| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,092.00 |
2,080.00 |
-12.00 |
-0.6% |
2,107.00 |
| High |
2,093.25 |
2,084.75 |
-8.50 |
-0.4% |
2,120.75 |
| Low |
2,076.25 |
2,068.75 |
-7.50 |
-0.4% |
2,083.50 |
| Close |
2,078.25 |
2,080.00 |
1.75 |
0.1% |
2,092.25 |
| Range |
17.00 |
16.00 |
-1.00 |
-5.9% |
37.25 |
| ATR |
19.73 |
19.46 |
-0.27 |
-1.3% |
0.00 |
| Volume |
1,290,922 |
1,449,695 |
158,773 |
12.3% |
7,274,568 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.75 |
2,119.00 |
2,088.75 |
|
| R3 |
2,109.75 |
2,103.00 |
2,084.50 |
|
| R2 |
2,093.75 |
2,093.75 |
2,083.00 |
|
| R1 |
2,087.00 |
2,087.00 |
2,081.50 |
2,088.00 |
| PP |
2,077.75 |
2,077.75 |
2,077.75 |
2,078.50 |
| S1 |
2,071.00 |
2,071.00 |
2,078.50 |
2,072.00 |
| S2 |
2,061.75 |
2,061.75 |
2,077.00 |
|
| S3 |
2,045.75 |
2,055.00 |
2,075.50 |
|
| S4 |
2,029.75 |
2,039.00 |
2,071.25 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.50 |
2,188.75 |
2,112.75 |
|
| R3 |
2,173.25 |
2,151.50 |
2,102.50 |
|
| R2 |
2,136.00 |
2,136.00 |
2,099.00 |
|
| R1 |
2,114.25 |
2,114.25 |
2,095.75 |
2,106.50 |
| PP |
2,098.75 |
2,098.75 |
2,098.75 |
2,095.00 |
| S1 |
2,077.00 |
2,077.00 |
2,088.75 |
2,069.25 |
| S2 |
2,061.50 |
2,061.50 |
2,085.50 |
|
| S3 |
2,024.25 |
2,039.75 |
2,082.00 |
|
| S4 |
1,987.00 |
2,002.50 |
2,071.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,120.75 |
2,068.75 |
52.00 |
2.5% |
18.25 |
0.9% |
22% |
False |
True |
1,446,702 |
| 10 |
2,124.25 |
2,068.75 |
55.50 |
2.7% |
18.75 |
0.9% |
20% |
False |
True |
1,408,026 |
| 20 |
2,134.00 |
2,068.75 |
65.25 |
3.1% |
18.00 |
0.9% |
17% |
False |
True |
1,255,686 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.50 |
1.0% |
30% |
False |
False |
1,295,788 |
| 60 |
2,134.00 |
2,033.25 |
100.75 |
4.8% |
21.75 |
1.0% |
46% |
False |
False |
1,321,043 |
| 80 |
2,134.00 |
2,030.50 |
103.50 |
5.0% |
20.75 |
1.0% |
48% |
False |
False |
1,031,949 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.2% |
23.25 |
1.1% |
68% |
False |
False |
826,245 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.6% |
24.25 |
1.2% |
70% |
False |
False |
688,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.75 |
|
2.618 |
2,126.75 |
|
1.618 |
2,110.75 |
|
1.000 |
2,100.75 |
|
0.618 |
2,094.75 |
|
HIGH |
2,084.75 |
|
0.618 |
2,078.75 |
|
0.500 |
2,076.75 |
|
0.382 |
2,074.75 |
|
LOW |
2,068.75 |
|
0.618 |
2,058.75 |
|
1.000 |
2,052.75 |
|
1.618 |
2,042.75 |
|
2.618 |
2,026.75 |
|
4.250 |
2,000.75 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,079.00 |
2,085.75 |
| PP |
2,077.75 |
2,083.75 |
| S1 |
2,076.75 |
2,082.00 |
|