| 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 |
2,080.75 |
2,106.00 |
25.25 |
1.2% |
2,107.00 |
| High |
2,108.00 |
2,114.75 |
6.75 |
0.3% |
2,120.75 |
| Low |
2,080.00 |
2,103.25 |
23.25 |
1.1% |
2,083.50 |
| Close |
2,107.00 |
2,109.25 |
2.25 |
0.1% |
2,092.25 |
| Range |
28.00 |
11.50 |
-16.50 |
-58.9% |
37.25 |
| ATR |
20.07 |
19.46 |
-0.61 |
-3.1% |
0.00 |
| Volume |
1,665,519 |
1,480,514 |
-185,005 |
-11.1% |
7,274,568 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.50 |
2,138.00 |
2,115.50 |
|
| R3 |
2,132.00 |
2,126.50 |
2,112.50 |
|
| R2 |
2,120.50 |
2,120.50 |
2,111.25 |
|
| R1 |
2,115.00 |
2,115.00 |
2,110.25 |
2,117.75 |
| PP |
2,109.00 |
2,109.00 |
2,109.00 |
2,110.50 |
| S1 |
2,103.50 |
2,103.50 |
2,108.25 |
2,106.25 |
| S2 |
2,097.50 |
2,097.50 |
2,107.25 |
|
| S3 |
2,086.00 |
2,092.00 |
2,106.00 |
|
| S4 |
2,074.50 |
2,080.50 |
2,103.00 |
|
|
| 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 |
2,114.75 |
2,068.75 |
46.00 |
2.2% |
18.25 |
0.9% |
88% |
True |
False |
1,469,460 |
| 10 |
2,122.75 |
2,068.75 |
54.00 |
2.6% |
19.00 |
0.9% |
75% |
False |
False |
1,485,338 |
| 20 |
2,134.00 |
2,068.75 |
65.25 |
3.1% |
18.00 |
0.9% |
62% |
False |
False |
1,271,729 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.75 |
1.0% |
68% |
False |
False |
1,316,622 |
| 60 |
2,134.00 |
2,033.25 |
100.75 |
4.8% |
21.75 |
1.0% |
75% |
False |
False |
1,315,303 |
| 80 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
21.00 |
1.0% |
76% |
False |
False |
1,071,225 |
| 100 |
2,134.00 |
1,966.00 |
168.00 |
8.0% |
22.75 |
1.1% |
85% |
False |
False |
857,590 |
| 120 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
23.75 |
1.1% |
85% |
False |
False |
715,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.50 |
|
2.618 |
2,144.75 |
|
1.618 |
2,133.25 |
|
1.000 |
2,126.25 |
|
0.618 |
2,121.75 |
|
HIGH |
2,114.75 |
|
0.618 |
2,110.25 |
|
0.500 |
2,109.00 |
|
0.382 |
2,107.75 |
|
LOW |
2,103.25 |
|
0.618 |
2,096.25 |
|
1.000 |
2,091.75 |
|
1.618 |
2,084.75 |
|
2.618 |
2,073.25 |
|
4.250 |
2,054.50 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,109.25 |
2,103.50 |
| PP |
2,109.00 |
2,097.50 |
| S1 |
2,109.00 |
2,091.75 |
|