| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,093.00 |
2,071.00 |
-22.00 |
-1.1% |
2,072.00 |
| High |
2,093.00 |
2,072.25 |
-20.75 |
-1.0% |
2,099.25 |
| Low |
2,074.50 |
2,056.25 |
-18.25 |
-0.9% |
2,053.75 |
| Close |
2,078.00 |
2,068.50 |
-9.50 |
-0.5% |
2,078.00 |
| Range |
18.50 |
16.00 |
-2.50 |
-13.5% |
45.50 |
| ATR |
17.66 |
17.95 |
0.29 |
1.7% |
0.00 |
| Volume |
307 |
3,258 |
2,951 |
961.2% |
10,440 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.75 |
2,107.00 |
2,077.25 |
|
| R3 |
2,097.75 |
2,091.00 |
2,073.00 |
|
| R2 |
2,081.75 |
2,081.75 |
2,071.50 |
|
| R1 |
2,075.00 |
2,075.00 |
2,070.00 |
2,070.50 |
| PP |
2,065.75 |
2,065.75 |
2,065.75 |
2,063.25 |
| S1 |
2,059.00 |
2,059.00 |
2,067.00 |
2,054.50 |
| S2 |
2,049.75 |
2,049.75 |
2,065.50 |
|
| S3 |
2,033.75 |
2,043.00 |
2,064.00 |
|
| S4 |
2,017.75 |
2,027.00 |
2,059.75 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.50 |
2,191.25 |
2,103.00 |
|
| R3 |
2,168.00 |
2,145.75 |
2,090.50 |
|
| R2 |
2,122.50 |
2,122.50 |
2,086.25 |
|
| R1 |
2,100.25 |
2,100.25 |
2,082.25 |
2,111.50 |
| PP |
2,077.00 |
2,077.00 |
2,077.00 |
2,082.50 |
| S1 |
2,054.75 |
2,054.75 |
2,073.75 |
2,066.00 |
| S2 |
2,031.50 |
2,031.50 |
2,069.75 |
|
| S3 |
1,986.00 |
2,009.25 |
2,065.50 |
|
| S4 |
1,940.50 |
1,963.75 |
2,053.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,099.25 |
2,053.75 |
45.50 |
2.2% |
16.75 |
0.8% |
32% |
False |
False |
2,625 |
| 10 |
2,105.25 |
2,053.75 |
51.50 |
2.5% |
16.75 |
0.8% |
29% |
False |
False |
1,445 |
| 20 |
2,118.50 |
2,053.75 |
64.75 |
3.1% |
15.75 |
0.8% |
23% |
False |
False |
862 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.25 |
0.8% |
33% |
False |
False |
590 |
| 60 |
2,118.50 |
2,023.75 |
94.75 |
4.6% |
17.50 |
0.8% |
47% |
False |
False |
414 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
16.00 |
0.8% |
50% |
False |
False |
317 |
| 100 |
2,118.50 |
1,956.25 |
162.25 |
7.8% |
16.00 |
0.8% |
69% |
False |
False |
274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.25 |
|
2.618 |
2,114.25 |
|
1.618 |
2,098.25 |
|
1.000 |
2,088.25 |
|
0.618 |
2,082.25 |
|
HIGH |
2,072.25 |
|
0.618 |
2,066.25 |
|
0.500 |
2,064.25 |
|
0.382 |
2,062.25 |
|
LOW |
2,056.25 |
|
0.618 |
2,046.25 |
|
1.000 |
2,040.25 |
|
1.618 |
2,030.25 |
|
2.618 |
2,014.25 |
|
4.250 |
1,988.25 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,067.00 |
2,077.75 |
| PP |
2,065.75 |
2,074.75 |
| S1 |
2,064.25 |
2,071.50 |
|