| 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 |
11,255.0 |
11,201.5 |
-53.5 |
-0.5% |
11,499.0 |
| High |
11,291.0 |
11,224.0 |
-67.0 |
-0.6% |
11,518.5 |
| Low |
11,139.5 |
10,991.5 |
-148.0 |
-1.3% |
11,139.5 |
| Close |
11,214.5 |
11,086.0 |
-128.5 |
-1.1% |
11,214.5 |
| Range |
151.5 |
232.5 |
81.0 |
53.5% |
379.0 |
| ATR |
236.6 |
236.3 |
-0.3 |
-0.1% |
0.0 |
| Volume |
112,838 |
132,442 |
19,604 |
17.4% |
567,879 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,798.0 |
11,674.5 |
11,213.9 |
|
| R3 |
11,565.5 |
11,442.0 |
11,149.9 |
|
| R2 |
11,333.0 |
11,333.0 |
11,128.6 |
|
| R1 |
11,209.5 |
11,209.5 |
11,107.3 |
11,155.0 |
| PP |
11,100.5 |
11,100.5 |
11,100.5 |
11,073.3 |
| S1 |
10,977.0 |
10,977.0 |
11,064.7 |
10,922.5 |
| S2 |
10,868.0 |
10,868.0 |
11,043.4 |
|
| S3 |
10,635.5 |
10,744.5 |
11,022.1 |
|
| S4 |
10,403.0 |
10,512.0 |
10,958.1 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,427.8 |
12,200.2 |
11,423.0 |
|
| R3 |
12,048.8 |
11,821.2 |
11,318.7 |
|
| R2 |
11,669.8 |
11,669.8 |
11,284.0 |
|
| R1 |
11,442.2 |
11,442.2 |
11,249.2 |
11,366.5 |
| PP |
11,290.8 |
11,290.8 |
11,290.8 |
11,253.0 |
| S1 |
11,063.2 |
11,063.2 |
11,179.8 |
10,987.5 |
| S2 |
10,911.8 |
10,911.8 |
11,145.0 |
|
| S3 |
10,532.8 |
10,684.2 |
11,110.3 |
|
| S4 |
10,153.8 |
10,305.2 |
11,006.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,518.5 |
10,991.5 |
527.0 |
4.8% |
218.3 |
2.0% |
18% |
False |
True |
117,380 |
| 10 |
11,938.0 |
10,991.5 |
946.5 |
8.5% |
229.7 |
2.1% |
10% |
False |
True |
106,333 |
| 20 |
11,938.0 |
10,991.5 |
946.5 |
8.5% |
222.4 |
2.0% |
10% |
False |
True |
103,554 |
| 40 |
12,429.5 |
10,991.5 |
1,438.0 |
13.0% |
244.5 |
2.2% |
7% |
False |
True |
112,348 |
| 60 |
12,429.5 |
10,991.5 |
1,438.0 |
13.0% |
232.1 |
2.1% |
7% |
False |
True |
104,817 |
| 80 |
12,429.5 |
10,622.5 |
1,807.0 |
16.3% |
207.1 |
1.9% |
26% |
False |
False |
78,907 |
| 100 |
12,429.5 |
9,645.0 |
2,784.5 |
25.1% |
205.3 |
1.9% |
52% |
False |
False |
63,280 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
28.7% |
203.5 |
1.8% |
58% |
False |
False |
52,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,212.1 |
|
2.618 |
11,832.7 |
|
1.618 |
11,600.2 |
|
1.000 |
11,456.5 |
|
0.618 |
11,367.7 |
|
HIGH |
11,224.0 |
|
0.618 |
11,135.2 |
|
0.500 |
11,107.8 |
|
0.382 |
11,080.3 |
|
LOW |
10,991.5 |
|
0.618 |
10,847.8 |
|
1.000 |
10,759.0 |
|
1.618 |
10,615.3 |
|
2.618 |
10,382.8 |
|
4.250 |
10,003.4 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,107.8 |
11,222.5 |
| PP |
11,100.5 |
11,177.0 |
| S1 |
11,093.3 |
11,131.5 |
|