| 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 |
20,295 |
20,080 |
-215 |
-1.1% |
20,440 |
| High |
20,335 |
20,265 |
-70 |
-0.3% |
20,645 |
| Low |
19,930 |
20,010 |
80 |
0.4% |
20,360 |
| Close |
20,080 |
20,145 |
65 |
0.3% |
20,580 |
| Range |
405 |
255 |
-150 |
-37.0% |
285 |
| ATR |
270 |
269 |
-1 |
-0.4% |
0 |
| Volume |
31,443 |
26,633 |
-4,810 |
-15.3% |
81,983 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,905 |
20,780 |
20,285 |
|
| R3 |
20,650 |
20,525 |
20,215 |
|
| R2 |
20,395 |
20,395 |
20,192 |
|
| R1 |
20,270 |
20,270 |
20,169 |
20,333 |
| PP |
20,140 |
20,140 |
20,140 |
20,171 |
| S1 |
20,015 |
20,015 |
20,122 |
20,078 |
| S2 |
19,885 |
19,885 |
20,098 |
|
| S3 |
19,630 |
19,760 |
20,075 |
|
| S4 |
19,375 |
19,505 |
20,005 |
|
|
| 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 |
20,620 |
19,930 |
690 |
3.4% |
291 |
1.4% |
31% |
False |
False |
29,309 |
| 10 |
20,675 |
19,930 |
745 |
3.7% |
260 |
1.3% |
29% |
False |
False |
21,290 |
| 20 |
20,685 |
19,495 |
1,190 |
5.9% |
258 |
1.3% |
55% |
False |
False |
16,356 |
| 40 |
20,685 |
19,055 |
1,630 |
8.1% |
272 |
1.3% |
67% |
False |
False |
13,973 |
| 60 |
20,685 |
18,980 |
1,705 |
8.5% |
278 |
1.4% |
68% |
False |
False |
13,874 |
| 80 |
20,685 |
17,960 |
2,725 |
13.5% |
266 |
1.3% |
80% |
False |
False |
12,084 |
| 100 |
20,685 |
16,810 |
3,875 |
19.2% |
248 |
1.2% |
86% |
False |
False |
9,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,349 |
|
2.618 |
20,933 |
|
1.618 |
20,678 |
|
1.000 |
20,520 |
|
0.618 |
20,423 |
|
HIGH |
20,265 |
|
0.618 |
20,168 |
|
0.500 |
20,138 |
|
0.382 |
20,108 |
|
LOW |
20,010 |
|
0.618 |
19,853 |
|
1.000 |
19,755 |
|
1.618 |
19,598 |
|
2.618 |
19,343 |
|
4.250 |
18,926 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
20,143 |
20,258 |
| PP |
20,140 |
20,220 |
| S1 |
20,138 |
20,183 |
|