| 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 |
20,455 |
20,585 |
130 |
0.6% |
20,440 |
| High |
20,620 |
20,585 |
-35 |
-0.2% |
20,645 |
| Low |
20,370 |
20,275 |
-95 |
-0.5% |
20,360 |
| Close |
20,580 |
20,285 |
-295 |
-1.4% |
20,580 |
| Range |
250 |
310 |
60 |
24.0% |
285 |
| ATR |
256 |
260 |
4 |
1.5% |
0 |
| Volume |
22,477 |
46,866 |
24,389 |
108.5% |
81,983 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,312 |
21,108 |
20,456 |
|
| R3 |
21,002 |
20,798 |
20,370 |
|
| R2 |
20,692 |
20,692 |
20,342 |
|
| R1 |
20,488 |
20,488 |
20,314 |
20,435 |
| PP |
20,382 |
20,382 |
20,382 |
20,355 |
| S1 |
20,178 |
20,178 |
20,257 |
20,125 |
| S2 |
20,072 |
20,072 |
20,228 |
|
| S3 |
19,762 |
19,868 |
20,200 |
|
| S4 |
19,452 |
19,558 |
20,115 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,383 |
21,267 |
20,737 |
|
| R3 |
21,098 |
20,982 |
20,659 |
|
| R2 |
20,813 |
20,813 |
20,632 |
|
| R1 |
20,697 |
20,697 |
20,606 |
20,755 |
| PP |
20,528 |
20,528 |
20,528 |
20,558 |
| S1 |
20,412 |
20,412 |
20,554 |
20,470 |
| S2 |
20,243 |
20,243 |
20,528 |
|
| S3 |
19,958 |
20,127 |
20,502 |
|
| S4 |
19,673 |
19,842 |
20,423 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,625 |
20,275 |
350 |
1.7% |
246 |
1.2% |
3% |
False |
True |
23,768 |
| 10 |
20,685 |
20,275 |
410 |
2.0% |
249 |
1.2% |
2% |
False |
True |
18,400 |
| 20 |
20,685 |
19,475 |
1,210 |
6.0% |
243 |
1.2% |
67% |
False |
False |
14,575 |
| 40 |
20,685 |
19,055 |
1,630 |
8.0% |
265 |
1.3% |
75% |
False |
False |
13,133 |
| 60 |
20,685 |
18,980 |
1,705 |
8.4% |
275 |
1.4% |
77% |
False |
False |
13,315 |
| 80 |
20,685 |
17,900 |
2,785 |
13.7% |
261 |
1.3% |
86% |
False |
False |
11,359 |
| 100 |
20,685 |
16,665 |
4,020 |
19.8% |
247 |
1.2% |
90% |
False |
False |
9,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,903 |
|
2.618 |
21,397 |
|
1.618 |
21,087 |
|
1.000 |
20,895 |
|
0.618 |
20,777 |
|
HIGH |
20,585 |
|
0.618 |
20,467 |
|
0.500 |
20,430 |
|
0.382 |
20,394 |
|
LOW |
20,275 |
|
0.618 |
20,084 |
|
1.000 |
19,965 |
|
1.618 |
19,774 |
|
2.618 |
19,464 |
|
4.250 |
18,958 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
20,430 |
20,448 |
| PP |
20,382 |
20,393 |
| S1 |
20,333 |
20,339 |
|