| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
10,882.0 |
11,093.0 |
211.0 |
1.9% |
11,101.5 |
| High |
11,297.5 |
11,255.5 |
-42.0 |
-0.4% |
11,297.5 |
| Low |
10,811.0 |
11,000.0 |
189.0 |
1.7% |
10,805.0 |
| Close |
11,113.5 |
11,049.0 |
-64.5 |
-0.6% |
11,049.0 |
| Range |
486.5 |
255.5 |
-231.0 |
-47.5% |
492.5 |
| ATR |
256.9 |
256.8 |
-0.1 |
0.0% |
0.0 |
| Volume |
117,481 |
148,333 |
30,852 |
26.3% |
490,040 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,868.0 |
11,714.0 |
11,189.5 |
|
| R3 |
11,612.5 |
11,458.5 |
11,119.3 |
|
| R2 |
11,357.0 |
11,357.0 |
11,095.8 |
|
| R1 |
11,203.0 |
11,203.0 |
11,072.4 |
11,152.3 |
| PP |
11,101.5 |
11,101.5 |
11,101.5 |
11,076.1 |
| S1 |
10,947.5 |
10,947.5 |
11,025.6 |
10,896.8 |
| S2 |
10,846.0 |
10,846.0 |
11,002.2 |
|
| S3 |
10,590.5 |
10,692.0 |
10,978.7 |
|
| S4 |
10,335.0 |
10,436.5 |
10,908.5 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,528.0 |
12,281.0 |
11,319.9 |
|
| R3 |
12,035.5 |
11,788.5 |
11,184.4 |
|
| R2 |
11,543.0 |
11,543.0 |
11,139.3 |
|
| R1 |
11,296.0 |
11,296.0 |
11,094.1 |
11,173.3 |
| PP |
11,050.5 |
11,050.5 |
11,050.5 |
10,989.1 |
| S1 |
10,803.5 |
10,803.5 |
11,003.9 |
10,680.8 |
| S2 |
10,558.0 |
10,558.0 |
10,958.7 |
|
| S3 |
10,065.5 |
10,311.0 |
10,913.6 |
|
| S4 |
9,573.0 |
9,818.5 |
10,778.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,297.5 |
10,805.0 |
492.5 |
4.5% |
285.6 |
2.6% |
50% |
False |
False |
98,008 |
| 10 |
11,459.5 |
10,805.0 |
654.5 |
5.9% |
272.7 |
2.5% |
37% |
False |
False |
58,163 |
| 20 |
11,934.0 |
10,805.0 |
1,129.0 |
10.2% |
236.1 |
2.1% |
22% |
False |
False |
29,755 |
| 40 |
12,080.0 |
10,805.0 |
1,275.0 |
11.5% |
246.3 |
2.2% |
19% |
False |
False |
15,236 |
| 60 |
12,428.5 |
10,805.0 |
1,623.5 |
14.7% |
225.4 |
2.0% |
15% |
False |
False |
10,264 |
| 80 |
12,428.5 |
10,805.0 |
1,623.5 |
14.7% |
204.8 |
1.9% |
15% |
False |
False |
7,740 |
| 100 |
12,428.5 |
10,638.0 |
1,790.5 |
16.2% |
177.8 |
1.6% |
23% |
False |
False |
6,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,341.4 |
|
2.618 |
11,924.4 |
|
1.618 |
11,668.9 |
|
1.000 |
11,511.0 |
|
0.618 |
11,413.4 |
|
HIGH |
11,255.5 |
|
0.618 |
11,157.9 |
|
0.500 |
11,127.8 |
|
0.382 |
11,097.6 |
|
LOW |
11,000.0 |
|
0.618 |
10,842.1 |
|
1.000 |
10,744.5 |
|
1.618 |
10,586.6 |
|
2.618 |
10,331.1 |
|
4.250 |
9,914.1 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,127.8 |
11,054.3 |
| PP |
11,101.5 |
11,052.5 |
| S1 |
11,075.3 |
11,050.8 |
|