| 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 |
17,920 |
17,916 |
-4 |
0.0% |
17,840 |
| High |
18,000 |
18,179 |
179 |
1.0% |
18,112 |
| Low |
17,836 |
17,860 |
24 |
0.1% |
17,693 |
| Close |
17,911 |
18,125 |
214 |
1.2% |
17,903 |
| Range |
164 |
319 |
155 |
94.5% |
419 |
| ATR |
176 |
186 |
10 |
5.8% |
0 |
| Volume |
23,756 |
36,974 |
13,218 |
55.6% |
673,531 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,012 |
18,887 |
18,301 |
|
| R3 |
18,693 |
18,568 |
18,213 |
|
| R2 |
18,374 |
18,374 |
18,184 |
|
| R1 |
18,249 |
18,249 |
18,154 |
18,312 |
| PP |
18,055 |
18,055 |
18,055 |
18,086 |
| S1 |
17,930 |
17,930 |
18,096 |
17,993 |
| S2 |
17,736 |
17,736 |
18,067 |
|
| S3 |
17,417 |
17,611 |
18,037 |
|
| S4 |
17,098 |
17,292 |
17,950 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,160 |
18,950 |
18,134 |
|
| R3 |
18,741 |
18,531 |
18,018 |
|
| R2 |
18,322 |
18,322 |
17,980 |
|
| R1 |
18,112 |
18,112 |
17,942 |
18,217 |
| PP |
17,903 |
17,903 |
17,903 |
17,955 |
| S1 |
17,693 |
17,693 |
17,865 |
17,798 |
| S2 |
17,484 |
17,484 |
17,826 |
|
| S3 |
17,065 |
17,274 |
17,788 |
|
| S4 |
16,646 |
16,855 |
17,673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,179 |
17,690 |
489 |
2.7% |
219 |
1.2% |
89% |
True |
False |
50,173 |
| 10 |
18,179 |
17,690 |
489 |
2.7% |
186 |
1.0% |
89% |
True |
False |
101,801 |
| 20 |
18,295 |
17,690 |
605 |
3.3% |
175 |
1.0% |
72% |
False |
False |
120,096 |
| 40 |
18,334 |
17,629 |
705 |
3.9% |
179 |
1.0% |
70% |
False |
False |
130,294 |
| 60 |
18,334 |
17,465 |
869 |
4.8% |
190 |
1.0% |
76% |
False |
False |
130,961 |
| 80 |
18,334 |
17,465 |
869 |
4.8% |
191 |
1.1% |
76% |
False |
False |
111,031 |
| 100 |
18,334 |
16,880 |
1,454 |
8.0% |
192 |
1.1% |
86% |
False |
False |
88,833 |
| 120 |
18,334 |
16,880 |
1,454 |
8.0% |
193 |
1.1% |
86% |
False |
False |
74,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,535 |
|
2.618 |
19,014 |
|
1.618 |
18,695 |
|
1.000 |
18,498 |
|
0.618 |
18,376 |
|
HIGH |
18,179 |
|
0.618 |
18,057 |
|
0.500 |
18,020 |
|
0.382 |
17,982 |
|
LOW |
17,860 |
|
0.618 |
17,663 |
|
1.000 |
17,541 |
|
1.618 |
17,344 |
|
2.618 |
17,025 |
|
4.250 |
16,504 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,090 |
18,062 |
| PP |
18,055 |
17,998 |
| S1 |
18,020 |
17,935 |
|