| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,108.25 |
2,110.25 |
2.00 |
0.1% |
2,071.00 |
| High |
2,112.50 |
2,110.50 |
-2.00 |
-0.1% |
2,111.00 |
| Low |
2,103.75 |
2,091.50 |
-12.25 |
-0.6% |
2,055.25 |
| Close |
2,108.75 |
2,091.75 |
-17.00 |
-0.8% |
2,090.25 |
| Range |
8.75 |
19.00 |
10.25 |
117.1% |
55.75 |
| ATR |
19.21 |
19.20 |
-0.02 |
-0.1% |
0.00 |
| Volume |
1,014 |
1,294 |
280 |
27.6% |
7,152 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.00 |
2,142.25 |
2,102.25 |
|
| R3 |
2,136.00 |
2,123.25 |
2,097.00 |
|
| R2 |
2,117.00 |
2,117.00 |
2,095.25 |
|
| R1 |
2,104.25 |
2,104.25 |
2,093.50 |
2,101.00 |
| PP |
2,098.00 |
2,098.00 |
2,098.00 |
2,096.25 |
| S1 |
2,085.25 |
2,085.25 |
2,090.00 |
2,082.00 |
| S2 |
2,079.00 |
2,079.00 |
2,088.25 |
|
| S3 |
2,060.00 |
2,066.25 |
2,086.50 |
|
| S4 |
2,041.00 |
2,047.25 |
2,081.25 |
|
|
| 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 |
2,076.50 |
37.75 |
1.8% |
20.00 |
1.0% |
40% |
False |
False |
926 |
| 10 |
2,114.25 |
2,055.25 |
59.00 |
2.8% |
19.00 |
0.9% |
62% |
False |
False |
1,050 |
| 20 |
2,114.25 |
2,053.75 |
60.50 |
2.9% |
17.75 |
0.9% |
63% |
False |
False |
1,124 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.75 |
0.9% |
64% |
False |
False |
718 |
| 60 |
2,118.50 |
2,023.75 |
94.75 |
4.5% |
17.75 |
0.8% |
72% |
False |
False |
521 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.50 |
0.8% |
73% |
False |
False |
402 |
| 100 |
2,118.50 |
2,002.25 |
116.25 |
5.6% |
15.50 |
0.7% |
77% |
False |
False |
334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,191.25 |
|
2.618 |
2,160.25 |
|
1.618 |
2,141.25 |
|
1.000 |
2,129.50 |
|
0.618 |
2,122.25 |
|
HIGH |
2,110.50 |
|
0.618 |
2,103.25 |
|
0.500 |
2,101.00 |
|
0.382 |
2,098.75 |
|
LOW |
2,091.50 |
|
0.618 |
2,079.75 |
|
1.000 |
2,072.50 |
|
1.618 |
2,060.75 |
|
2.618 |
2,041.75 |
|
4.250 |
2,010.75 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,101.00 |
2,103.00 |
| PP |
2,098.00 |
2,099.25 |
| S1 |
2,094.75 |
2,095.50 |
|