| 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 |
2,098.75 |
2,092.00 |
-6.75 |
-0.3% |
2,107.00 |
| High |
2,102.75 |
2,093.25 |
-9.50 |
-0.5% |
2,120.75 |
| Low |
2,083.50 |
2,076.25 |
-7.25 |
-0.3% |
2,083.50 |
| Close |
2,092.25 |
2,078.25 |
-14.00 |
-0.7% |
2,092.25 |
| Range |
19.25 |
17.00 |
-2.25 |
-11.7% |
37.25 |
| ATR |
19.94 |
19.73 |
-0.21 |
-1.1% |
0.00 |
| Volume |
1,460,654 |
1,290,922 |
-169,732 |
-11.6% |
7,274,568 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.50 |
2,123.00 |
2,087.50 |
|
| R3 |
2,116.50 |
2,106.00 |
2,083.00 |
|
| R2 |
2,099.50 |
2,099.50 |
2,081.25 |
|
| R1 |
2,089.00 |
2,089.00 |
2,079.75 |
2,085.75 |
| PP |
2,082.50 |
2,082.50 |
2,082.50 |
2,081.00 |
| S1 |
2,072.00 |
2,072.00 |
2,076.75 |
2,068.75 |
| S2 |
2,065.50 |
2,065.50 |
2,075.25 |
|
| S3 |
2,048.50 |
2,055.00 |
2,073.50 |
|
| S4 |
2,031.50 |
2,038.00 |
2,069.00 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.50 |
2,188.75 |
2,112.75 |
|
| R3 |
2,173.25 |
2,151.50 |
2,102.50 |
|
| R2 |
2,136.00 |
2,136.00 |
2,099.00 |
|
| R1 |
2,114.25 |
2,114.25 |
2,095.75 |
2,106.50 |
| PP |
2,098.75 |
2,098.75 |
2,098.75 |
2,095.00 |
| S1 |
2,077.00 |
2,077.00 |
2,088.75 |
2,069.25 |
| S2 |
2,061.50 |
2,061.50 |
2,085.50 |
|
| S3 |
2,024.25 |
2,039.75 |
2,082.00 |
|
| S4 |
1,987.00 |
2,002.50 |
2,071.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,120.75 |
2,076.25 |
44.50 |
2.1% |
19.50 |
0.9% |
4% |
False |
True |
1,445,326 |
| 10 |
2,127.00 |
2,076.25 |
50.75 |
2.4% |
20.25 |
1.0% |
4% |
False |
True |
1,422,022 |
| 20 |
2,134.00 |
2,076.25 |
57.75 |
2.8% |
18.00 |
0.9% |
3% |
False |
True |
1,240,565 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.50 |
1.0% |
28% |
False |
False |
1,286,552 |
| 60 |
2,134.00 |
2,032.50 |
101.50 |
4.9% |
22.00 |
1.1% |
45% |
False |
False |
1,325,711 |
| 80 |
2,134.00 |
2,030.50 |
103.50 |
5.0% |
21.00 |
1.0% |
46% |
False |
False |
1,013,860 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.2% |
23.50 |
1.1% |
67% |
False |
False |
811,770 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.6% |
24.25 |
1.2% |
69% |
False |
False |
676,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.50 |
|
2.618 |
2,137.75 |
|
1.618 |
2,120.75 |
|
1.000 |
2,110.25 |
|
0.618 |
2,103.75 |
|
HIGH |
2,093.25 |
|
0.618 |
2,086.75 |
|
0.500 |
2,084.75 |
|
0.382 |
2,082.75 |
|
LOW |
2,076.25 |
|
0.618 |
2,065.75 |
|
1.000 |
2,059.25 |
|
1.618 |
2,048.75 |
|
2.618 |
2,031.75 |
|
4.250 |
2,004.00 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.75 |
2,096.50 |
| PP |
2,082.50 |
2,090.25 |
| S1 |
2,080.50 |
2,084.25 |
|