| 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 |
2,080.00 |
2,080.75 |
0.75 |
0.0% |
2,107.00 |
| High |
2,084.75 |
2,108.00 |
23.25 |
1.1% |
2,120.75 |
| Low |
2,068.75 |
2,080.00 |
11.25 |
0.5% |
2,083.50 |
| Close |
2,080.00 |
2,107.00 |
27.00 |
1.3% |
2,092.25 |
| Range |
16.00 |
28.00 |
12.00 |
75.0% |
37.25 |
| ATR |
19.46 |
20.07 |
0.61 |
3.1% |
0.00 |
| Volume |
1,449,695 |
1,665,519 |
215,824 |
14.9% |
7,274,568 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.25 |
2,172.75 |
2,122.50 |
|
| R3 |
2,154.25 |
2,144.75 |
2,114.75 |
|
| R2 |
2,126.25 |
2,126.25 |
2,112.25 |
|
| R1 |
2,116.75 |
2,116.75 |
2,109.50 |
2,121.50 |
| PP |
2,098.25 |
2,098.25 |
2,098.25 |
2,100.75 |
| S1 |
2,088.75 |
2,088.75 |
2,104.50 |
2,093.50 |
| S2 |
2,070.25 |
2,070.25 |
2,101.75 |
|
| S3 |
2,042.25 |
2,060.75 |
2,099.25 |
|
| S4 |
2,014.25 |
2,032.75 |
2,091.50 |
|
|
| 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 |
2,116.50 |
2,068.75 |
47.75 |
2.3% |
21.00 |
1.0% |
80% |
False |
False |
1,516,815 |
| 10 |
2,122.75 |
2,068.75 |
54.00 |
2.6% |
19.25 |
0.9% |
71% |
False |
False |
1,445,523 |
| 20 |
2,134.00 |
2,068.75 |
65.25 |
3.1% |
18.25 |
0.9% |
59% |
False |
False |
1,264,770 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.75 |
1.0% |
65% |
False |
False |
1,305,742 |
| 60 |
2,134.00 |
2,033.25 |
100.75 |
4.8% |
21.75 |
1.0% |
73% |
False |
False |
1,320,491 |
| 80 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
21.00 |
1.0% |
74% |
False |
False |
1,052,746 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
23.00 |
1.1% |
84% |
False |
False |
842,857 |
| 120 |
2,134.00 |
1,959.00 |
175.00 |
8.3% |
24.00 |
1.1% |
85% |
False |
False |
702,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,227.00 |
|
2.618 |
2,181.25 |
|
1.618 |
2,153.25 |
|
1.000 |
2,136.00 |
|
0.618 |
2,125.25 |
|
HIGH |
2,108.00 |
|
0.618 |
2,097.25 |
|
0.500 |
2,094.00 |
|
0.382 |
2,090.75 |
|
LOW |
2,080.00 |
|
0.618 |
2,062.75 |
|
1.000 |
2,052.00 |
|
1.618 |
2,034.75 |
|
2.618 |
2,006.75 |
|
4.250 |
1,961.00 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,102.75 |
2,100.75 |
| PP |
2,098.25 |
2,094.50 |
| S1 |
2,094.00 |
2,088.50 |
|