| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,201.5 |
11,020.0 |
-181.5 |
-1.6% |
11,499.0 |
| High |
11,224.0 |
11,072.0 |
-152.0 |
-1.4% |
11,518.5 |
| Low |
10,991.5 |
10,861.0 |
-130.5 |
-1.2% |
11,139.5 |
| Close |
11,086.0 |
10,986.5 |
-99.5 |
-0.9% |
11,214.5 |
| Range |
232.5 |
211.0 |
-21.5 |
-9.2% |
379.0 |
| ATR |
236.3 |
235.5 |
-0.8 |
-0.3% |
0.0 |
| Volume |
132,442 |
132,442 |
0 |
0.0% |
567,879 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,606.2 |
11,507.3 |
11,102.6 |
|
| R3 |
11,395.2 |
11,296.3 |
11,044.5 |
|
| R2 |
11,184.2 |
11,184.2 |
11,025.2 |
|
| R1 |
11,085.3 |
11,085.3 |
11,005.8 |
11,029.3 |
| PP |
10,973.2 |
10,973.2 |
10,973.2 |
10,945.1 |
| S1 |
10,874.3 |
10,874.3 |
10,967.2 |
10,818.3 |
| S2 |
10,762.2 |
10,762.2 |
10,947.8 |
|
| S3 |
10,551.2 |
10,663.3 |
10,928.5 |
|
| S4 |
10,340.2 |
10,452.3 |
10,870.5 |
|
|
| 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 |
10,861.0 |
657.5 |
6.0% |
216.6 |
2.0% |
19% |
False |
True |
122,004 |
| 10 |
11,803.5 |
10,861.0 |
942.5 |
8.6% |
216.2 |
2.0% |
13% |
False |
True |
109,117 |
| 20 |
11,938.0 |
10,861.0 |
1,077.0 |
9.8% |
227.0 |
2.1% |
12% |
False |
True |
103,747 |
| 40 |
12,426.5 |
10,861.0 |
1,565.5 |
14.2% |
244.9 |
2.2% |
8% |
False |
True |
113,573 |
| 60 |
12,429.5 |
10,861.0 |
1,568.5 |
14.3% |
232.8 |
2.1% |
8% |
False |
True |
106,892 |
| 80 |
12,429.5 |
10,716.0 |
1,713.5 |
15.6% |
207.2 |
1.9% |
16% |
False |
False |
80,558 |
| 100 |
12,429.5 |
9,645.0 |
2,784.5 |
25.3% |
205.3 |
1.9% |
48% |
False |
False |
64,600 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
28.9% |
204.2 |
1.9% |
55% |
False |
False |
53,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,968.8 |
|
2.618 |
11,624.4 |
|
1.618 |
11,413.4 |
|
1.000 |
11,283.0 |
|
0.618 |
11,202.4 |
|
HIGH |
11,072.0 |
|
0.618 |
10,991.4 |
|
0.500 |
10,966.5 |
|
0.382 |
10,941.6 |
|
LOW |
10,861.0 |
|
0.618 |
10,730.6 |
|
1.000 |
10,650.0 |
|
1.618 |
10,519.6 |
|
2.618 |
10,308.6 |
|
4.250 |
9,964.3 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,979.8 |
11,076.0 |
| PP |
10,973.2 |
11,046.2 |
| S1 |
10,966.5 |
11,016.3 |
|