| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,066.00 |
2,082.25 |
16.25 |
0.8% |
2,072.00 |
| High |
2,082.00 |
2,091.25 |
9.25 |
0.4% |
2,099.25 |
| Low |
2,055.25 |
2,072.75 |
17.50 |
0.9% |
2,053.75 |
| Close |
2,081.75 |
2,081.75 |
0.00 |
0.0% |
2,078.00 |
| Range |
26.75 |
18.50 |
-8.25 |
-30.8% |
45.50 |
| ATR |
18.58 |
18.57 |
-0.01 |
0.0% |
0.00 |
| Volume |
1,386 |
759 |
-627 |
-45.2% |
10,440 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.50 |
2,128.00 |
2,092.00 |
|
| R3 |
2,119.00 |
2,109.50 |
2,086.75 |
|
| R2 |
2,100.50 |
2,100.50 |
2,085.25 |
|
| R1 |
2,091.00 |
2,091.00 |
2,083.50 |
2,086.50 |
| PP |
2,082.00 |
2,082.00 |
2,082.00 |
2,079.50 |
| S1 |
2,072.50 |
2,072.50 |
2,080.00 |
2,068.00 |
| S2 |
2,063.50 |
2,063.50 |
2,078.25 |
|
| S3 |
2,045.00 |
2,054.00 |
2,076.75 |
|
| S4 |
2,026.50 |
2,035.50 |
2,071.50 |
|
|
| 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% |
18.00 |
0.9% |
60% |
False |
False |
1,174 |
| 10 |
2,099.25 |
2,053.75 |
45.50 |
2.2% |
17.75 |
0.9% |
62% |
False |
False |
1,614 |
| 20 |
2,116.75 |
2,053.75 |
63.00 |
3.0% |
16.75 |
0.8% |
44% |
False |
False |
961 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.75 |
0.8% |
51% |
False |
False |
638 |
| 60 |
2,118.50 |
2,023.75 |
94.75 |
4.6% |
17.75 |
0.9% |
61% |
False |
False |
450 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
16.50 |
0.8% |
63% |
False |
False |
344 |
| 100 |
2,118.50 |
1,956.25 |
162.25 |
7.8% |
16.25 |
0.8% |
77% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.00 |
|
2.618 |
2,139.75 |
|
1.618 |
2,121.25 |
|
1.000 |
2,109.75 |
|
0.618 |
2,102.75 |
|
HIGH |
2,091.25 |
|
0.618 |
2,084.25 |
|
0.500 |
2,082.00 |
|
0.382 |
2,079.75 |
|
LOW |
2,072.75 |
|
0.618 |
2,061.25 |
|
1.000 |
2,054.25 |
|
1.618 |
2,042.75 |
|
2.618 |
2,024.25 |
|
4.250 |
1,994.00 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.00 |
2,079.00 |
| PP |
2,082.00 |
2,076.00 |
| S1 |
2,081.75 |
2,073.25 |
|