| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
18,027.63 |
18,121.78 |
94.15 |
0.5% |
17,890.76 |
| High |
18,181.67 |
18,188.81 |
7.14 |
0.0% |
18,174.73 |
| Low |
18,027.63 |
18,108.10 |
80.47 |
0.4% |
17,698.42 |
| Close |
18,119.78 |
18,144.07 |
24.29 |
0.1% |
18,015.95 |
| Range |
154.04 |
80.71 |
-73.33 |
-47.6% |
476.31 |
| ATR |
157.61 |
152.11 |
-5.49 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,389.12 |
18,347.31 |
18,188.46 |
|
| R3 |
18,308.41 |
18,266.60 |
18,166.27 |
|
| R2 |
18,227.70 |
18,227.70 |
18,158.87 |
|
| R1 |
18,185.89 |
18,185.89 |
18,151.47 |
18,206.80 |
| PP |
18,146.99 |
18,146.99 |
18,146.99 |
18,157.45 |
| S1 |
18,105.18 |
18,105.18 |
18,136.67 |
18,126.09 |
| S2 |
18,066.28 |
18,066.28 |
18,129.27 |
|
| S3 |
17,985.57 |
18,024.47 |
18,121.87 |
|
| S4 |
17,904.86 |
17,943.76 |
18,099.68 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,391.96 |
19,180.27 |
18,277.92 |
|
| R3 |
18,915.65 |
18,703.96 |
18,146.94 |
|
| R2 |
18,439.34 |
18,439.34 |
18,103.27 |
|
| R1 |
18,227.65 |
18,227.65 |
18,059.61 |
18,333.50 |
| PP |
17,963.03 |
17,963.03 |
17,963.03 |
18,015.96 |
| S1 |
17,751.34 |
17,751.34 |
17,972.29 |
17,857.19 |
| S2 |
17,486.72 |
17,486.72 |
17,928.63 |
|
| S3 |
17,010.41 |
17,275.03 |
17,884.96 |
|
| S4 |
16,534.10 |
16,798.72 |
17,753.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,188.81 |
17,839.65 |
349.16 |
1.9% |
146.07 |
0.8% |
87% |
True |
False |
|
| 10 |
18,188.81 |
17,698.42 |
490.39 |
2.7% |
163.52 |
0.9% |
91% |
True |
False |
|
| 20 |
18,190.35 |
17,698.42 |
491.93 |
2.7% |
149.96 |
0.8% |
91% |
False |
False |
|
| 40 |
18,351.36 |
17,698.42 |
652.94 |
3.6% |
151.68 |
0.8% |
68% |
False |
False |
|
| 60 |
18,351.36 |
17,585.01 |
766.35 |
4.2% |
160.21 |
0.9% |
73% |
False |
False |
|
| 80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
170.68 |
0.9% |
73% |
False |
False |
|
| 100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
167.31 |
0.9% |
84% |
False |
False |
|
| 120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.2% |
184.41 |
1.0% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,531.83 |
|
2.618 |
18,400.11 |
|
1.618 |
18,319.40 |
|
1.000 |
18,269.52 |
|
0.618 |
18,238.69 |
|
HIGH |
18,188.81 |
|
0.618 |
18,157.98 |
|
0.500 |
18,148.46 |
|
0.382 |
18,138.93 |
|
LOW |
18,108.10 |
|
0.618 |
18,058.22 |
|
1.000 |
18,027.39 |
|
1.618 |
17,977.51 |
|
2.618 |
17,896.80 |
|
4.250 |
17,765.08 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,148.46 |
18,129.28 |
| PP |
18,146.99 |
18,114.49 |
| S1 |
18,145.53 |
18,099.70 |
|