| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,101.25 |
2,094.75 |
-6.50 |
-0.3% |
2,105.75 |
| High |
2,112.75 |
2,100.75 |
-12.00 |
-0.6% |
2,122.00 |
| Low |
2,092.00 |
2,086.25 |
-5.75 |
-0.3% |
2,086.25 |
| Close |
2,094.00 |
2,095.75 |
1.75 |
0.1% |
2,095.75 |
| Range |
20.75 |
14.50 |
-6.25 |
-30.1% |
35.75 |
| ATR |
20.46 |
20.04 |
-0.43 |
-2.1% |
0.00 |
| Volume |
1,218,149 |
1,321,884 |
103,735 |
8.5% |
5,635,999 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.75 |
2,131.25 |
2,103.75 |
|
| R3 |
2,123.25 |
2,116.75 |
2,099.75 |
|
| R2 |
2,108.75 |
2,108.75 |
2,098.50 |
|
| R1 |
2,102.25 |
2,102.25 |
2,097.00 |
2,105.50 |
| PP |
2,094.25 |
2,094.25 |
2,094.25 |
2,096.00 |
| S1 |
2,087.75 |
2,087.75 |
2,094.50 |
2,091.00 |
| S2 |
2,079.75 |
2,079.75 |
2,093.00 |
|
| S3 |
2,065.25 |
2,073.25 |
2,091.75 |
|
| S4 |
2,050.75 |
2,058.75 |
2,087.75 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.50 |
2,188.00 |
2,115.50 |
|
| R3 |
2,172.75 |
2,152.25 |
2,105.50 |
|
| R2 |
2,137.00 |
2,137.00 |
2,102.25 |
|
| R1 |
2,116.50 |
2,116.50 |
2,099.00 |
2,109.00 |
| PP |
2,101.25 |
2,101.25 |
2,101.25 |
2,097.50 |
| S1 |
2,080.75 |
2,080.75 |
2,092.50 |
2,073.00 |
| S2 |
2,065.50 |
2,065.50 |
2,089.25 |
|
| S3 |
2,029.75 |
2,045.00 |
2,086.00 |
|
| S4 |
1,994.00 |
2,009.25 |
2,076.00 |
|
|
| 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 |
2,086.25 |
35.75 |
1.7% |
16.50 |
0.8% |
27% |
False |
True |
1,127,199 |
| 10 |
2,122.00 |
2,062.00 |
60.00 |
2.9% |
20.75 |
1.0% |
56% |
False |
False |
1,401,361 |
| 20 |
2,122.00 |
2,061.00 |
61.00 |
2.9% |
19.75 |
0.9% |
57% |
False |
False |
856,218 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
19.75 |
0.9% |
60% |
False |
False |
429,979 |
| 60 |
2,126.25 |
2,031.25 |
95.00 |
4.5% |
20.00 |
1.0% |
68% |
False |
False |
287,489 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.25 |
1.0% |
70% |
False |
False |
215,902 |
| 100 |
2,126.25 |
2,007.25 |
119.00 |
5.7% |
19.75 |
0.9% |
74% |
False |
False |
172,738 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
21.00 |
1.0% |
82% |
False |
False |
143,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.50 |
|
2.618 |
2,138.75 |
|
1.618 |
2,124.25 |
|
1.000 |
2,115.25 |
|
0.618 |
2,109.75 |
|
HIGH |
2,100.75 |
|
0.618 |
2,095.25 |
|
0.500 |
2,093.50 |
|
0.382 |
2,091.75 |
|
LOW |
2,086.25 |
|
0.618 |
2,077.25 |
|
1.000 |
2,071.75 |
|
1.618 |
2,062.75 |
|
2.618 |
2,048.25 |
|
4.250 |
2,024.50 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.00 |
2,102.50 |
| PP |
2,094.25 |
2,100.25 |
| S1 |
2,093.50 |
2,098.00 |
|