| 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 |
2,075.25 |
2,089.75 |
14.50 |
0.7% |
2,084.50 |
| High |
2,090.00 |
2,098.75 |
8.75 |
0.4% |
2,106.75 |
| Low |
2,062.00 |
2,078.75 |
16.75 |
0.8% |
2,061.00 |
| Close |
2,089.00 |
2,089.25 |
0.25 |
0.0% |
2,085.00 |
| Range |
28.00 |
20.00 |
-8.00 |
-28.6% |
45.75 |
| ATR |
19.95 |
19.95 |
0.00 |
0.0% |
0.00 |
| Volume |
1,657,466 |
1,578,971 |
-78,495 |
-4.7% |
2,992,056 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.00 |
2,139.00 |
2,100.25 |
|
| R3 |
2,129.00 |
2,119.00 |
2,094.75 |
|
| R2 |
2,109.00 |
2,109.00 |
2,093.00 |
|
| R1 |
2,099.00 |
2,099.00 |
2,091.00 |
2,094.00 |
| PP |
2,089.00 |
2,089.00 |
2,089.00 |
2,086.50 |
| S1 |
2,079.00 |
2,079.00 |
2,087.50 |
2,074.00 |
| S2 |
2,069.00 |
2,069.00 |
2,085.50 |
|
| S3 |
2,049.00 |
2,059.00 |
2,083.75 |
|
| S4 |
2,029.00 |
2,039.00 |
2,078.25 |
|
|
| 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 |
2,062.00 |
44.75 |
2.1% |
19.50 |
0.9% |
61% |
False |
False |
1,549,254 |
| 10 |
2,108.25 |
2,061.00 |
47.25 |
2.3% |
20.25 |
1.0% |
60% |
False |
False |
828,196 |
| 20 |
2,125.00 |
2,061.00 |
64.00 |
3.1% |
19.00 |
0.9% |
44% |
False |
False |
419,511 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.00 |
1.0% |
51% |
False |
False |
211,085 |
| 60 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
20.75 |
1.0% |
63% |
False |
False |
141,507 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
20.50 |
1.0% |
64% |
False |
False |
106,187 |
| 100 |
2,126.25 |
1,968.00 |
158.25 |
7.6% |
20.25 |
1.0% |
77% |
False |
False |
84,966 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
21.00 |
1.0% |
78% |
False |
False |
70,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,183.75 |
|
2.618 |
2,151.00 |
|
1.618 |
2,131.00 |
|
1.000 |
2,118.75 |
|
0.618 |
2,111.00 |
|
HIGH |
2,098.75 |
|
0.618 |
2,091.00 |
|
0.500 |
2,088.75 |
|
0.382 |
2,086.50 |
|
LOW |
2,078.75 |
|
0.618 |
2,066.50 |
|
1.000 |
2,058.75 |
|
1.618 |
2,046.50 |
|
2.618 |
2,026.50 |
|
4.250 |
1,993.75 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.00 |
2,086.25 |
| PP |
2,089.00 |
2,083.25 |
| S1 |
2,088.75 |
2,080.50 |
|