| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
17,766.95 |
17,765.38 |
-1.57 |
0.0% |
18,017.82 |
| High |
17,817.83 |
18,045.14 |
227.31 |
1.3% |
18,168.09 |
| Low |
17,714.97 |
17,765.38 |
50.41 |
0.3% |
17,822.90 |
| Close |
17,764.04 |
18,000.40 |
236.36 |
1.3% |
17,849.46 |
| Range |
102.86 |
279.76 |
176.90 |
172.0% |
345.19 |
| ATR |
142.58 |
152.48 |
9.89 |
6.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,776.25 |
18,668.09 |
18,154.27 |
|
| R3 |
18,496.49 |
18,388.33 |
18,077.33 |
|
| R2 |
18,216.73 |
18,216.73 |
18,051.69 |
|
| R1 |
18,108.57 |
18,108.57 |
18,026.04 |
18,162.65 |
| PP |
17,936.97 |
17,936.97 |
17,936.97 |
17,964.02 |
| S1 |
17,828.81 |
17,828.81 |
17,974.76 |
17,882.89 |
| S2 |
17,657.21 |
17,657.21 |
17,949.11 |
|
| S3 |
17,377.45 |
17,549.05 |
17,923.47 |
|
| S4 |
17,097.69 |
17,269.29 |
17,846.53 |
|
|
| 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 |
18,087.15 |
17,714.97 |
372.18 |
2.1% |
160.49 |
0.9% |
77% |
False |
False |
|
| 10 |
18,168.09 |
17,714.97 |
453.12 |
2.5% |
149.85 |
0.8% |
63% |
False |
False |
|
| 20 |
18,351.36 |
17,714.97 |
636.39 |
3.5% |
130.55 |
0.7% |
45% |
False |
False |
|
| 40 |
18,351.36 |
17,714.97 |
636.39 |
3.5% |
157.56 |
0.9% |
45% |
False |
False |
|
| 60 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
167.48 |
0.9% |
55% |
False |
False |
|
| 80 |
18,351.36 |
17,579.27 |
772.09 |
4.3% |
166.00 |
0.9% |
55% |
False |
False |
|
| 100 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
176.80 |
1.0% |
73% |
False |
False |
|
| 120 |
18,351.36 |
17,037.76 |
1,313.60 |
7.3% |
184.43 |
1.0% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,234.12 |
|
2.618 |
18,777.55 |
|
1.618 |
18,497.79 |
|
1.000 |
18,324.90 |
|
0.618 |
18,218.03 |
|
HIGH |
18,045.14 |
|
0.618 |
17,938.27 |
|
0.500 |
17,905.26 |
|
0.382 |
17,872.25 |
|
LOW |
17,765.38 |
|
0.618 |
17,592.49 |
|
1.000 |
17,485.62 |
|
1.618 |
17,312.73 |
|
2.618 |
17,032.97 |
|
4.250 |
16,576.40 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,968.69 |
17,960.29 |
| PP |
17,936.97 |
17,920.17 |
| S1 |
17,905.26 |
17,880.06 |
|