| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,071.00 |
2,066.00 |
-5.00 |
-0.2% |
2,072.00 |
| High |
2,072.25 |
2,082.00 |
9.75 |
0.5% |
2,099.25 |
| Low |
2,056.25 |
2,055.25 |
-1.00 |
0.0% |
2,053.75 |
| Close |
2,068.50 |
2,081.75 |
13.25 |
0.6% |
2,078.00 |
| Range |
16.00 |
26.75 |
10.75 |
67.2% |
45.50 |
| ATR |
17.95 |
18.58 |
0.63 |
3.5% |
0.00 |
| Volume |
3,258 |
1,386 |
-1,872 |
-57.5% |
10,440 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.25 |
2,144.25 |
2,096.50 |
|
| R3 |
2,126.50 |
2,117.50 |
2,089.00 |
|
| R2 |
2,099.75 |
2,099.75 |
2,086.75 |
|
| R1 |
2,090.75 |
2,090.75 |
2,084.25 |
2,095.25 |
| PP |
2,073.00 |
2,073.00 |
2,073.00 |
2,075.25 |
| S1 |
2,064.00 |
2,064.00 |
2,079.25 |
2,068.50 |
| S2 |
2,046.25 |
2,046.25 |
2,076.75 |
|
| S3 |
2,019.50 |
2,037.25 |
2,074.50 |
|
| S4 |
1,992.75 |
2,010.50 |
2,067.00 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.50 |
2,191.25 |
2,103.00 |
|
| R3 |
2,168.00 |
2,145.75 |
2,090.50 |
|
| R2 |
2,122.50 |
2,122.50 |
2,086.25 |
|
| R1 |
2,100.25 |
2,100.25 |
2,082.25 |
2,111.50 |
| PP |
2,077.00 |
2,077.00 |
2,077.00 |
2,082.50 |
| S1 |
2,054.75 |
2,054.75 |
2,073.75 |
2,066.00 |
| S2 |
2,031.50 |
2,031.50 |
2,069.75 |
|
| S3 |
1,986.00 |
2,009.25 |
2,065.50 |
|
| S4 |
1,940.50 |
1,963.75 |
2,053.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,099.25 |
2,055.25 |
44.00 |
2.1% |
19.00 |
0.9% |
60% |
False |
True |
1,375 |
| 10 |
2,105.25 |
2,053.75 |
51.50 |
2.5% |
17.25 |
0.8% |
54% |
False |
False |
1,554 |
| 20 |
2,118.50 |
2,053.75 |
64.75 |
3.1% |
16.50 |
0.8% |
43% |
False |
False |
928 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.50 |
0.8% |
51% |
False |
False |
621 |
| 60 |
2,118.50 |
2,023.75 |
94.75 |
4.6% |
17.75 |
0.8% |
61% |
False |
False |
437 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
16.25 |
0.8% |
63% |
False |
False |
335 |
| 100 |
2,118.50 |
1,956.25 |
162.25 |
7.8% |
16.25 |
0.8% |
77% |
False |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,195.75 |
|
2.618 |
2,152.00 |
|
1.618 |
2,125.25 |
|
1.000 |
2,108.75 |
|
0.618 |
2,098.50 |
|
HIGH |
2,082.00 |
|
0.618 |
2,071.75 |
|
0.500 |
2,068.50 |
|
0.382 |
2,065.50 |
|
LOW |
2,055.25 |
|
0.618 |
2,038.75 |
|
1.000 |
2,028.50 |
|
1.618 |
2,012.00 |
|
2.618 |
1,985.25 |
|
4.250 |
1,941.50 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.50 |
2,079.25 |
| PP |
2,073.00 |
2,076.75 |
| S1 |
2,068.50 |
2,074.00 |
|