| 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 |
3,521.0 |
3,513.0 |
-8.0 |
-0.2% |
3,589.0 |
| High |
3,534.0 |
3,515.0 |
-19.0 |
-0.5% |
3,618.0 |
| Low |
3,488.0 |
3,437.0 |
-51.0 |
-1.5% |
3,488.0 |
| Close |
3,509.0 |
3,471.0 |
-38.0 |
-1.1% |
3,509.0 |
| Range |
46.0 |
78.0 |
32.0 |
69.6% |
130.0 |
| ATR |
70.8 |
71.3 |
0.5 |
0.7% |
0.0 |
| Volume |
1,030,019 |
1,348,893 |
318,874 |
31.0% |
5,693,435 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,708.3 |
3,667.7 |
3,513.9 |
|
| R3 |
3,630.3 |
3,589.7 |
3,492.5 |
|
| R2 |
3,552.3 |
3,552.3 |
3,485.3 |
|
| R1 |
3,511.7 |
3,511.7 |
3,478.2 |
3,493.0 |
| PP |
3,474.3 |
3,474.3 |
3,474.3 |
3,465.0 |
| S1 |
3,433.7 |
3,433.7 |
3,463.9 |
3,415.0 |
| S2 |
3,396.3 |
3,396.3 |
3,456.7 |
|
| S3 |
3,318.3 |
3,355.7 |
3,449.6 |
|
| S4 |
3,240.3 |
3,277.7 |
3,428.1 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,928.3 |
3,848.7 |
3,580.5 |
|
| R3 |
3,798.3 |
3,718.7 |
3,544.8 |
|
| R2 |
3,668.3 |
3,668.3 |
3,532.8 |
|
| R1 |
3,588.7 |
3,588.7 |
3,520.9 |
3,563.5 |
| PP |
3,538.3 |
3,538.3 |
3,538.3 |
3,525.8 |
| S1 |
3,458.7 |
3,458.7 |
3,497.1 |
3,433.5 |
| S2 |
3,408.3 |
3,408.3 |
3,485.2 |
|
| S3 |
3,278.3 |
3,328.7 |
3,473.3 |
|
| S4 |
3,148.3 |
3,198.7 |
3,437.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,618.0 |
3,437.0 |
181.0 |
5.2% |
70.4 |
2.0% |
19% |
False |
True |
1,174,107 |
| 10 |
3,683.0 |
3,437.0 |
246.0 |
7.1% |
70.9 |
2.0% |
14% |
False |
True |
1,070,486 |
| 20 |
3,684.0 |
3,437.0 |
247.0 |
7.1% |
66.8 |
1.9% |
14% |
False |
True |
1,016,258 |
| 40 |
3,769.0 |
3,437.0 |
332.0 |
9.6% |
70.0 |
2.0% |
10% |
False |
True |
1,085,563 |
| 60 |
3,769.0 |
3,437.0 |
332.0 |
9.6% |
64.7 |
1.9% |
10% |
False |
True |
1,044,754 |
| 80 |
3,769.0 |
3,264.0 |
505.0 |
14.5% |
59.9 |
1.7% |
41% |
False |
False |
789,367 |
| 100 |
3,769.0 |
2,942.0 |
827.0 |
23.8% |
61.6 |
1.8% |
64% |
False |
False |
631,780 |
| 120 |
3,769.0 |
2,848.0 |
921.0 |
26.5% |
62.8 |
1.8% |
68% |
False |
False |
526,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,846.5 |
|
2.618 |
3,719.2 |
|
1.618 |
3,641.2 |
|
1.000 |
3,593.0 |
|
0.618 |
3,563.2 |
|
HIGH |
3,515.0 |
|
0.618 |
3,485.2 |
|
0.500 |
3,476.0 |
|
0.382 |
3,466.8 |
|
LOW |
3,437.0 |
|
0.618 |
3,388.8 |
|
1.000 |
3,359.0 |
|
1.618 |
3,310.8 |
|
2.618 |
3,232.8 |
|
4.250 |
3,105.5 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,476.0 |
3,514.5 |
| PP |
3,474.3 |
3,500.0 |
| S1 |
3,472.7 |
3,485.5 |
|