| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,105.00 |
2,096.75 |
-8.25 |
-0.4% |
2,071.00 |
| High |
2,109.75 |
2,114.25 |
4.50 |
0.2% |
2,111.00 |
| Low |
2,090.00 |
2,096.75 |
6.75 |
0.3% |
2,055.25 |
| Close |
2,090.25 |
2,105.25 |
15.00 |
0.7% |
2,090.25 |
| Range |
19.75 |
17.50 |
-2.25 |
-11.4% |
55.75 |
| ATR |
19.71 |
20.02 |
0.31 |
1.6% |
0.00 |
| Volume |
1,090 |
573 |
-517 |
-47.4% |
7,152 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.00 |
2,149.00 |
2,115.00 |
|
| R3 |
2,140.50 |
2,131.50 |
2,110.00 |
|
| R2 |
2,123.00 |
2,123.00 |
2,108.50 |
|
| R1 |
2,114.00 |
2,114.00 |
2,106.75 |
2,118.50 |
| PP |
2,105.50 |
2,105.50 |
2,105.50 |
2,107.50 |
| S1 |
2,096.50 |
2,096.50 |
2,103.75 |
2,101.00 |
| S2 |
2,088.00 |
2,088.00 |
2,102.00 |
|
| S3 |
2,070.50 |
2,079.00 |
2,100.50 |
|
| S4 |
2,053.00 |
2,061.50 |
2,095.50 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,252.75 |
2,227.25 |
2,121.00 |
|
| R3 |
2,197.00 |
2,171.50 |
2,105.50 |
|
| R2 |
2,141.25 |
2,141.25 |
2,100.50 |
|
| R1 |
2,115.75 |
2,115.75 |
2,095.25 |
2,128.50 |
| PP |
2,085.50 |
2,085.50 |
2,085.50 |
2,092.00 |
| S1 |
2,060.00 |
2,060.00 |
2,085.25 |
2,072.75 |
| S2 |
2,029.75 |
2,029.75 |
2,080.00 |
|
| S3 |
1,974.00 |
2,004.25 |
2,075.00 |
|
| S4 |
1,918.25 |
1,948.50 |
2,059.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,114.25 |
2,055.25 |
59.00 |
2.8% |
23.50 |
1.1% |
85% |
True |
False |
893 |
| 10 |
2,114.25 |
2,053.75 |
60.50 |
2.9% |
20.00 |
1.0% |
85% |
True |
False |
1,759 |
| 20 |
2,114.25 |
2,053.75 |
60.50 |
2.9% |
18.75 |
0.9% |
85% |
True |
False |
1,056 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
18.25 |
0.9% |
82% |
False |
False |
688 |
| 60 |
2,118.50 |
2,023.75 |
94.75 |
4.5% |
18.00 |
0.9% |
86% |
False |
False |
485 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.7% |
17.25 |
0.8% |
87% |
False |
False |
373 |
| 100 |
2,118.50 |
1,956.25 |
162.25 |
7.7% |
16.00 |
0.8% |
92% |
False |
False |
311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.50 |
|
2.618 |
2,160.00 |
|
1.618 |
2,142.50 |
|
1.000 |
2,131.75 |
|
0.618 |
2,125.00 |
|
HIGH |
2,114.25 |
|
0.618 |
2,107.50 |
|
0.500 |
2,105.50 |
|
0.382 |
2,103.50 |
|
LOW |
2,096.75 |
|
0.618 |
2,086.00 |
|
1.000 |
2,079.25 |
|
1.618 |
2,068.50 |
|
2.618 |
2,051.00 |
|
4.250 |
2,022.50 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.50 |
2,102.00 |
| PP |
2,105.50 |
2,098.75 |
| S1 |
2,105.25 |
2,095.50 |
|