| 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 |
10,976.5 |
11,260.5 |
284.0 |
2.6% |
11,499.0 |
| High |
11,306.5 |
11,454.0 |
147.5 |
1.3% |
11,518.5 |
| Low |
10,936.5 |
11,238.0 |
301.5 |
2.8% |
11,139.5 |
| Close |
11,276.5 |
11,319.5 |
43.0 |
0.4% |
11,214.5 |
| Range |
370.0 |
216.0 |
-154.0 |
-41.6% |
379.0 |
| ATR |
245.1 |
243.1 |
-2.1 |
-0.8% |
0.0 |
| Volume |
122,296 |
122,296 |
0 |
0.0% |
567,879 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,985.2 |
11,868.3 |
11,438.3 |
|
| R3 |
11,769.2 |
11,652.3 |
11,378.9 |
|
| R2 |
11,553.2 |
11,553.2 |
11,359.1 |
|
| R1 |
11,436.3 |
11,436.3 |
11,339.3 |
11,494.8 |
| PP |
11,337.2 |
11,337.2 |
11,337.2 |
11,366.4 |
| S1 |
11,220.3 |
11,220.3 |
11,299.7 |
11,278.8 |
| S2 |
11,121.2 |
11,121.2 |
11,279.9 |
|
| S3 |
10,905.2 |
11,004.3 |
11,260.1 |
|
| S4 |
10,689.2 |
10,788.3 |
11,200.7 |
|
|
| 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 |
11,454.0 |
10,861.0 |
593.0 |
5.2% |
236.2 |
2.1% |
77% |
True |
False |
124,462 |
| 10 |
11,722.0 |
10,861.0 |
861.0 |
7.6% |
237.6 |
2.1% |
53% |
False |
False |
117,631 |
| 20 |
11,938.0 |
10,861.0 |
1,077.0 |
9.5% |
227.5 |
2.0% |
43% |
False |
False |
104,486 |
| 40 |
12,361.0 |
10,861.0 |
1,500.0 |
13.3% |
252.4 |
2.2% |
31% |
False |
False |
114,964 |
| 60 |
12,429.5 |
10,861.0 |
1,568.5 |
13.9% |
235.6 |
2.1% |
29% |
False |
False |
109,810 |
| 80 |
12,429.5 |
10,782.5 |
1,647.0 |
14.6% |
210.6 |
1.9% |
33% |
False |
False |
83,609 |
| 100 |
12,429.5 |
9,960.0 |
2,469.5 |
21.8% |
205.0 |
1.8% |
55% |
False |
False |
67,024 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
28.1% |
207.1 |
1.8% |
65% |
False |
False |
55,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,372.0 |
|
2.618 |
12,019.5 |
|
1.618 |
11,803.5 |
|
1.000 |
11,670.0 |
|
0.618 |
11,587.5 |
|
HIGH |
11,454.0 |
|
0.618 |
11,371.5 |
|
0.500 |
11,346.0 |
|
0.382 |
11,320.5 |
|
LOW |
11,238.0 |
|
0.618 |
11,104.5 |
|
1.000 |
11,022.0 |
|
1.618 |
10,888.5 |
|
2.618 |
10,672.5 |
|
4.250 |
10,320.0 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,346.0 |
11,265.5 |
| PP |
11,337.2 |
11,211.5 |
| S1 |
11,328.3 |
11,157.5 |
|