| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,089.00 |
2,114.75 |
25.75 |
1.2% |
2,076.50 |
| High |
2,119.25 |
2,117.75 |
-1.50 |
-0.1% |
2,119.25 |
| Low |
2,082.00 |
2,097.00 |
15.00 |
0.7% |
2,062.00 |
| Close |
2,114.75 |
2,097.75 |
-17.00 |
-0.8% |
2,097.75 |
| Range |
37.25 |
20.75 |
-16.50 |
-44.3% |
57.25 |
| ATR |
21.19 |
21.16 |
-0.03 |
-0.1% |
0.00 |
| Volume |
1,902,148 |
1,239,246 |
-662,902 |
-34.9% |
8,377,617 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,166.50 |
2,152.75 |
2,109.25 |
|
| R3 |
2,145.75 |
2,132.00 |
2,103.50 |
|
| R2 |
2,125.00 |
2,125.00 |
2,101.50 |
|
| R1 |
2,111.25 |
2,111.25 |
2,099.75 |
2,107.75 |
| PP |
2,104.25 |
2,104.25 |
2,104.25 |
2,102.50 |
| S1 |
2,090.50 |
2,090.50 |
2,095.75 |
2,087.00 |
| S2 |
2,083.50 |
2,083.50 |
2,094.00 |
|
| S3 |
2,062.75 |
2,069.75 |
2,092.00 |
|
| S4 |
2,042.00 |
2,049.00 |
2,086.25 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,264.75 |
2,238.50 |
2,129.25 |
|
| R3 |
2,207.50 |
2,181.25 |
2,113.50 |
|
| R2 |
2,150.25 |
2,150.25 |
2,108.25 |
|
| R1 |
2,124.00 |
2,124.00 |
2,103.00 |
2,137.00 |
| PP |
2,093.00 |
2,093.00 |
2,093.00 |
2,099.50 |
| S1 |
2,066.75 |
2,066.75 |
2,092.50 |
2,080.00 |
| S2 |
2,035.75 |
2,035.75 |
2,087.25 |
|
| S3 |
1,978.50 |
2,009.50 |
2,082.00 |
|
| S4 |
1,921.25 |
1,952.25 |
2,066.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,119.25 |
2,062.00 |
57.25 |
2.7% |
25.00 |
1.2% |
62% |
False |
False |
1,675,523 |
| 10 |
2,119.25 |
2,061.00 |
58.25 |
2.8% |
21.50 |
1.0% |
63% |
False |
False |
1,136,967 |
| 20 |
2,123.00 |
2,061.00 |
62.00 |
3.0% |
20.25 |
1.0% |
59% |
False |
False |
576,242 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.25 |
1.0% |
63% |
False |
False |
289,398 |
| 60 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
20.75 |
1.0% |
71% |
False |
False |
193,811 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.00 |
1.0% |
72% |
False |
False |
145,454 |
| 100 |
2,126.25 |
1,968.00 |
158.25 |
7.5% |
20.00 |
1.0% |
82% |
False |
False |
116,379 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
21.50 |
1.0% |
83% |
False |
False |
96,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,206.00 |
|
2.618 |
2,172.00 |
|
1.618 |
2,151.25 |
|
1.000 |
2,138.50 |
|
0.618 |
2,130.50 |
|
HIGH |
2,117.75 |
|
0.618 |
2,109.75 |
|
0.500 |
2,107.50 |
|
0.382 |
2,105.00 |
|
LOW |
2,097.00 |
|
0.618 |
2,084.25 |
|
1.000 |
2,076.25 |
|
1.618 |
2,063.50 |
|
2.618 |
2,042.75 |
|
4.250 |
2,008.75 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,107.50 |
2,099.00 |
| PP |
2,104.25 |
2,098.50 |
| S1 |
2,101.00 |
2,098.25 |
|