| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,105.75 |
2,114.75 |
9.00 |
0.4% |
2,076.50 |
| High |
2,122.00 |
2,120.50 |
-1.50 |
-0.1% |
2,119.25 |
| Low |
2,103.50 |
2,111.25 |
7.75 |
0.4% |
2,062.00 |
| Close |
2,112.75 |
2,116.50 |
3.75 |
0.2% |
2,097.75 |
| Range |
18.50 |
9.25 |
-9.25 |
-50.0% |
57.25 |
| ATR |
21.38 |
20.51 |
-0.87 |
-4.1% |
0.00 |
| Volume |
1,095,709 |
837,133 |
-258,576 |
-23.6% |
8,377,617 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.75 |
2,139.50 |
2,121.50 |
|
| R3 |
2,134.50 |
2,130.25 |
2,119.00 |
|
| R2 |
2,125.25 |
2,125.25 |
2,118.25 |
|
| R1 |
2,121.00 |
2,121.00 |
2,117.25 |
2,123.00 |
| PP |
2,116.00 |
2,116.00 |
2,116.00 |
2,117.25 |
| S1 |
2,111.75 |
2,111.75 |
2,115.75 |
2,114.00 |
| S2 |
2,106.75 |
2,106.75 |
2,114.75 |
|
| S3 |
2,097.50 |
2,102.50 |
2,114.00 |
|
| S4 |
2,088.25 |
2,093.25 |
2,111.50 |
|
|
| 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 |
2,078.75 |
43.25 |
2.0% |
21.25 |
1.0% |
87% |
False |
False |
1,330,641 |
| 10 |
2,122.00 |
2,062.00 |
60.00 |
2.8% |
21.00 |
1.0% |
91% |
False |
False |
1,309,564 |
| 20 |
2,122.00 |
2,061.00 |
61.00 |
2.9% |
19.75 |
0.9% |
91% |
False |
False |
672,522 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.25 |
1.0% |
87% |
False |
False |
337,558 |
| 60 |
2,126.25 |
2,027.00 |
99.25 |
4.7% |
20.25 |
1.0% |
90% |
False |
False |
225,973 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.25 |
1.0% |
90% |
False |
False |
169,614 |
| 100 |
2,126.25 |
1,980.25 |
146.00 |
6.9% |
19.75 |
0.9% |
93% |
False |
False |
135,707 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
7.9% |
21.25 |
1.0% |
94% |
False |
False |
113,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.75 |
|
2.618 |
2,144.75 |
|
1.618 |
2,135.50 |
|
1.000 |
2,129.75 |
|
0.618 |
2,126.25 |
|
HIGH |
2,120.50 |
|
0.618 |
2,117.00 |
|
0.500 |
2,116.00 |
|
0.382 |
2,114.75 |
|
LOW |
2,111.25 |
|
0.618 |
2,105.50 |
|
1.000 |
2,102.00 |
|
1.618 |
2,096.25 |
|
2.618 |
2,087.00 |
|
4.250 |
2,072.00 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,116.25 |
2,114.25 |
| PP |
2,116.00 |
2,111.75 |
| S1 |
2,116.00 |
2,109.50 |
|