| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3,454.0 |
3,395.0 |
-59.0 |
-1.7% |
3,508.0 |
| High |
3,466.0 |
3,535.0 |
69.0 |
2.0% |
3,585.0 |
| Low |
3,392.0 |
3,368.0 |
-24.0 |
-0.7% |
3,403.0 |
| Close |
3,423.0 |
3,447.0 |
24.0 |
0.7% |
3,497.0 |
| Range |
74.0 |
167.0 |
93.0 |
125.7% |
182.0 |
| ATR |
73.9 |
80.5 |
6.7 |
9.0% |
0.0 |
| Volume |
1,294,453 |
1,290,250 |
-4,203 |
-0.3% |
1,967,970 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,951.0 |
3,866.0 |
3,538.9 |
|
| R3 |
3,784.0 |
3,699.0 |
3,492.9 |
|
| R2 |
3,617.0 |
3,617.0 |
3,477.6 |
|
| R1 |
3,532.0 |
3,532.0 |
3,462.3 |
3,574.5 |
| PP |
3,450.0 |
3,450.0 |
3,450.0 |
3,471.3 |
| S1 |
3,365.0 |
3,365.0 |
3,431.7 |
3,407.5 |
| S2 |
3,283.0 |
3,283.0 |
3,416.4 |
|
| S3 |
3,116.0 |
3,198.0 |
3,401.1 |
|
| S4 |
2,949.0 |
3,031.0 |
3,355.2 |
|
|
| 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 |
3,552.0 |
3,368.0 |
184.0 |
5.3% |
94.8 |
2.8% |
43% |
False |
True |
1,308,089 |
| 10 |
3,585.0 |
3,368.0 |
217.0 |
6.3% |
84.8 |
2.5% |
36% |
False |
True |
751,202 |
| 20 |
3,678.0 |
3,368.0 |
310.0 |
9.0% |
73.4 |
2.1% |
25% |
False |
True |
379,748 |
| 40 |
3,718.0 |
3,368.0 |
350.0 |
10.2% |
74.5 |
2.2% |
23% |
False |
True |
195,265 |
| 60 |
3,761.0 |
3,368.0 |
393.0 |
11.4% |
64.8 |
1.9% |
20% |
False |
True |
131,036 |
| 80 |
3,761.0 |
3,368.0 |
393.0 |
11.4% |
54.0 |
1.6% |
20% |
False |
True |
98,332 |
| 100 |
3,761.0 |
3,243.0 |
518.0 |
15.0% |
47.1 |
1.4% |
39% |
False |
False |
78,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,244.8 |
|
2.618 |
3,972.2 |
|
1.618 |
3,805.2 |
|
1.000 |
3,702.0 |
|
0.618 |
3,638.2 |
|
HIGH |
3,535.0 |
|
0.618 |
3,471.2 |
|
0.500 |
3,451.5 |
|
0.382 |
3,431.8 |
|
LOW |
3,368.0 |
|
0.618 |
3,264.8 |
|
1.000 |
3,201.0 |
|
1.618 |
3,097.8 |
|
2.618 |
2,930.8 |
|
4.250 |
2,658.3 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,451.5 |
3,451.5 |
| PP |
3,450.0 |
3,450.0 |
| S1 |
3,448.5 |
3,448.5 |
|