| 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 |
11,020.0 |
10,976.5 |
-43.5 |
-0.4% |
11,499.0 |
| High |
11,072.0 |
11,306.5 |
234.5 |
2.1% |
11,518.5 |
| Low |
10,861.0 |
10,936.5 |
75.5 |
0.7% |
11,139.5 |
| Close |
10,986.5 |
11,276.5 |
290.0 |
2.6% |
11,214.5 |
| Range |
211.0 |
370.0 |
159.0 |
75.4% |
379.0 |
| ATR |
235.5 |
245.1 |
9.6 |
4.1% |
0.0 |
| Volume |
132,442 |
122,296 |
-10,146 |
-7.7% |
567,879 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,283.2 |
12,149.8 |
11,480.0 |
|
| R3 |
11,913.2 |
11,779.8 |
11,378.3 |
|
| R2 |
11,543.2 |
11,543.2 |
11,344.3 |
|
| R1 |
11,409.8 |
11,409.8 |
11,310.4 |
11,476.5 |
| PP |
11,173.2 |
11,173.2 |
11,173.2 |
11,206.5 |
| S1 |
11,039.8 |
11,039.8 |
11,242.6 |
11,106.5 |
| S2 |
10,803.2 |
10,803.2 |
11,208.7 |
|
| S3 |
10,433.2 |
10,669.8 |
11,174.8 |
|
| S4 |
10,063.2 |
10,299.8 |
11,073.0 |
|
|
| 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 |
11,453.5 |
10,861.0 |
592.5 |
5.3% |
246.5 |
2.2% |
70% |
False |
False |
121,211 |
| 10 |
11,779.0 |
10,861.0 |
918.0 |
8.1% |
233.1 |
2.1% |
45% |
False |
False |
113,374 |
| 20 |
11,938.0 |
10,861.0 |
1,077.0 |
9.6% |
231.9 |
2.1% |
39% |
False |
False |
103,433 |
| 40 |
12,376.5 |
10,861.0 |
1,515.5 |
13.4% |
251.1 |
2.2% |
27% |
False |
False |
113,949 |
| 60 |
12,429.5 |
10,861.0 |
1,568.5 |
13.9% |
233.6 |
2.1% |
26% |
False |
False |
108,236 |
| 80 |
12,429.5 |
10,757.0 |
1,672.5 |
14.8% |
210.8 |
1.9% |
31% |
False |
False |
82,085 |
| 100 |
12,429.5 |
9,645.0 |
2,784.5 |
24.7% |
207.2 |
1.8% |
59% |
False |
False |
65,819 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
28.2% |
206.2 |
1.8% |
64% |
False |
False |
54,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,879.0 |
|
2.618 |
12,275.2 |
|
1.618 |
11,905.2 |
|
1.000 |
11,676.5 |
|
0.618 |
11,535.2 |
|
HIGH |
11,306.5 |
|
0.618 |
11,165.2 |
|
0.500 |
11,121.5 |
|
0.382 |
11,077.8 |
|
LOW |
10,936.5 |
|
0.618 |
10,707.8 |
|
1.000 |
10,566.5 |
|
1.618 |
10,337.8 |
|
2.618 |
9,967.8 |
|
4.250 |
9,364.0 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,224.8 |
11,212.3 |
| PP |
11,173.2 |
11,148.0 |
| S1 |
11,121.5 |
11,083.8 |
|