| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3,465.0 |
3,431.0 |
-34.0 |
-1.0% |
3,508.0 |
| High |
3,475.0 |
3,461.0 |
-14.0 |
-0.4% |
3,585.0 |
| Low |
3,419.0 |
3,378.0 |
-41.0 |
-1.2% |
3,403.0 |
| Close |
3,436.0 |
3,449.0 |
13.0 |
0.4% |
3,497.0 |
| Range |
56.0 |
83.0 |
27.0 |
48.2% |
182.0 |
| ATR |
73.2 |
73.9 |
0.7 |
1.0% |
0.0 |
| Volume |
1,468,474 |
1,436,736 |
-31,738 |
-2.2% |
1,967,970 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,678.3 |
3,646.7 |
3,494.7 |
|
| R3 |
3,595.3 |
3,563.7 |
3,471.8 |
|
| R2 |
3,512.3 |
3,512.3 |
3,464.2 |
|
| R1 |
3,480.7 |
3,480.7 |
3,456.6 |
3,496.5 |
| PP |
3,429.3 |
3,429.3 |
3,429.3 |
3,437.3 |
| S1 |
3,397.7 |
3,397.7 |
3,441.4 |
3,413.5 |
| S2 |
3,346.3 |
3,346.3 |
3,433.8 |
|
| S3 |
3,263.3 |
3,314.7 |
3,426.2 |
|
| S4 |
3,180.3 |
3,231.7 |
3,403.4 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,041.0 |
3,951.0 |
3,597.1 |
|
| R3 |
3,859.0 |
3,769.0 |
3,547.1 |
|
| R2 |
3,677.0 |
3,677.0 |
3,530.4 |
|
| R1 |
3,587.0 |
3,587.0 |
3,513.7 |
3,541.0 |
| PP |
3,495.0 |
3,495.0 |
3,495.0 |
3,472.0 |
| S1 |
3,405.0 |
3,405.0 |
3,480.3 |
3,359.0 |
| S2 |
3,313.0 |
3,313.0 |
3,463.6 |
|
| S3 |
3,131.0 |
3,223.0 |
3,447.0 |
|
| S4 |
2,949.0 |
3,041.0 |
3,396.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,585.0 |
3,378.0 |
207.0 |
6.0% |
84.4 |
2.4% |
34% |
False |
True |
949,647 |
| 10 |
3,612.0 |
3,378.0 |
234.0 |
6.8% |
76.0 |
2.2% |
30% |
False |
True |
496,353 |
| 20 |
3,678.0 |
3,378.0 |
300.0 |
8.7% |
66.6 |
1.9% |
24% |
False |
True |
254,631 |
| 40 |
3,718.0 |
3,378.0 |
340.0 |
9.9% |
70.8 |
2.1% |
21% |
False |
True |
130,711 |
| 60 |
3,761.0 |
3,378.0 |
383.0 |
11.1% |
62.4 |
1.8% |
19% |
False |
True |
87,970 |
| 80 |
3,761.0 |
3,378.0 |
383.0 |
11.1% |
51.2 |
1.5% |
19% |
False |
True |
66,025 |
| 100 |
3,761.0 |
3,188.0 |
573.0 |
16.6% |
46.2 |
1.3% |
46% |
False |
False |
52,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,813.8 |
|
2.618 |
3,678.3 |
|
1.618 |
3,595.3 |
|
1.000 |
3,544.0 |
|
0.618 |
3,512.3 |
|
HIGH |
3,461.0 |
|
0.618 |
3,429.3 |
|
0.500 |
3,419.5 |
|
0.382 |
3,409.7 |
|
LOW |
3,378.0 |
|
0.618 |
3,326.7 |
|
1.000 |
3,295.0 |
|
1.618 |
3,243.7 |
|
2.618 |
3,160.7 |
|
4.250 |
3,025.3 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,439.2 |
3,465.0 |
| PP |
3,429.3 |
3,459.7 |
| S1 |
3,419.5 |
3,454.3 |
|