| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3,544.0 |
3,465.0 |
-79.0 |
-2.2% |
3,508.0 |
| High |
3,552.0 |
3,475.0 |
-77.0 |
-2.2% |
3,585.0 |
| Low |
3,458.0 |
3,419.0 |
-39.0 |
-1.1% |
3,403.0 |
| Close |
3,497.0 |
3,436.0 |
-61.0 |
-1.7% |
3,497.0 |
| Range |
94.0 |
56.0 |
-38.0 |
-40.4% |
182.0 |
| ATR |
72.8 |
73.2 |
0.4 |
0.5% |
0.0 |
| Volume |
1,050,534 |
1,468,474 |
417,940 |
39.8% |
1,967,970 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,611.3 |
3,579.7 |
3,466.8 |
|
| R3 |
3,555.3 |
3,523.7 |
3,451.4 |
|
| R2 |
3,499.3 |
3,499.3 |
3,446.3 |
|
| R1 |
3,467.7 |
3,467.7 |
3,441.1 |
3,455.5 |
| PP |
3,443.3 |
3,443.3 |
3,443.3 |
3,437.3 |
| S1 |
3,411.7 |
3,411.7 |
3,430.9 |
3,399.5 |
| S2 |
3,387.3 |
3,387.3 |
3,425.7 |
|
| S3 |
3,331.3 |
3,355.7 |
3,420.6 |
|
| S4 |
3,275.3 |
3,299.7 |
3,405.2 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,041.0 |
3,951.0 |
3,597.1 |
|
| R3 |
3,859.0 |
3,769.0 |
3,547.1 |
|
| R2 |
3,677.0 |
3,677.0 |
3,530.4 |
|
| R1 |
3,587.0 |
3,587.0 |
3,513.7 |
3,541.0 |
| PP |
3,495.0 |
3,495.0 |
3,495.0 |
3,472.0 |
| S1 |
3,405.0 |
3,405.0 |
3,480.3 |
3,359.0 |
| S2 |
3,313.0 |
3,313.0 |
3,463.6 |
|
| S3 |
3,131.0 |
3,223.0 |
3,447.0 |
|
| S4 |
2,949.0 |
3,041.0 |
3,396.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,585.0 |
3,403.0 |
182.0 |
5.3% |
80.8 |
2.4% |
18% |
False |
False |
674,794 |
| 10 |
3,612.0 |
3,403.0 |
209.0 |
6.1% |
74.3 |
2.2% |
16% |
False |
False |
353,738 |
| 20 |
3,678.0 |
3,403.0 |
275.0 |
8.0% |
65.4 |
1.9% |
12% |
False |
False |
182,810 |
| 40 |
3,718.0 |
3,403.0 |
315.0 |
9.2% |
71.1 |
2.1% |
10% |
False |
False |
94,806 |
| 60 |
3,761.0 |
3,403.0 |
358.0 |
10.4% |
61.6 |
1.8% |
9% |
False |
False |
64,027 |
| 80 |
3,761.0 |
3,383.0 |
378.0 |
11.0% |
50.2 |
1.5% |
14% |
False |
False |
48,065 |
| 100 |
3,761.0 |
3,137.0 |
624.0 |
18.2% |
45.8 |
1.3% |
48% |
False |
False |
38,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,713.0 |
|
2.618 |
3,621.6 |
|
1.618 |
3,565.6 |
|
1.000 |
3,531.0 |
|
0.618 |
3,509.6 |
|
HIGH |
3,475.0 |
|
0.618 |
3,453.6 |
|
0.500 |
3,447.0 |
|
0.382 |
3,440.4 |
|
LOW |
3,419.0 |
|
0.618 |
3,384.4 |
|
1.000 |
3,363.0 |
|
1.618 |
3,328.4 |
|
2.618 |
3,272.4 |
|
4.250 |
3,181.0 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,447.0 |
3,502.0 |
| PP |
3,443.3 |
3,480.0 |
| S1 |
3,439.7 |
3,458.0 |
|