| 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 |
4,427.75 |
4,452.25 |
24.50 |
0.6% |
4,477.00 |
| High |
4,456.50 |
4,476.00 |
19.50 |
0.4% |
4,505.75 |
| Low |
4,395.75 |
4,431.25 |
35.50 |
0.8% |
4,382.75 |
| Close |
4,451.75 |
4,454.25 |
2.50 |
0.1% |
4,447.25 |
| Range |
60.75 |
44.75 |
-16.00 |
-26.3% |
123.00 |
| ATR |
50.93 |
50.49 |
-0.44 |
-0.9% |
0.00 |
| Volume |
219,413 |
225,073 |
5,660 |
2.6% |
323,750 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,588.00 |
4,566.00 |
4,478.75 |
|
| R3 |
4,543.25 |
4,521.25 |
4,466.50 |
|
| R2 |
4,498.50 |
4,498.50 |
4,462.50 |
|
| R1 |
4,476.50 |
4,476.50 |
4,458.25 |
4,487.50 |
| PP |
4,453.75 |
4,453.75 |
4,453.75 |
4,459.50 |
| S1 |
4,431.75 |
4,431.75 |
4,450.25 |
4,442.75 |
| S2 |
4,409.00 |
4,409.00 |
4,446.00 |
|
| S3 |
4,364.25 |
4,387.00 |
4,442.00 |
|
| S4 |
4,319.50 |
4,342.25 |
4,429.75 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,814.25 |
4,753.75 |
4,515.00 |
|
| R3 |
4,691.25 |
4,630.75 |
4,481.00 |
|
| R2 |
4,568.25 |
4,568.25 |
4,469.75 |
|
| R1 |
4,507.75 |
4,507.75 |
4,458.50 |
4,476.50 |
| PP |
4,445.25 |
4,445.25 |
4,445.25 |
4,429.50 |
| S1 |
4,384.75 |
4,384.75 |
4,436.00 |
4,353.50 |
| S2 |
4,322.25 |
4,322.25 |
4,424.75 |
|
| S3 |
4,199.25 |
4,261.75 |
4,413.50 |
|
| S4 |
4,076.25 |
4,138.75 |
4,379.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,505.75 |
4,386.50 |
119.25 |
2.7% |
46.50 |
1.0% |
57% |
False |
False |
198,991 |
| 10 |
4,520.00 |
4,382.75 |
137.25 |
3.1% |
52.25 |
1.2% |
52% |
False |
False |
104,012 |
| 20 |
4,544.00 |
4,382.75 |
161.25 |
3.6% |
50.25 |
1.1% |
44% |
False |
False |
52,245 |
| 40 |
4,544.00 |
4,340.00 |
204.00 |
4.6% |
50.00 |
1.1% |
56% |
False |
False |
26,159 |
| 60 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
49.25 |
1.1% |
69% |
False |
False |
17,458 |
| 80 |
4,544.00 |
4,253.50 |
290.50 |
6.5% |
41.00 |
0.9% |
69% |
False |
False |
13,095 |
| 100 |
4,544.00 |
4,100.00 |
444.00 |
10.0% |
35.75 |
0.8% |
80% |
False |
False |
10,476 |
| 120 |
4,544.00 |
4,068.50 |
475.50 |
10.7% |
32.00 |
0.7% |
81% |
False |
False |
8,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,666.25 |
|
2.618 |
4,593.25 |
|
1.618 |
4,548.50 |
|
1.000 |
4,520.75 |
|
0.618 |
4,503.75 |
|
HIGH |
4,476.00 |
|
0.618 |
4,459.00 |
|
0.500 |
4,453.50 |
|
0.382 |
4,448.25 |
|
LOW |
4,431.25 |
|
0.618 |
4,403.50 |
|
1.000 |
4,386.50 |
|
1.618 |
4,358.75 |
|
2.618 |
4,314.00 |
|
4.250 |
4,241.00 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,454.00 |
4,446.50 |
| PP |
4,453.75 |
4,439.00 |
| S1 |
4,453.50 |
4,431.25 |
|