| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3,441.0 |
3,522.0 |
81.0 |
2.4% |
3,589.0 |
| High |
3,542.0 |
3,590.0 |
48.0 |
1.4% |
3,618.0 |
| Low |
3,428.0 |
3,512.0 |
84.0 |
2.5% |
3,488.0 |
| Close |
3,527.0 |
3,549.0 |
22.0 |
0.6% |
3,509.0 |
| Range |
114.0 |
78.0 |
-36.0 |
-31.6% |
130.0 |
| ATR |
74.1 |
74.4 |
0.3 |
0.4% |
0.0 |
| Volume |
1,565,542 |
1,554,010 |
-11,532 |
-0.7% |
5,693,435 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,784.3 |
3,744.7 |
3,591.9 |
|
| R3 |
3,706.3 |
3,666.7 |
3,570.5 |
|
| R2 |
3,628.3 |
3,628.3 |
3,563.3 |
|
| R1 |
3,588.7 |
3,588.7 |
3,556.2 |
3,608.5 |
| PP |
3,550.3 |
3,550.3 |
3,550.3 |
3,560.3 |
| S1 |
3,510.7 |
3,510.7 |
3,541.9 |
3,530.5 |
| S2 |
3,472.3 |
3,472.3 |
3,534.7 |
|
| S3 |
3,394.3 |
3,432.7 |
3,527.6 |
|
| S4 |
3,316.3 |
3,354.7 |
3,506.1 |
|
|
| 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 |
3,590.0 |
3,407.0 |
183.0 |
5.2% |
76.8 |
2.2% |
78% |
True |
False |
1,369,471 |
| 10 |
3,659.0 |
3,407.0 |
252.0 |
7.1% |
76.9 |
2.2% |
56% |
False |
False |
1,244,599 |
| 20 |
3,684.0 |
3,407.0 |
277.0 |
7.8% |
70.1 |
2.0% |
51% |
False |
False |
1,066,202 |
| 40 |
3,753.0 |
3,407.0 |
346.0 |
9.7% |
73.4 |
2.1% |
41% |
False |
False |
1,130,518 |
| 60 |
3,769.0 |
3,407.0 |
362.0 |
10.2% |
66.2 |
1.9% |
39% |
False |
False |
1,098,547 |
| 80 |
3,769.0 |
3,310.0 |
459.0 |
12.9% |
61.2 |
1.7% |
52% |
False |
False |
845,206 |
| 100 |
3,769.0 |
3,057.0 |
712.0 |
20.1% |
61.2 |
1.7% |
69% |
False |
False |
676,452 |
| 120 |
3,769.0 |
2,848.0 |
921.0 |
26.0% |
63.9 |
1.8% |
76% |
False |
False |
563,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,921.5 |
|
2.618 |
3,794.2 |
|
1.618 |
3,716.2 |
|
1.000 |
3,668.0 |
|
0.618 |
3,638.2 |
|
HIGH |
3,590.0 |
|
0.618 |
3,560.2 |
|
0.500 |
3,551.0 |
|
0.382 |
3,541.8 |
|
LOW |
3,512.0 |
|
0.618 |
3,463.8 |
|
1.000 |
3,434.0 |
|
1.618 |
3,385.8 |
|
2.618 |
3,307.8 |
|
4.250 |
3,180.5 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,551.0 |
3,532.2 |
| PP |
3,550.3 |
3,515.3 |
| S1 |
3,549.7 |
3,498.5 |
|