| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,096.75 |
2,108.25 |
11.50 |
0.5% |
2,071.00 |
| High |
2,114.25 |
2,112.50 |
-1.75 |
-0.1% |
2,111.00 |
| Low |
2,096.75 |
2,103.75 |
7.00 |
0.3% |
2,055.25 |
| Close |
2,105.25 |
2,108.75 |
3.50 |
0.2% |
2,090.25 |
| Range |
17.50 |
8.75 |
-8.75 |
-50.0% |
55.75 |
| ATR |
20.02 |
19.21 |
-0.80 |
-4.0% |
0.00 |
| Volume |
573 |
1,014 |
441 |
77.0% |
7,152 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.50 |
2,130.50 |
2,113.50 |
|
| R3 |
2,125.75 |
2,121.75 |
2,111.25 |
|
| R2 |
2,117.00 |
2,117.00 |
2,110.25 |
|
| R1 |
2,113.00 |
2,113.00 |
2,109.50 |
2,115.00 |
| PP |
2,108.25 |
2,108.25 |
2,108.25 |
2,109.50 |
| S1 |
2,104.25 |
2,104.25 |
2,108.00 |
2,106.25 |
| S2 |
2,099.50 |
2,099.50 |
2,107.25 |
|
| S3 |
2,090.75 |
2,095.50 |
2,106.25 |
|
| S4 |
2,082.00 |
2,086.75 |
2,104.00 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,252.75 |
2,227.25 |
2,121.00 |
|
| R3 |
2,197.00 |
2,171.50 |
2,105.50 |
|
| R2 |
2,141.25 |
2,141.25 |
2,100.50 |
|
| R1 |
2,115.75 |
2,115.75 |
2,095.25 |
2,128.50 |
| PP |
2,085.50 |
2,085.50 |
2,085.50 |
2,092.00 |
| S1 |
2,060.00 |
2,060.00 |
2,085.25 |
2,072.75 |
| S2 |
2,029.75 |
2,029.75 |
2,080.00 |
|
| S3 |
1,974.00 |
2,004.25 |
2,075.00 |
|
| S4 |
1,918.25 |
1,948.50 |
2,059.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,114.25 |
2,072.75 |
41.50 |
2.0% |
19.75 |
0.9% |
87% |
False |
False |
819 |
| 10 |
2,114.25 |
2,055.25 |
59.00 |
2.8% |
19.50 |
0.9% |
91% |
False |
False |
1,097 |
| 20 |
2,114.25 |
2,053.75 |
60.50 |
2.9% |
17.75 |
0.8% |
91% |
False |
False |
1,102 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.5% |
18.00 |
0.9% |
87% |
False |
False |
712 |
| 60 |
2,118.50 |
2,023.75 |
94.75 |
4.5% |
17.50 |
0.8% |
90% |
False |
False |
500 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.7% |
17.25 |
0.8% |
90% |
False |
False |
386 |
| 100 |
2,118.50 |
1,956.25 |
162.25 |
7.7% |
15.75 |
0.7% |
94% |
False |
False |
321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.75 |
|
2.618 |
2,135.50 |
|
1.618 |
2,126.75 |
|
1.000 |
2,121.25 |
|
0.618 |
2,118.00 |
|
HIGH |
2,112.50 |
|
0.618 |
2,109.25 |
|
0.500 |
2,108.00 |
|
0.382 |
2,107.00 |
|
LOW |
2,103.75 |
|
0.618 |
2,098.25 |
|
1.000 |
2,095.00 |
|
1.618 |
2,089.50 |
|
2.618 |
2,080.75 |
|
4.250 |
2,066.50 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,108.50 |
2,106.50 |
| PP |
2,108.25 |
2,104.25 |
| S1 |
2,108.00 |
2,102.00 |
|