| 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 |
2,071.75 |
2,072.75 |
1.00 |
0.0% |
2,100.00 |
| High |
2,076.75 |
2,100.00 |
23.25 |
1.1% |
2,113.25 |
| Low |
2,061.00 |
2,072.25 |
11.25 |
0.5% |
2,075.75 |
| Close |
2,072.50 |
2,099.25 |
26.75 |
1.3% |
2,084.50 |
| Range |
15.75 |
27.75 |
12.00 |
76.2% |
37.50 |
| ATR |
19.06 |
19.68 |
0.62 |
3.3% |
0.00 |
| Volume |
145,959 |
275,137 |
129,178 |
88.5% |
118,696 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.75 |
2,164.25 |
2,114.50 |
|
| R3 |
2,146.00 |
2,136.50 |
2,107.00 |
|
| R2 |
2,118.25 |
2,118.25 |
2,104.25 |
|
| R1 |
2,108.75 |
2,108.75 |
2,101.75 |
2,113.50 |
| PP |
2,090.50 |
2,090.50 |
2,090.50 |
2,093.00 |
| S1 |
2,081.00 |
2,081.00 |
2,096.75 |
2,085.75 |
| S2 |
2,062.75 |
2,062.75 |
2,094.25 |
|
| S3 |
2,035.00 |
2,053.25 |
2,091.50 |
|
| S4 |
2,007.25 |
2,025.50 |
2,084.00 |
|
|
| 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 |
2,108.25 |
2,061.00 |
47.25 |
2.3% |
21.00 |
1.0% |
81% |
False |
False |
107,137 |
| 10 |
2,115.00 |
2,061.00 |
54.00 |
2.6% |
19.00 |
0.9% |
71% |
False |
False |
62,405 |
| 20 |
2,126.25 |
2,061.00 |
65.25 |
3.1% |
18.00 |
0.9% |
59% |
False |
False |
32,904 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.25 |
1.0% |
65% |
False |
False |
17,847 |
| 60 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.25 |
1.0% |
73% |
False |
False |
12,443 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
19.75 |
0.9% |
74% |
False |
False |
9,365 |
| 100 |
2,126.25 |
1,968.00 |
158.25 |
7.5% |
20.50 |
1.0% |
83% |
False |
False |
7,506 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
20.75 |
1.0% |
84% |
False |
False |
6,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,218.00 |
|
2.618 |
2,172.75 |
|
1.618 |
2,145.00 |
|
1.000 |
2,127.75 |
|
0.618 |
2,117.25 |
|
HIGH |
2,100.00 |
|
0.618 |
2,089.50 |
|
0.500 |
2,086.00 |
|
0.382 |
2,082.75 |
|
LOW |
2,072.25 |
|
0.618 |
2,055.00 |
|
1.000 |
2,044.50 |
|
1.618 |
2,027.25 |
|
2.618 |
1,999.50 |
|
4.250 |
1,954.25 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.00 |
2,093.00 |
| PP |
2,090.50 |
2,086.75 |
| S1 |
2,086.00 |
2,080.50 |
|