| 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 |
1,181.5 |
1,186.6 |
5.1 |
0.4% |
1,171.8 |
| High |
1,191.6 |
1,189.3 |
-2.3 |
-0.2% |
1,193.2 |
| Low |
1,174.2 |
1,177.7 |
3.5 |
0.3% |
1,171.1 |
| Close |
1,188.0 |
1,183.1 |
-4.9 |
-0.4% |
1,181.3 |
| Range |
17.4 |
11.6 |
-5.8 |
-33.3% |
22.1 |
| ATR |
13.3 |
13.2 |
-0.1 |
-0.9% |
0.0 |
| Volume |
4,591 |
1,781 |
-2,810 |
-61.2% |
17,563 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,218.2 |
1,212.2 |
1,189.5 |
|
| R3 |
1,206.6 |
1,200.6 |
1,186.3 |
|
| R2 |
1,195.0 |
1,195.0 |
1,185.2 |
|
| R1 |
1,189.0 |
1,189.0 |
1,184.2 |
1,186.2 |
| PP |
1,183.4 |
1,183.4 |
1,183.4 |
1,182.0 |
| S1 |
1,177.4 |
1,177.4 |
1,182.0 |
1,174.6 |
| S2 |
1,171.8 |
1,171.8 |
1,181.0 |
|
| S3 |
1,160.2 |
1,165.8 |
1,179.9 |
|
| S4 |
1,148.6 |
1,154.2 |
1,176.7 |
|
|
| 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 |
1,174.2 |
19.0 |
1.6% |
12.8 |
1.1% |
47% |
False |
False |
3,052 |
| 10 |
1,197.5 |
1,164.4 |
33.1 |
2.8% |
12.5 |
1.1% |
56% |
False |
False |
3,212 |
| 20 |
1,227.2 |
1,164.4 |
62.8 |
5.3% |
12.6 |
1.1% |
30% |
False |
False |
3,468 |
| 40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
14.0 |
1.2% |
27% |
False |
False |
3,236 |
| 60 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.7 |
1.2% |
27% |
False |
False |
3,053 |
| 80 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
14.1 |
1.2% |
42% |
False |
False |
2,814 |
| 100 |
1,304.2 |
1,145.5 |
158.7 |
13.4% |
14.9 |
1.3% |
24% |
False |
False |
2,520 |
| 120 |
1,309.5 |
1,145.5 |
164.0 |
13.9% |
15.3 |
1.3% |
23% |
False |
False |
2,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,238.6 |
|
2.618 |
1,219.7 |
|
1.618 |
1,208.1 |
|
1.000 |
1,200.9 |
|
0.618 |
1,196.5 |
|
HIGH |
1,189.3 |
|
0.618 |
1,184.9 |
|
0.500 |
1,183.5 |
|
0.382 |
1,182.1 |
|
LOW |
1,177.7 |
|
0.618 |
1,170.5 |
|
1.000 |
1,166.1 |
|
1.618 |
1,158.9 |
|
2.618 |
1,147.3 |
|
4.250 |
1,128.4 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,183.5 |
1,183.0 |
| PP |
1,183.4 |
1,183.0 |
| S1 |
1,183.2 |
1,182.9 |
|