| 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 |
1,169.5 |
1,172.9 |
3.4 |
0.3% |
1,190.6 |
| High |
1,176.1 |
1,180.3 |
4.2 |
0.4% |
1,204.0 |
| Low |
1,169.1 |
1,172.7 |
3.6 |
0.3% |
1,164.0 |
| Close |
1,173.2 |
1,177.3 |
4.1 |
0.3% |
1,167.8 |
| Range |
7.0 |
7.6 |
0.6 |
8.6% |
40.0 |
| ATR |
14.1 |
13.7 |
-0.5 |
-3.3% |
0.0 |
| Volume |
173 |
144 |
-29 |
-16.8% |
3,706 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,199.6 |
1,196.0 |
1,181.5 |
|
| R3 |
1,192.0 |
1,188.4 |
1,179.4 |
|
| R2 |
1,184.4 |
1,184.4 |
1,178.7 |
|
| R1 |
1,180.8 |
1,180.8 |
1,178.0 |
1,182.6 |
| PP |
1,176.8 |
1,176.8 |
1,176.8 |
1,177.7 |
| S1 |
1,173.2 |
1,173.2 |
1,176.6 |
1,175.0 |
| S2 |
1,169.2 |
1,169.2 |
1,175.9 |
|
| S3 |
1,161.6 |
1,165.6 |
1,175.2 |
|
| S4 |
1,154.0 |
1,158.0 |
1,173.1 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.6 |
1,273.2 |
1,189.8 |
|
| R3 |
1,258.6 |
1,233.2 |
1,178.8 |
|
| R2 |
1,218.6 |
1,218.6 |
1,175.1 |
|
| R1 |
1,193.2 |
1,193.2 |
1,171.5 |
1,185.9 |
| PP |
1,178.6 |
1,178.6 |
1,178.6 |
1,175.0 |
| S1 |
1,153.2 |
1,153.2 |
1,164.1 |
1,145.9 |
| S2 |
1,138.6 |
1,138.6 |
1,160.5 |
|
| S3 |
1,098.6 |
1,113.2 |
1,156.8 |
|
| S4 |
1,058.6 |
1,073.2 |
1,145.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,193.9 |
1,164.0 |
29.9 |
2.5% |
11.0 |
0.9% |
44% |
False |
False |
356 |
| 10 |
1,204.0 |
1,164.0 |
40.0 |
3.4% |
11.0 |
0.9% |
33% |
False |
False |
26,169 |
| 20 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
13.8 |
1.2% |
20% |
False |
False |
95,432 |
| 40 |
1,232.0 |
1,164.0 |
68.0 |
5.8% |
15.1 |
1.3% |
20% |
False |
False |
117,590 |
| 60 |
1,232.0 |
1,142.4 |
89.6 |
7.6% |
15.4 |
1.3% |
39% |
False |
False |
105,025 |
| 80 |
1,236.0 |
1,142.4 |
93.6 |
8.0% |
15.7 |
1.3% |
37% |
False |
False |
81,129 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
14.2% |
17.1 |
1.5% |
21% |
False |
False |
65,855 |
| 120 |
1,309.0 |
1,142.4 |
166.6 |
14.2% |
17.4 |
1.5% |
21% |
False |
False |
55,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,212.6 |
|
2.618 |
1,200.2 |
|
1.618 |
1,192.6 |
|
1.000 |
1,187.9 |
|
0.618 |
1,185.0 |
|
HIGH |
1,180.3 |
|
0.618 |
1,177.4 |
|
0.500 |
1,176.5 |
|
0.382 |
1,175.6 |
|
LOW |
1,172.7 |
|
0.618 |
1,168.0 |
|
1.000 |
1,165.1 |
|
1.618 |
1,160.4 |
|
2.618 |
1,152.8 |
|
4.250 |
1,140.4 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,177.0 |
1,175.6 |
| PP |
1,176.8 |
1,173.9 |
| S1 |
1,176.5 |
1,172.2 |
|