| 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 |
3,452.0 |
3,441.0 |
-11.0 |
-0.3% |
3,589.0 |
| High |
3,475.0 |
3,542.0 |
67.0 |
1.9% |
3,618.0 |
| Low |
3,407.0 |
3,428.0 |
21.0 |
0.6% |
3,488.0 |
| Close |
3,451.0 |
3,527.0 |
76.0 |
2.2% |
3,509.0 |
| Range |
68.0 |
114.0 |
46.0 |
67.6% |
130.0 |
| ATR |
71.0 |
74.1 |
3.1 |
4.3% |
0.0 |
| Volume |
1,348,893 |
1,565,542 |
216,649 |
16.1% |
5,693,435 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,841.0 |
3,798.0 |
3,589.7 |
|
| R3 |
3,727.0 |
3,684.0 |
3,558.4 |
|
| R2 |
3,613.0 |
3,613.0 |
3,547.9 |
|
| R1 |
3,570.0 |
3,570.0 |
3,537.5 |
3,591.5 |
| PP |
3,499.0 |
3,499.0 |
3,499.0 |
3,509.8 |
| S1 |
3,456.0 |
3,456.0 |
3,516.6 |
3,477.5 |
| S2 |
3,385.0 |
3,385.0 |
3,506.1 |
|
| S3 |
3,271.0 |
3,342.0 |
3,495.7 |
|
| S4 |
3,157.0 |
3,228.0 |
3,464.3 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,928.3 |
3,848.7 |
3,580.5 |
|
| R3 |
3,798.3 |
3,718.7 |
3,544.8 |
|
| R2 |
3,668.3 |
3,668.3 |
3,532.8 |
|
| R1 |
3,588.7 |
3,588.7 |
3,520.9 |
3,563.5 |
| PP |
3,538.3 |
3,538.3 |
3,538.3 |
3,525.8 |
| S1 |
3,458.7 |
3,458.7 |
3,497.1 |
3,433.5 |
| S2 |
3,408.3 |
3,408.3 |
3,485.2 |
|
| S3 |
3,278.3 |
3,328.7 |
3,473.3 |
|
| S4 |
3,148.3 |
3,198.7 |
3,437.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,592.0 |
3,407.0 |
185.0 |
5.2% |
79.0 |
2.2% |
65% |
False |
False |
1,278,996 |
| 10 |
3,667.0 |
3,407.0 |
260.0 |
7.4% |
74.2 |
2.1% |
46% |
False |
False |
1,170,300 |
| 20 |
3,684.0 |
3,407.0 |
277.0 |
7.9% |
70.1 |
2.0% |
43% |
False |
False |
1,041,063 |
| 40 |
3,758.0 |
3,407.0 |
351.0 |
10.0% |
72.9 |
2.1% |
34% |
False |
False |
1,111,034 |
| 60 |
3,769.0 |
3,407.0 |
362.0 |
10.3% |
65.3 |
1.9% |
33% |
False |
False |
1,082,672 |
| 80 |
3,769.0 |
3,295.0 |
474.0 |
13.4% |
61.1 |
1.7% |
49% |
False |
False |
825,783 |
| 100 |
3,769.0 |
2,942.0 |
827.0 |
23.4% |
61.9 |
1.8% |
71% |
False |
False |
660,918 |
| 120 |
3,769.0 |
2,848.0 |
921.0 |
26.1% |
63.4 |
1.8% |
74% |
False |
False |
550,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,026.5 |
|
2.618 |
3,840.5 |
|
1.618 |
3,726.5 |
|
1.000 |
3,656.0 |
|
0.618 |
3,612.5 |
|
HIGH |
3,542.0 |
|
0.618 |
3,498.5 |
|
0.500 |
3,485.0 |
|
0.382 |
3,471.5 |
|
LOW |
3,428.0 |
|
0.618 |
3,357.5 |
|
1.000 |
3,314.0 |
|
1.618 |
3,243.5 |
|
2.618 |
3,129.5 |
|
4.250 |
2,943.5 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,513.0 |
3,509.5 |
| PP |
3,499.0 |
3,492.0 |
| S1 |
3,485.0 |
3,474.5 |
|