| 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 |
2,084.50 |
2,071.75 |
-12.75 |
-0.6% |
2,100.00 |
| High |
2,085.75 |
2,076.75 |
-9.00 |
-0.4% |
2,113.25 |
| Low |
2,068.75 |
2,061.00 |
-7.75 |
-0.4% |
2,075.75 |
| Close |
2,070.50 |
2,072.50 |
2.00 |
0.1% |
2,084.50 |
| Range |
17.00 |
15.75 |
-1.25 |
-7.4% |
37.50 |
| ATR |
19.31 |
19.06 |
-0.25 |
-1.3% |
0.00 |
| Volume |
60,909 |
145,959 |
85,050 |
139.6% |
118,696 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.25 |
2,110.75 |
2,081.25 |
|
| R3 |
2,101.50 |
2,095.00 |
2,076.75 |
|
| R2 |
2,085.75 |
2,085.75 |
2,075.50 |
|
| R1 |
2,079.25 |
2,079.25 |
2,074.00 |
2,082.50 |
| PP |
2,070.00 |
2,070.00 |
2,070.00 |
2,071.75 |
| S1 |
2,063.50 |
2,063.50 |
2,071.00 |
2,066.75 |
| S2 |
2,054.25 |
2,054.25 |
2,069.50 |
|
| S3 |
2,038.50 |
2,047.75 |
2,068.25 |
|
| S4 |
2,022.75 |
2,032.00 |
2,063.75 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.75 |
2,181.50 |
2,105.00 |
|
| R3 |
2,166.25 |
2,144.00 |
2,094.75 |
|
| R2 |
2,128.75 |
2,128.75 |
2,091.50 |
|
| R1 |
2,106.50 |
2,106.50 |
2,088.00 |
2,099.00 |
| PP |
2,091.25 |
2,091.25 |
2,091.25 |
2,087.25 |
| S1 |
2,069.00 |
2,069.00 |
2,081.00 |
2,061.50 |
| S2 |
2,053.75 |
2,053.75 |
2,077.50 |
|
| S3 |
2,016.25 |
2,031.50 |
2,074.25 |
|
| S4 |
1,978.75 |
1,994.00 |
2,064.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,113.25 |
2,061.00 |
52.25 |
2.5% |
18.25 |
0.9% |
22% |
False |
True |
58,342 |
| 10 |
2,116.50 |
2,061.00 |
55.50 |
2.7% |
18.50 |
0.9% |
21% |
False |
True |
35,480 |
| 20 |
2,126.25 |
2,061.00 |
65.25 |
3.1% |
17.50 |
0.8% |
18% |
False |
True |
19,258 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.7% |
20.00 |
1.0% |
30% |
False |
False |
10,987 |
| 60 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.00 |
1.0% |
46% |
False |
False |
7,866 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
19.50 |
0.9% |
47% |
False |
False |
5,926 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
8.1% |
20.50 |
1.0% |
68% |
False |
False |
4,757 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.1% |
20.75 |
1.0% |
68% |
False |
False |
3,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,143.75 |
|
2.618 |
2,118.00 |
|
1.618 |
2,102.25 |
|
1.000 |
2,092.50 |
|
0.618 |
2,086.50 |
|
HIGH |
2,076.75 |
|
0.618 |
2,070.75 |
|
0.500 |
2,069.00 |
|
0.382 |
2,067.00 |
|
LOW |
2,061.00 |
|
0.618 |
2,051.25 |
|
1.000 |
2,045.25 |
|
1.618 |
2,035.50 |
|
2.618 |
2,019.75 |
|
4.250 |
1,994.00 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,071.25 |
2,078.00 |
| PP |
2,070.00 |
2,076.25 |
| S1 |
2,069.00 |
2,074.25 |
|