| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
17,905.38 |
17,849.46 |
-55.92 |
-0.3% |
18,017.82 |
| High |
17,940.78 |
17,852.35 |
-88.43 |
-0.5% |
18,168.09 |
| Low |
17,822.90 |
17,760.61 |
-62.29 |
-0.3% |
17,822.90 |
| Close |
17,849.46 |
17,766.55 |
-82.91 |
-0.5% |
17,849.46 |
| Range |
117.88 |
91.74 |
-26.14 |
-22.2% |
345.19 |
| ATR |
149.78 |
145.64 |
-4.15 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,068.39 |
18,009.21 |
17,817.01 |
|
| R3 |
17,976.65 |
17,917.47 |
17,791.78 |
|
| R2 |
17,884.91 |
17,884.91 |
17,783.37 |
|
| R1 |
17,825.73 |
17,825.73 |
17,774.96 |
17,809.45 |
| PP |
17,793.17 |
17,793.17 |
17,793.17 |
17,785.03 |
| S1 |
17,733.99 |
17,733.99 |
17,758.14 |
17,717.71 |
| S2 |
17,701.43 |
17,701.43 |
17,749.73 |
|
| S3 |
17,609.69 |
17,642.25 |
17,741.32 |
|
| S4 |
17,517.95 |
17,550.51 |
17,716.09 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,982.39 |
18,761.11 |
18,039.31 |
|
| R3 |
18,637.20 |
18,415.92 |
17,944.39 |
|
| R2 |
18,292.01 |
18,292.01 |
17,912.74 |
|
| R1 |
18,070.73 |
18,070.73 |
17,881.10 |
18,008.78 |
| PP |
17,946.82 |
17,946.82 |
17,946.82 |
17,915.84 |
| S1 |
17,725.54 |
17,725.54 |
17,817.82 |
17,663.59 |
| S2 |
17,601.63 |
17,601.63 |
17,786.18 |
|
| S3 |
17,256.44 |
17,380.35 |
17,754.53 |
|
| S4 |
16,911.25 |
17,035.16 |
17,659.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,168.09 |
17,760.61 |
407.48 |
2.3% |
148.81 |
0.8% |
1% |
False |
True |
|
| 10 |
18,229.75 |
17,760.61 |
469.14 |
2.6% |
150.09 |
0.8% |
1% |
False |
True |
|
| 20 |
18,351.36 |
17,760.61 |
590.75 |
3.3% |
126.68 |
0.7% |
1% |
False |
True |
|
| 40 |
18,351.36 |
17,733.12 |
618.24 |
3.5% |
155.57 |
0.9% |
5% |
False |
False |
|
| 60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
169.38 |
1.0% |
24% |
False |
False |
|
| 80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
163.58 |
0.9% |
24% |
False |
False |
|
| 100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.4% |
178.61 |
1.0% |
55% |
False |
False |
|
| 120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.4% |
186.64 |
1.1% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,242.25 |
|
2.618 |
18,092.53 |
|
1.618 |
18,000.79 |
|
1.000 |
17,944.09 |
|
0.618 |
17,909.05 |
|
HIGH |
17,852.35 |
|
0.618 |
17,817.31 |
|
0.500 |
17,806.48 |
|
0.382 |
17,795.65 |
|
LOW |
17,760.61 |
|
0.618 |
17,703.91 |
|
1.000 |
17,668.87 |
|
1.618 |
17,612.17 |
|
2.618 |
17,520.43 |
|
4.250 |
17,370.72 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,806.48 |
17,923.88 |
| PP |
17,793.17 |
17,871.44 |
| S1 |
17,779.86 |
17,818.99 |
|