| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1,187.9 |
1,183.0 |
-4.9 |
-0.4% |
1,171.8 |
| High |
1,189.1 |
1,185.2 |
-3.9 |
-0.3% |
1,193.2 |
| Low |
1,177.0 |
1,178.0 |
1.0 |
0.1% |
1,171.1 |
| Close |
1,182.5 |
1,181.3 |
-1.2 |
-0.1% |
1,181.3 |
| Range |
12.1 |
7.2 |
-4.9 |
-40.5% |
22.1 |
| ATR |
13.5 |
13.0 |
-0.4 |
-3.3% |
0.0 |
| Volume |
4,972 |
1,965 |
-3,007 |
-60.5% |
17,563 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,203.1 |
1,199.4 |
1,185.3 |
|
| R3 |
1,195.9 |
1,192.2 |
1,183.3 |
|
| R2 |
1,188.7 |
1,188.7 |
1,182.6 |
|
| R1 |
1,185.0 |
1,185.0 |
1,182.0 |
1,183.3 |
| PP |
1,181.5 |
1,181.5 |
1,181.5 |
1,180.6 |
| S1 |
1,177.8 |
1,177.8 |
1,180.6 |
1,176.1 |
| S2 |
1,174.3 |
1,174.3 |
1,180.0 |
|
| S3 |
1,167.1 |
1,170.6 |
1,179.3 |
|
| S4 |
1,159.9 |
1,163.4 |
1,177.3 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,248.2 |
1,236.8 |
1,193.5 |
|
| R3 |
1,226.1 |
1,214.7 |
1,187.4 |
|
| R2 |
1,204.0 |
1,204.0 |
1,185.4 |
|
| R1 |
1,192.6 |
1,192.6 |
1,183.3 |
1,198.3 |
| PP |
1,181.9 |
1,181.9 |
1,181.9 |
1,184.7 |
| S1 |
1,170.5 |
1,170.5 |
1,179.3 |
1,176.2 |
| S2 |
1,159.8 |
1,159.8 |
1,177.2 |
|
| S3 |
1,137.7 |
1,148.4 |
1,175.2 |
|
| S4 |
1,115.6 |
1,126.3 |
1,169.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,193.2 |
1,171.1 |
22.1 |
1.9% |
10.3 |
0.9% |
46% |
False |
False |
3,512 |
| 10 |
1,206.4 |
1,164.4 |
42.0 |
3.6% |
12.5 |
1.1% |
40% |
False |
False |
2,887 |
| 20 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
12.4 |
1.0% |
24% |
False |
False |
3,459 |
| 40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.9 |
1.2% |
24% |
False |
False |
3,249 |
| 60 |
1,234.0 |
1,163.4 |
70.6 |
6.0% |
13.8 |
1.2% |
25% |
False |
False |
3,001 |
| 80 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
14.1 |
1.2% |
40% |
False |
False |
2,754 |
| 100 |
1,309.5 |
1,145.5 |
164.0 |
13.9% |
15.1 |
1.3% |
22% |
False |
False |
2,485 |
| 120 |
1,309.5 |
1,145.5 |
164.0 |
13.9% |
15.4 |
1.3% |
22% |
False |
False |
2,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,215.8 |
|
2.618 |
1,204.0 |
|
1.618 |
1,196.8 |
|
1.000 |
1,192.4 |
|
0.618 |
1,189.6 |
|
HIGH |
1,185.2 |
|
0.618 |
1,182.4 |
|
0.500 |
1,181.6 |
|
0.382 |
1,180.8 |
|
LOW |
1,178.0 |
|
0.618 |
1,173.6 |
|
1.000 |
1,170.8 |
|
1.618 |
1,166.4 |
|
2.618 |
1,159.2 |
|
4.250 |
1,147.4 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.6 |
1,185.1 |
| PP |
1,181.5 |
1,183.8 |
| S1 |
1,181.4 |
1,182.6 |
|