| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,525.0 |
11,590.5 |
65.5 |
0.6% |
11,101.5 |
| High |
11,643.0 |
11,595.0 |
-48.0 |
-0.4% |
11,297.5 |
| Low |
11,522.0 |
11,367.0 |
-155.0 |
-1.3% |
10,805.0 |
| Close |
11,544.0 |
11,480.0 |
-64.0 |
-0.6% |
11,049.0 |
| Range |
121.0 |
228.0 |
107.0 |
88.4% |
492.5 |
| ATR |
262.9 |
260.4 |
-2.5 |
-0.9% |
0.0 |
| Volume |
119,814 |
115,823 |
-3,991 |
-3.3% |
490,040 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,164.7 |
12,050.3 |
11,605.4 |
|
| R3 |
11,936.7 |
11,822.3 |
11,542.7 |
|
| R2 |
11,708.7 |
11,708.7 |
11,521.8 |
|
| R1 |
11,594.3 |
11,594.3 |
11,500.9 |
11,537.5 |
| PP |
11,480.7 |
11,480.7 |
11,480.7 |
11,452.3 |
| S1 |
11,366.3 |
11,366.3 |
11,459.1 |
11,309.5 |
| S2 |
11,252.7 |
11,252.7 |
11,438.2 |
|
| S3 |
11,024.7 |
11,138.3 |
11,417.3 |
|
| S4 |
10,796.7 |
10,910.3 |
11,354.6 |
|
|
| 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% |
273.2 |
2.4% |
80% |
False |
False |
123,174 |
| 10 |
11,643.0 |
10,805.0 |
838.0 |
7.3% |
255.9 |
2.2% |
81% |
False |
False |
90,881 |
| 20 |
11,777.0 |
10,805.0 |
972.0 |
8.5% |
237.0 |
2.1% |
69% |
False |
False |
47,182 |
| 40 |
12,080.0 |
10,805.0 |
1,275.0 |
11.1% |
243.9 |
2.1% |
53% |
False |
False |
23,868 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.1% |
224.6 |
2.0% |
42% |
False |
False |
16,079 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.1% |
209.7 |
1.8% |
42% |
False |
False |
12,116 |
| 100 |
12,428.5 |
10,638.0 |
1,790.5 |
15.6% |
181.7 |
1.6% |
47% |
False |
False |
9,695 |
| 120 |
12,428.5 |
9,420.0 |
3,008.5 |
26.2% |
174.2 |
1.5% |
68% |
False |
False |
8,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,564.0 |
|
2.618 |
12,191.9 |
|
1.618 |
11,963.9 |
|
1.000 |
11,823.0 |
|
0.618 |
11,735.9 |
|
HIGH |
11,595.0 |
|
0.618 |
11,507.9 |
|
0.500 |
11,481.0 |
|
0.382 |
11,454.1 |
|
LOW |
11,367.0 |
|
0.618 |
11,226.1 |
|
1.000 |
11,139.0 |
|
1.618 |
10,998.1 |
|
2.618 |
10,770.1 |
|
4.250 |
10,398.0 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,481.0 |
11,462.9 |
| PP |
11,480.7 |
11,445.8 |
| S1 |
11,480.3 |
11,428.8 |
|