,959.8 |
|
1.618 |
11,838.8 |
|
1.000 |
11,764.0 |
|
0.618 |
11,717.8 |
|
HIGH |
11,643.0 |
|
0.618 |
11,596.8 |
|
0.500 |
11,582.5 |
|
0.382 |
11,568.2 |
|
LOW |
11,522.0 |
|
0.618 |
11,447.2 |
|
1.000 |
11,401.0 |
|
1.618 |
11,326.2 |
|
2.618 |
11,205.2 |
|
4.250 |
11,007.8 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,582.5 |
11,469.8 |
| PP |
11,569.7 |
11,395.7 |
| S1 |
11,556.8 |
11,321.5 |
|