| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1,199.7 |
1,197.8 |
-1.9 |
-0.2% |
1,179.9 |
| High |
1,203.1 |
1,197.8 |
-5.3 |
-0.4% |
1,203.1 |
| Low |
1,199.7 |
1,182.7 |
-17.0 |
-1.4% |
1,172.7 |
| Close |
1,201.5 |
1,183.7 |
-17.8 |
-1.5% |
1,201.5 |
| Range |
3.4 |
15.1 |
11.7 |
344.1% |
30.4 |
| ATR |
13.0 |
13.5 |
0.4 |
3.1% |
0.0 |
| Volume |
142 |
30 |
-112 |
-78.9% |
571 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,233.4 |
1,223.6 |
1,192.0 |
|
| R3 |
1,218.3 |
1,208.5 |
1,187.9 |
|
| R2 |
1,203.2 |
1,203.2 |
1,186.5 |
|
| R1 |
1,193.4 |
1,193.4 |
1,185.1 |
1,190.8 |
| PP |
1,188.1 |
1,188.1 |
1,188.1 |
1,186.7 |
| S1 |
1,178.3 |
1,178.3 |
1,182.3 |
1,175.7 |
| S2 |
1,173.0 |
1,173.0 |
1,180.9 |
|
| S3 |
1,157.9 |
1,163.2 |
1,179.5 |
|
| S4 |
1,142.8 |
1,148.1 |
1,175.4 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.6 |
1,273.0 |
1,218.2 |
|
| R3 |
1,253.2 |
1,242.6 |
1,209.9 |
|
| R2 |
1,222.8 |
1,222.8 |
1,207.1 |
|
| R1 |
1,212.2 |
1,212.2 |
1,204.3 |
1,217.5 |
| PP |
1,192.4 |
1,192.4 |
1,192.4 |
1,195.1 |
| S1 |
1,181.8 |
1,181.8 |
1,198.7 |
1,187.1 |
| S2 |
1,162.0 |
1,162.0 |
1,195.9 |
|
| S3 |
1,131.6 |
1,151.4 |
1,193.1 |
|
| S4 |
1,101.2 |
1,121.0 |
1,184.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,203.1 |
1,174.9 |
28.2 |
2.4% |
11.8 |
1.0% |
31% |
False |
False |
99 |
| 10 |
1,203.1 |
1,172.7 |
30.4 |
2.6% |
11.1 |
0.9% |
36% |
False |
False |
125 |
| 20 |
1,208.2 |
1,164.0 |
44.2 |
3.7% |
11.8 |
1.0% |
45% |
False |
False |
25,371 |
| 40 |
1,232.0 |
1,164.0 |
68.0 |
5.7% |
14.1 |
1.2% |
29% |
False |
False |
86,927 |
| 60 |
1,232.0 |
1,164.0 |
68.0 |
5.7% |
14.5 |
1.2% |
29% |
False |
False |
98,154 |
| 80 |
1,232.0 |
1,142.4 |
89.6 |
7.6% |
15.1 |
1.3% |
46% |
False |
False |
80,780 |
| 100 |
1,287.2 |
1,142.4 |
144.8 |
12.2% |
16.0 |
1.4% |
29% |
False |
False |
65,416 |
| 120 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
16.8 |
1.4% |
25% |
False |
False |
55,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,262.0 |
|
2.618 |
1,237.3 |
|
1.618 |
1,222.2 |
|
1.000 |
1,212.9 |
|
0.618 |
1,207.1 |
|
HIGH |
1,197.8 |
|
0.618 |
1,192.0 |
|
0.500 |
1,190.3 |
|
0.382 |
1,188.5 |
|
LOW |
1,182.7 |
|
0.618 |
1,173.4 |
|
1.000 |
1,167.6 |
|
1.618 |
1,158.3 |
|
2.618 |
1,143.2 |
|
4.250 |
1,118.5 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,190.3 |
1,192.9 |
| PP |
1,188.1 |
1,189.8 |
| S1 |
1,185.9 |
1,186.8 |
|