| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1,178.6 |
1,171.8 |
-6.8 |
-0.6% |
1,192.7 |
| High |
1,179.5 |
1,177.5 |
-2.0 |
-0.2% |
1,206.4 |
| Low |
1,164.4 |
1,171.1 |
6.7 |
0.6% |
1,164.4 |
| Close |
1,170.1 |
1,175.5 |
5.4 |
0.5% |
1,170.1 |
| Range |
15.1 |
6.4 |
-8.7 |
-57.6% |
42.0 |
| ATR |
14.2 |
13.7 |
-0.5 |
-3.4% |
0.0 |
| Volume |
3,491 |
5,496 |
2,005 |
57.4% |
11,313 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.9 |
1,191.1 |
1,179.0 |
|
| R3 |
1,187.5 |
1,184.7 |
1,177.3 |
|
| R2 |
1,181.1 |
1,181.1 |
1,176.7 |
|
| R1 |
1,178.3 |
1,178.3 |
1,176.1 |
1,179.7 |
| PP |
1,174.7 |
1,174.7 |
1,174.7 |
1,175.4 |
| S1 |
1,171.9 |
1,171.9 |
1,174.9 |
1,173.3 |
| S2 |
1,168.3 |
1,168.3 |
1,174.3 |
|
| S3 |
1,161.9 |
1,165.5 |
1,173.7 |
|
| S4 |
1,155.5 |
1,159.1 |
1,172.0 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,306.3 |
1,280.2 |
1,193.2 |
|
| R3 |
1,264.3 |
1,238.2 |
1,181.7 |
|
| R2 |
1,222.3 |
1,222.3 |
1,177.8 |
|
| R1 |
1,196.2 |
1,196.2 |
1,174.0 |
1,188.3 |
| PP |
1,180.3 |
1,180.3 |
1,180.3 |
1,176.3 |
| S1 |
1,154.2 |
1,154.2 |
1,166.3 |
1,146.3 |
| S2 |
1,138.3 |
1,138.3 |
1,162.4 |
|
| S3 |
1,096.3 |
1,112.2 |
1,158.6 |
|
| S4 |
1,054.3 |
1,070.2 |
1,147.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,197.5 |
1,164.4 |
33.1 |
2.8% |
12.0 |
1.0% |
34% |
False |
False |
2,962 |
| 10 |
1,210.2 |
1,164.4 |
45.8 |
3.9% |
12.7 |
1.1% |
24% |
False |
False |
3,823 |
| 20 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
13.5 |
1.2% |
16% |
False |
False |
3,808 |
| 40 |
1,234.0 |
1,164.4 |
69.6 |
5.9% |
14.1 |
1.2% |
16% |
False |
False |
3,181 |
| 60 |
1,234.0 |
1,145.5 |
88.5 |
7.5% |
14.1 |
1.2% |
34% |
False |
False |
2,920 |
| 80 |
1,237.9 |
1,145.5 |
92.4 |
7.9% |
14.3 |
1.2% |
32% |
False |
False |
2,663 |
| 100 |
1,309.5 |
1,145.5 |
164.0 |
14.0% |
15.7 |
1.3% |
18% |
False |
False |
2,473 |
| 120 |
1,309.5 |
1,145.5 |
164.0 |
14.0% |
15.7 |
1.3% |
18% |
False |
False |
2,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,204.7 |
|
2.618 |
1,194.3 |
|
1.618 |
1,187.9 |
|
1.000 |
1,183.9 |
|
0.618 |
1,181.5 |
|
HIGH |
1,177.5 |
|
0.618 |
1,175.1 |
|
0.500 |
1,174.3 |
|
0.382 |
1,173.5 |
|
LOW |
1,171.1 |
|
0.618 |
1,167.1 |
|
1.000 |
1,164.7 |
|
1.618 |
1,160.7 |
|
2.618 |
1,154.3 |
|
4.250 |
1,143.9 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,175.1 |
1,176.2 |
| PP |
1,174.7 |
1,176.0 |
| S1 |
1,174.3 |
1,175.7 |
|