| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,083.50 |
2,097.75 |
14.25 |
0.7% |
2,092.00 |
| High |
2,098.25 |
2,107.00 |
8.75 |
0.4% |
2,114.75 |
| Low |
2,070.50 |
2,087.00 |
16.50 |
0.8% |
2,068.75 |
| Close |
2,097.50 |
2,097.50 |
0.00 |
0.0% |
2,093.00 |
| Range |
27.75 |
20.00 |
-7.75 |
-27.9% |
46.00 |
| ATR |
20.17 |
20.16 |
-0.01 |
-0.1% |
0.00 |
| Volume |
795,763 |
550,648 |
-245,115 |
-30.8% |
7,020,843 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.25 |
2,147.25 |
2,108.50 |
|
| R3 |
2,137.25 |
2,127.25 |
2,103.00 |
|
| R2 |
2,117.25 |
2,117.25 |
2,101.25 |
|
| R1 |
2,107.25 |
2,107.25 |
2,099.25 |
2,102.25 |
| PP |
2,097.25 |
2,097.25 |
2,097.25 |
2,094.50 |
| S1 |
2,087.25 |
2,087.25 |
2,095.75 |
2,082.25 |
| S2 |
2,077.25 |
2,077.25 |
2,093.75 |
|
| S3 |
2,057.25 |
2,067.25 |
2,092.00 |
|
| S4 |
2,037.25 |
2,047.25 |
2,086.50 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,230.25 |
2,207.50 |
2,118.25 |
|
| R3 |
2,184.25 |
2,161.50 |
2,105.75 |
|
| R2 |
2,138.25 |
2,138.25 |
2,101.50 |
|
| R1 |
2,115.50 |
2,115.50 |
2,097.25 |
2,127.00 |
| PP |
2,092.25 |
2,092.25 |
2,092.25 |
2,097.75 |
| S1 |
2,069.50 |
2,069.50 |
2,088.75 |
2,081.00 |
| S2 |
2,046.25 |
2,046.25 |
2,084.50 |
|
| S3 |
2,000.25 |
2,023.50 |
2,080.25 |
|
| S4 |
1,954.25 |
1,977.50 |
2,067.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,114.75 |
2,070.50 |
44.25 |
2.1% |
19.25 |
0.9% |
61% |
False |
False |
1,008,624 |
| 10 |
2,116.50 |
2,068.75 |
47.75 |
2.3% |
20.25 |
1.0% |
60% |
False |
False |
1,262,719 |
| 20 |
2,132.25 |
2,068.75 |
63.50 |
3.0% |
19.00 |
0.9% |
45% |
False |
False |
1,247,512 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.50 |
1.0% |
53% |
False |
False |
1,277,969 |
| 60 |
2,134.00 |
2,033.25 |
100.75 |
4.8% |
21.25 |
1.0% |
64% |
False |
False |
1,276,593 |
| 80 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
21.25 |
1.0% |
65% |
False |
False |
1,115,440 |
| 100 |
2,134.00 |
1,966.00 |
168.00 |
8.0% |
22.50 |
1.1% |
78% |
False |
False |
893,075 |
| 120 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
23.50 |
1.1% |
79% |
False |
False |
744,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,192.00 |
|
2.618 |
2,159.25 |
|
1.618 |
2,139.25 |
|
1.000 |
2,127.00 |
|
0.618 |
2,119.25 |
|
HIGH |
2,107.00 |
|
0.618 |
2,099.25 |
|
0.500 |
2,097.00 |
|
0.382 |
2,094.75 |
|
LOW |
2,087.00 |
|
0.618 |
2,074.75 |
|
1.000 |
2,067.00 |
|
1.618 |
2,054.75 |
|
2.618 |
2,034.75 |
|
4.250 |
2,002.00 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.25 |
2,094.50 |
| PP |
2,097.25 |
2,091.75 |
| S1 |
2,097.00 |
2,088.75 |
|