| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,101.25 |
2,076.50 |
-24.75 |
-1.2% |
2,084.50 |
| High |
2,101.50 |
2,081.50 |
-20.00 |
-1.0% |
2,106.75 |
| Low |
2,082.00 |
2,062.75 |
-19.25 |
-0.9% |
2,061.00 |
| Close |
2,085.00 |
2,075.50 |
-9.50 |
-0.5% |
2,085.00 |
| Range |
19.50 |
18.75 |
-0.75 |
-3.8% |
45.75 |
| ATR |
19.11 |
19.33 |
0.22 |
1.2% |
0.00 |
| Volume |
1,763,160 |
1,999,786 |
236,626 |
13.4% |
2,992,056 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.50 |
2,121.25 |
2,085.75 |
|
| R3 |
2,110.75 |
2,102.50 |
2,080.75 |
|
| R2 |
2,092.00 |
2,092.00 |
2,079.00 |
|
| R1 |
2,083.75 |
2,083.75 |
2,077.25 |
2,078.50 |
| PP |
2,073.25 |
2,073.25 |
2,073.25 |
2,070.50 |
| S1 |
2,065.00 |
2,065.00 |
2,073.75 |
2,059.75 |
| S2 |
2,054.50 |
2,054.50 |
2,072.00 |
|
| S3 |
2,035.75 |
2,046.25 |
2,070.25 |
|
| S4 |
2,017.00 |
2,027.50 |
2,065.25 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.50 |
2,199.00 |
2,110.25 |
|
| R3 |
2,175.75 |
2,153.25 |
2,097.50 |
|
| R2 |
2,130.00 |
2,130.00 |
2,093.50 |
|
| R1 |
2,107.50 |
2,107.50 |
2,089.25 |
2,118.75 |
| PP |
2,084.25 |
2,084.25 |
2,084.25 |
2,090.00 |
| S1 |
2,061.75 |
2,061.75 |
2,080.75 |
2,073.00 |
| S2 |
2,038.50 |
2,038.50 |
2,076.50 |
|
| S3 |
1,992.75 |
2,016.00 |
2,072.50 |
|
| S4 |
1,947.00 |
1,970.25 |
2,059.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,106.75 |
2,061.00 |
45.75 |
2.2% |
18.50 |
0.9% |
32% |
False |
False |
986,186 |
| 10 |
2,113.25 |
2,061.00 |
52.25 |
2.5% |
19.00 |
0.9% |
28% |
False |
False |
509,647 |
| 20 |
2,126.25 |
2,061.00 |
65.25 |
3.1% |
18.00 |
0.9% |
22% |
False |
False |
258,099 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.7% |
19.75 |
1.0% |
33% |
False |
False |
130,282 |
| 60 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
20.50 |
1.0% |
49% |
False |
False |
87,581 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
20.00 |
1.0% |
50% |
False |
False |
65,732 |
| 100 |
2,126.25 |
1,968.00 |
158.25 |
7.6% |
20.25 |
1.0% |
68% |
False |
False |
52,602 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.1% |
20.75 |
1.0% |
70% |
False |
False |
43,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.25 |
|
2.618 |
2,130.50 |
|
1.618 |
2,111.75 |
|
1.000 |
2,100.25 |
|
0.618 |
2,093.00 |
|
HIGH |
2,081.50 |
|
0.618 |
2,074.25 |
|
0.500 |
2,072.00 |
|
0.382 |
2,070.00 |
|
LOW |
2,062.75 |
|
0.618 |
2,051.25 |
|
1.000 |
2,044.00 |
|
1.618 |
2,032.50 |
|
2.618 |
2,013.75 |
|
4.250 |
1,983.00 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.50 |
2,084.75 |
| PP |
2,073.25 |
2,081.75 |
| S1 |
2,072.00 |
2,078.50 |
|