| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,094.25 |
2,086.25 |
-8.00 |
-0.4% |
2,096.75 |
| High |
2,104.75 |
2,093.00 |
-11.75 |
-0.6% |
2,114.25 |
| Low |
2,084.75 |
2,079.25 |
-5.50 |
-0.3% |
2,079.25 |
| Close |
2,086.25 |
2,088.00 |
1.75 |
0.1% |
2,088.00 |
| Range |
20.00 |
13.75 |
-6.25 |
-31.3% |
35.00 |
| ATR |
19.26 |
18.86 |
-0.39 |
-2.0% |
0.00 |
| Volume |
2,669 |
2,742 |
73 |
2.7% |
8,292 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.00 |
2,121.75 |
2,095.50 |
|
| R3 |
2,114.25 |
2,108.00 |
2,091.75 |
|
| R2 |
2,100.50 |
2,100.50 |
2,090.50 |
|
| R1 |
2,094.25 |
2,094.25 |
2,089.25 |
2,097.50 |
| PP |
2,086.75 |
2,086.75 |
2,086.75 |
2,088.25 |
| S1 |
2,080.50 |
2,080.50 |
2,086.75 |
2,083.50 |
| S2 |
2,073.00 |
2,073.00 |
2,085.50 |
|
| S3 |
2,059.25 |
2,066.75 |
2,084.25 |
|
| S4 |
2,045.50 |
2,053.00 |
2,080.50 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,198.75 |
2,178.50 |
2,107.25 |
|
| R3 |
2,163.75 |
2,143.50 |
2,097.50 |
|
| R2 |
2,128.75 |
2,128.75 |
2,094.50 |
|
| R1 |
2,108.50 |
2,108.50 |
2,091.25 |
2,101.00 |
| PP |
2,093.75 |
2,093.75 |
2,093.75 |
2,090.25 |
| S1 |
2,073.50 |
2,073.50 |
2,084.75 |
2,066.00 |
| S2 |
2,058.75 |
2,058.75 |
2,081.50 |
|
| S3 |
2,023.75 |
2,038.50 |
2,078.50 |
|
| S4 |
1,988.75 |
2,003.50 |
2,068.75 |
|
|
| 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 |
2,079.25 |
35.00 |
1.7% |
15.75 |
0.8% |
25% |
False |
True |
1,658 |
| 10 |
2,114.25 |
2,055.25 |
59.00 |
2.8% |
19.50 |
0.9% |
56% |
False |
False |
1,544 |
| 20 |
2,114.25 |
2,053.75 |
60.50 |
2.9% |
18.00 |
0.9% |
57% |
False |
False |
1,375 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.75 |
0.8% |
59% |
False |
False |
835 |
| 60 |
2,118.50 |
2,025.50 |
93.00 |
4.5% |
17.50 |
0.8% |
67% |
False |
False |
609 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.75 |
0.9% |
69% |
False |
False |
469 |
| 100 |
2,118.50 |
2,016.00 |
102.50 |
4.9% |
15.50 |
0.7% |
70% |
False |
False |
387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,151.50 |
|
2.618 |
2,129.00 |
|
1.618 |
2,115.25 |
|
1.000 |
2,106.75 |
|
0.618 |
2,101.50 |
|
HIGH |
2,093.00 |
|
0.618 |
2,087.75 |
|
0.500 |
2,086.00 |
|
0.382 |
2,084.50 |
|
LOW |
2,079.25 |
|
0.618 |
2,070.75 |
|
1.000 |
2,065.50 |
|
1.618 |
2,057.00 |
|
2.618 |
2,043.25 |
|
4.250 |
2,020.75 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.50 |
2,095.00 |
| PP |
2,086.75 |
2,092.50 |
| S1 |
2,086.00 |
2,090.25 |
|