| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,437.5 |
11,400.0 |
-37.5 |
-0.3% |
11,224.0 |
| High |
11,610.0 |
11,566.0 |
-44.0 |
-0.4% |
11,643.0 |
| Low |
11,350.5 |
11,372.0 |
21.5 |
0.2% |
11,214.5 |
| Close |
11,480.0 |
11,501.5 |
21.5 |
0.2% |
11,501.5 |
| Range |
259.5 |
194.0 |
-65.5 |
-25.2% |
428.5 |
| ATR |
260.3 |
255.6 |
-4.7 |
-1.8% |
0.0 |
| Volume |
93,815 |
159,056 |
65,241 |
69.5% |
602,931 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,061.8 |
11,975.7 |
11,608.2 |
|
| R3 |
11,867.8 |
11,781.7 |
11,554.9 |
|
| R2 |
11,673.8 |
11,673.8 |
11,537.1 |
|
| R1 |
11,587.7 |
11,587.7 |
11,519.3 |
11,630.8 |
| PP |
11,479.8 |
11,479.8 |
11,479.8 |
11,501.4 |
| S1 |
11,393.7 |
11,393.7 |
11,483.7 |
11,436.8 |
| S2 |
11,285.8 |
11,285.8 |
11,465.9 |
|
| S3 |
11,091.8 |
11,199.7 |
11,448.2 |
|
| S4 |
10,897.8 |
11,005.7 |
11,394.8 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,738.5 |
12,548.5 |
11,737.2 |
|
| R3 |
12,310.0 |
12,120.0 |
11,619.3 |
|
| R2 |
11,881.5 |
11,881.5 |
11,580.1 |
|
| R1 |
11,691.5 |
11,691.5 |
11,540.8 |
11,786.5 |
| PP |
11,453.0 |
11,453.0 |
11,453.0 |
11,500.5 |
| S1 |
11,263.0 |
11,263.0 |
11,462.2 |
11,358.0 |
| S2 |
11,024.5 |
11,024.5 |
11,422.9 |
|
| S3 |
10,596.0 |
10,834.5 |
11,383.7 |
|
| S4 |
10,167.5 |
10,406.0 |
11,265.8 |
|
|
| 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 |
11,214.5 |
428.5 |
3.7% |
215.5 |
1.9% |
67% |
False |
False |
120,586 |
| 10 |
11,643.0 |
10,805.0 |
838.0 |
7.3% |
250.6 |
2.2% |
83% |
False |
False |
109,297 |
| 20 |
11,643.0 |
10,805.0 |
838.0 |
7.3% |
237.9 |
2.1% |
83% |
False |
False |
59,732 |
| 40 |
11,934.0 |
10,805.0 |
1,129.0 |
9.8% |
235.6 |
2.0% |
62% |
False |
False |
30,178 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.1% |
226.2 |
2.0% |
43% |
False |
False |
20,286 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.1% |
213.3 |
1.9% |
43% |
False |
False |
15,276 |
| 100 |
12,428.5 |
10,638.0 |
1,790.5 |
15.6% |
183.7 |
1.6% |
48% |
False |
False |
12,223 |
| 120 |
12,428.5 |
9,420.0 |
3,008.5 |
26.2% |
175.0 |
1.5% |
69% |
False |
False |
10,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,390.5 |
|
2.618 |
12,073.9 |
|
1.618 |
11,879.9 |
|
1.000 |
11,760.0 |
|
0.618 |
11,685.9 |
|
HIGH |
11,566.0 |
|
0.618 |
11,491.9 |
|
0.500 |
11,469.0 |
|
0.382 |
11,446.1 |
|
LOW |
11,372.0 |
|
0.618 |
11,252.1 |
|
1.000 |
11,178.0 |
|
1.618 |
11,058.1 |
|
2.618 |
10,864.1 |
|
4.250 |
10,547.5 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,490.7 |
11,494.4 |
| PP |
11,479.8 |
11,487.3 |
| S1 |
11,469.0 |
11,480.3 |
|