| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,110.25 |
2,094.25 |
-16.00 |
-0.8% |
2,071.00 |
| High |
2,110.50 |
2,104.75 |
-5.75 |
-0.3% |
2,111.00 |
| Low |
2,091.50 |
2,084.75 |
-6.75 |
-0.3% |
2,055.25 |
| Close |
2,091.75 |
2,086.25 |
-5.50 |
-0.3% |
2,090.25 |
| Range |
19.00 |
20.00 |
1.00 |
5.3% |
55.75 |
| ATR |
19.20 |
19.26 |
0.06 |
0.3% |
0.00 |
| Volume |
1,294 |
2,669 |
1,375 |
106.3% |
7,152 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.00 |
2,139.00 |
2,097.25 |
|
| R3 |
2,132.00 |
2,119.00 |
2,091.75 |
|
| R2 |
2,112.00 |
2,112.00 |
2,090.00 |
|
| R1 |
2,099.00 |
2,099.00 |
2,088.00 |
2,095.50 |
| PP |
2,092.00 |
2,092.00 |
2,092.00 |
2,090.00 |
| S1 |
2,079.00 |
2,079.00 |
2,084.50 |
2,075.50 |
| S2 |
2,072.00 |
2,072.00 |
2,082.50 |
|
| S3 |
2,052.00 |
2,059.00 |
2,080.75 |
|
| S4 |
2,032.00 |
2,039.00 |
2,075.25 |
|
|
| 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 |
2,084.75 |
29.50 |
1.4% |
17.00 |
0.8% |
5% |
False |
True |
1,328 |
| 10 |
2,114.25 |
2,055.25 |
59.00 |
2.8% |
20.00 |
1.0% |
53% |
False |
False |
1,300 |
| 20 |
2,114.25 |
2,053.75 |
60.50 |
2.9% |
18.25 |
0.9% |
54% |
False |
False |
1,248 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
18.00 |
0.9% |
57% |
False |
False |
771 |
| 60 |
2,118.50 |
2,025.50 |
93.00 |
4.5% |
17.75 |
0.8% |
65% |
False |
False |
564 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.75 |
0.8% |
68% |
False |
False |
435 |
| 100 |
2,118.50 |
2,008.50 |
110.00 |
5.3% |
15.50 |
0.7% |
71% |
False |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.75 |
|
2.618 |
2,157.00 |
|
1.618 |
2,137.00 |
|
1.000 |
2,124.75 |
|
0.618 |
2,117.00 |
|
HIGH |
2,104.75 |
|
0.618 |
2,097.00 |
|
0.500 |
2,094.75 |
|
0.382 |
2,092.50 |
|
LOW |
2,084.75 |
|
0.618 |
2,072.50 |
|
1.000 |
2,064.75 |
|
1.618 |
2,052.50 |
|
2.618 |
2,032.50 |
|
4.250 |
1,999.75 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,094.75 |
2,098.50 |
| PP |
2,092.00 |
2,094.50 |
| S1 |
2,089.00 |
2,090.50 |
|