| 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 |
1,253.9 |
1,251.9 |
-2.0 |
-0.2% |
1,244.5 |
| High |
1,255.5 |
1,270.6 |
15.1 |
1.2% |
1,265.3 |
| Low |
1,240.3 |
1,251.3 |
11.0 |
0.9% |
1,235.2 |
| Close |
1,250.9 |
1,266.7 |
15.8 |
1.3% |
1,260.4 |
| Range |
15.2 |
19.3 |
4.1 |
27.0% |
30.1 |
| ATR |
16.7 |
16.9 |
0.2 |
1.3% |
0.0 |
| Volume |
84,970 |
130,612 |
45,642 |
53.7% |
546,934 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.8 |
1,313.0 |
1,277.3 |
|
| R3 |
1,301.5 |
1,293.8 |
1,272.0 |
|
| R2 |
1,282.3 |
1,282.3 |
1,270.3 |
|
| R1 |
1,274.5 |
1,274.5 |
1,268.5 |
1,278.3 |
| PP |
1,262.8 |
1,262.8 |
1,262.8 |
1,264.8 |
| S1 |
1,255.3 |
1,255.3 |
1,265.0 |
1,259.0 |
| S2 |
1,243.5 |
1,243.5 |
1,263.3 |
|
| S3 |
1,224.3 |
1,235.8 |
1,261.5 |
|
| S4 |
1,205.0 |
1,216.5 |
1,256.0 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.0 |
1,332.3 |
1,277.0 |
|
| R3 |
1,313.8 |
1,302.3 |
1,268.8 |
|
| R2 |
1,283.8 |
1,283.8 |
1,266.0 |
|
| R1 |
1,272.0 |
1,272.0 |
1,263.3 |
1,278.0 |
| PP |
1,253.8 |
1,253.8 |
1,253.8 |
1,256.5 |
| S1 |
1,242.0 |
1,242.0 |
1,257.8 |
1,247.8 |
| S2 |
1,223.5 |
1,223.5 |
1,255.0 |
|
| S3 |
1,193.5 |
1,211.8 |
1,252.0 |
|
| S4 |
1,163.3 |
1,181.8 |
1,243.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,270.6 |
1,238.4 |
32.2 |
2.5% |
17.3 |
1.4% |
88% |
True |
False |
103,087 |
| 10 |
1,270.6 |
1,235.2 |
35.4 |
2.8% |
17.3 |
1.4% |
89% |
True |
False |
102,708 |
| 20 |
1,270.6 |
1,224.8 |
45.8 |
3.6% |
16.3 |
1.3% |
91% |
True |
False |
88,962 |
| 40 |
1,277.2 |
1,207.1 |
70.1 |
5.5% |
17.0 |
1.3% |
85% |
False |
False |
91,314 |
| 60 |
1,277.2 |
1,207.1 |
70.1 |
5.5% |
16.5 |
1.3% |
85% |
False |
False |
87,979 |
| 80 |
1,277.2 |
1,198.8 |
78.4 |
6.2% |
14.8 |
1.2% |
87% |
False |
False |
71,116 |
| 100 |
1,277.2 |
1,137.0 |
140.2 |
11.1% |
13.3 |
1.0% |
93% |
False |
False |
56,899 |
| 120 |
1,277.2 |
1,137.0 |
140.2 |
11.1% |
11.8 |
0.9% |
93% |
False |
False |
47,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,352.5 |
|
2.618 |
1,321.3 |
|
1.618 |
1,301.8 |
|
1.000 |
1,290.0 |
|
0.618 |
1,282.5 |
|
HIGH |
1,270.5 |
|
0.618 |
1,263.3 |
|
0.500 |
1,261.0 |
|
0.382 |
1,258.8 |
|
LOW |
1,251.3 |
|
0.618 |
1,239.3 |
|
1.000 |
1,232.0 |
|
1.618 |
1,220.0 |
|
2.618 |
1,200.8 |
|
4.250 |
1,169.3 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,264.8 |
1,263.0 |
| PP |
1,262.8 |
1,259.3 |
| S1 |
1,261.0 |
1,255.5 |
|