| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
18,074 |
17,896 |
-178 |
-1.0% |
17,754 |
| High |
18,080 |
17,997 |
-83 |
-0.5% |
18,098 |
| Low |
17,878 |
17,797 |
-81 |
-0.5% |
17,603 |
| Close |
17,883 |
17,812 |
-71 |
-0.4% |
17,911 |
| Range |
202 |
200 |
-2 |
-1.0% |
495 |
| ATR |
173 |
175 |
2 |
1.1% |
0 |
| Volume |
123,673 |
125,947 |
2,274 |
1.8% |
657,299 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,469 |
18,340 |
17,922 |
|
| R3 |
18,269 |
18,140 |
17,867 |
|
| R2 |
18,069 |
18,069 |
17,849 |
|
| R1 |
17,940 |
17,940 |
17,830 |
17,905 |
| PP |
17,869 |
17,869 |
17,869 |
17,851 |
| S1 |
17,740 |
17,740 |
17,794 |
17,705 |
| S2 |
17,669 |
17,669 |
17,775 |
|
| S3 |
17,469 |
17,540 |
17,757 |
|
| S4 |
17,269 |
17,340 |
17,702 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,356 |
19,128 |
18,183 |
|
| R3 |
18,861 |
18,633 |
18,047 |
|
| R2 |
18,366 |
18,366 |
18,002 |
|
| R1 |
18,138 |
18,138 |
17,957 |
18,252 |
| PP |
17,871 |
17,871 |
17,871 |
17,928 |
| S1 |
17,643 |
17,643 |
17,866 |
17,757 |
| S2 |
17,376 |
17,376 |
17,820 |
|
| S3 |
16,881 |
17,148 |
17,775 |
|
| S4 |
16,386 |
16,653 |
17,639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,108 |
17,797 |
311 |
1.7% |
158 |
0.9% |
5% |
False |
True |
106,452 |
| 10 |
18,108 |
17,603 |
505 |
2.8% |
189 |
1.1% |
41% |
False |
False |
120,850 |
| 20 |
18,108 |
17,603 |
505 |
2.8% |
175 |
1.0% |
41% |
False |
False |
63,317 |
| 40 |
18,250 |
17,601 |
649 |
3.6% |
161 |
0.9% |
33% |
False |
False |
31,713 |
| 60 |
18,250 |
17,437 |
813 |
4.6% |
158 |
0.9% |
46% |
False |
False |
21,147 |
| 80 |
18,250 |
17,410 |
840 |
4.7% |
147 |
0.8% |
48% |
False |
False |
15,862 |
| 100 |
18,250 |
17,402 |
848 |
4.8% |
124 |
0.7% |
48% |
False |
False |
12,690 |
| 120 |
18,250 |
16,932 |
1,318 |
7.4% |
110 |
0.6% |
67% |
False |
False |
10,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,847 |
|
2.618 |
18,521 |
|
1.618 |
18,321 |
|
1.000 |
18,197 |
|
0.618 |
18,121 |
|
HIGH |
17,997 |
|
0.618 |
17,921 |
|
0.500 |
17,897 |
|
0.382 |
17,874 |
|
LOW |
17,797 |
|
0.618 |
17,674 |
|
1.000 |
17,597 |
|
1.618 |
17,474 |
|
2.618 |
17,274 |
|
4.250 |
16,947 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,897 |
17,953 |
| PP |
17,869 |
17,906 |
| S1 |
17,840 |
17,859 |
|