| 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 |
17,896 |
17,833 |
-63 |
-0.4% |
17,967 |
| High |
17,997 |
17,924 |
-73 |
-0.4% |
18,108 |
| Low |
17,797 |
17,787 |
-10 |
-0.1% |
17,787 |
| Close |
17,812 |
17,873 |
61 |
0.3% |
17,873 |
| Range |
200 |
137 |
-63 |
-31.5% |
321 |
| ATR |
175 |
172 |
-3 |
-1.5% |
0 |
| Volume |
125,947 |
124,413 |
-1,534 |
-1.2% |
556,553 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,272 |
18,210 |
17,948 |
|
| R3 |
18,135 |
18,073 |
17,911 |
|
| R2 |
17,998 |
17,998 |
17,898 |
|
| R1 |
17,936 |
17,936 |
17,886 |
17,967 |
| PP |
17,861 |
17,861 |
17,861 |
17,877 |
| S1 |
17,799 |
17,799 |
17,861 |
17,830 |
| S2 |
17,724 |
17,724 |
17,848 |
|
| S3 |
17,587 |
17,662 |
17,835 |
|
| S4 |
17,450 |
17,525 |
17,798 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,886 |
18,700 |
18,050 |
|
| R3 |
18,565 |
18,379 |
17,961 |
|
| R2 |
18,244 |
18,244 |
17,932 |
|
| R1 |
18,058 |
18,058 |
17,903 |
17,991 |
| PP |
17,923 |
17,923 |
17,923 |
17,889 |
| S1 |
17,737 |
17,737 |
17,844 |
17,670 |
| S2 |
17,602 |
17,602 |
17,814 |
|
| S3 |
17,281 |
17,416 |
17,785 |
|
| S4 |
16,960 |
17,095 |
17,697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,108 |
17,787 |
321 |
1.8% |
152 |
0.8% |
27% |
False |
True |
111,310 |
| 10 |
18,108 |
17,603 |
505 |
2.8% |
183 |
1.0% |
53% |
False |
False |
121,385 |
| 20 |
18,108 |
17,603 |
505 |
2.8% |
173 |
1.0% |
53% |
False |
False |
69,526 |
| 40 |
18,250 |
17,601 |
649 |
3.6% |
158 |
0.9% |
42% |
False |
False |
34,822 |
| 60 |
18,250 |
17,437 |
813 |
4.5% |
158 |
0.9% |
54% |
False |
False |
23,221 |
| 80 |
18,250 |
17,410 |
840 |
4.7% |
148 |
0.8% |
55% |
False |
False |
17,417 |
| 100 |
18,250 |
17,410 |
840 |
4.7% |
125 |
0.7% |
55% |
False |
False |
13,934 |
| 120 |
18,250 |
16,932 |
1,318 |
7.4% |
111 |
0.6% |
71% |
False |
False |
11,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,506 |
|
2.618 |
18,283 |
|
1.618 |
18,146 |
|
1.000 |
18,061 |
|
0.618 |
18,009 |
|
HIGH |
17,924 |
|
0.618 |
17,872 |
|
0.500 |
17,856 |
|
0.382 |
17,839 |
|
LOW |
17,787 |
|
0.618 |
17,702 |
|
1.000 |
17,650 |
|
1.618 |
17,565 |
|
2.618 |
17,428 |
|
4.250 |
17,205 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,867 |
17,934 |
| PP |
17,861 |
17,913 |
| S1 |
17,856 |
17,893 |
|