| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,590.5 |
11,437.5 |
-153.0 |
-1.3% |
11,101.5 |
| High |
11,595.0 |
11,610.0 |
15.0 |
0.1% |
11,297.5 |
| Low |
11,367.0 |
11,350.5 |
-16.5 |
-0.1% |
10,805.0 |
| Close |
11,480.0 |
11,480.0 |
0.0 |
0.0% |
11,049.0 |
| Range |
228.0 |
259.5 |
31.5 |
13.8% |
492.5 |
| ATR |
260.4 |
260.3 |
-0.1 |
0.0% |
0.0 |
| Volume |
115,823 |
93,815 |
-22,008 |
-19.0% |
490,040 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,258.7 |
12,128.8 |
11,622.7 |
|
| R3 |
11,999.2 |
11,869.3 |
11,551.4 |
|
| R2 |
11,739.7 |
11,739.7 |
11,527.6 |
|
| R1 |
11,609.8 |
11,609.8 |
11,503.8 |
11,674.8 |
| PP |
11,480.2 |
11,480.2 |
11,480.2 |
11,512.6 |
| S1 |
11,350.3 |
11,350.3 |
11,456.2 |
11,415.3 |
| S2 |
11,220.7 |
11,220.7 |
11,432.4 |
|
| S3 |
10,961.2 |
11,090.8 |
11,408.6 |
|
| S4 |
10,701.7 |
10,831.3 |
11,337.3 |
|
|
| 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 |
11,643.0 |
11,000.0 |
643.0 |
5.6% |
227.8 |
2.0% |
75% |
False |
False |
118,441 |
| 10 |
11,643.0 |
10,805.0 |
838.0 |
7.3% |
260.3 |
2.3% |
81% |
False |
False |
98,432 |
| 20 |
11,705.0 |
10,805.0 |
900.0 |
7.8% |
243.0 |
2.1% |
75% |
False |
False |
51,854 |
| 40 |
11,934.0 |
10,805.0 |
1,129.0 |
9.8% |
242.9 |
2.1% |
60% |
False |
False |
26,209 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.1% |
226.8 |
2.0% |
42% |
False |
False |
17,639 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.1% |
211.8 |
1.8% |
42% |
False |
False |
13,288 |
| 100 |
12,428.5 |
10,638.0 |
1,790.5 |
15.6% |
183.2 |
1.6% |
47% |
False |
False |
10,632 |
| 120 |
12,428.5 |
9,420.0 |
3,008.5 |
26.2% |
175.9 |
1.5% |
68% |
False |
False |
8,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,712.9 |
|
2.618 |
12,289.4 |
|
1.618 |
12,029.9 |
|
1.000 |
11,869.5 |
|
0.618 |
11,770.4 |
|
HIGH |
11,610.0 |
|
0.618 |
11,510.9 |
|
0.500 |
11,480.3 |
|
0.382 |
11,449.6 |
|
LOW |
11,350.5 |
|
0.618 |
11,190.1 |
|
1.000 |
11,091.0 |
|
1.618 |
10,930.6 |
|
2.618 |
10,671.1 |
|
4.250 |
10,247.6 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,480.3 |
11,496.8 |
| PP |
11,480.2 |
11,491.2 |
| S1 |
11,480.1 |
11,485.6 |
|