| 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 |
2,114.75 |
2,105.75 |
-9.00 |
-0.4% |
2,076.50 |
| High |
2,117.75 |
2,122.00 |
4.25 |
0.2% |
2,119.25 |
| Low |
2,097.00 |
2,103.50 |
6.50 |
0.3% |
2,062.00 |
| Close |
2,097.75 |
2,112.75 |
15.00 |
0.7% |
2,097.75 |
| Range |
20.75 |
18.50 |
-2.25 |
-10.8% |
57.25 |
| ATR |
21.16 |
21.38 |
0.22 |
1.0% |
0.00 |
| Volume |
1,239,246 |
1,095,709 |
-143,537 |
-11.6% |
8,377,617 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.25 |
2,159.00 |
2,123.00 |
|
| R3 |
2,149.75 |
2,140.50 |
2,117.75 |
|
| R2 |
2,131.25 |
2,131.25 |
2,116.25 |
|
| R1 |
2,122.00 |
2,122.00 |
2,114.50 |
2,126.50 |
| PP |
2,112.75 |
2,112.75 |
2,112.75 |
2,115.00 |
| S1 |
2,103.50 |
2,103.50 |
2,111.00 |
2,108.00 |
| S2 |
2,094.25 |
2,094.25 |
2,109.25 |
|
| S3 |
2,075.75 |
2,085.00 |
2,107.75 |
|
| S4 |
2,057.25 |
2,066.50 |
2,102.50 |
|
|
| 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 |
2,122.00 |
2,062.00 |
60.00 |
2.8% |
25.00 |
1.2% |
85% |
True |
False |
1,494,708 |
| 10 |
2,122.00 |
2,061.00 |
61.00 |
2.9% |
21.75 |
1.0% |
85% |
True |
False |
1,240,447 |
| 20 |
2,122.00 |
2,061.00 |
61.00 |
2.9% |
20.75 |
1.0% |
85% |
True |
False |
630,790 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.50 |
1.0% |
82% |
False |
False |
316,645 |
| 60 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
20.75 |
1.0% |
86% |
False |
False |
212,051 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.25 |
1.0% |
87% |
False |
False |
159,150 |
| 100 |
2,126.25 |
1,970.50 |
155.75 |
7.4% |
20.00 |
0.9% |
91% |
False |
False |
127,336 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
7.9% |
21.50 |
1.0% |
92% |
False |
False |
106,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,200.50 |
|
2.618 |
2,170.50 |
|
1.618 |
2,152.00 |
|
1.000 |
2,140.50 |
|
0.618 |
2,133.50 |
|
HIGH |
2,122.00 |
|
0.618 |
2,115.00 |
|
0.500 |
2,112.75 |
|
0.382 |
2,110.50 |
|
LOW |
2,103.50 |
|
0.618 |
2,092.00 |
|
1.000 |
2,085.00 |
|
1.618 |
2,073.50 |
|
2.618 |
2,055.00 |
|
4.250 |
2,025.00 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,112.75 |
2,109.25 |
| PP |
2,112.75 |
2,105.50 |
| S1 |
2,112.75 |
2,102.00 |
|