| 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 |
1,172.9 |
1,176.1 |
3.2 |
0.3% |
1,190.6 |
| High |
1,180.3 |
1,190.1 |
9.8 |
0.8% |
1,204.0 |
| Low |
1,172.7 |
1,175.6 |
2.9 |
0.2% |
1,164.0 |
| Close |
1,177.3 |
1,186.1 |
8.8 |
0.7% |
1,167.8 |
| Range |
7.6 |
14.5 |
6.9 |
90.8% |
40.0 |
| ATR |
13.7 |
13.7 |
0.1 |
0.4% |
0.0 |
| Volume |
144 |
295 |
151 |
104.9% |
3,706 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,227.4 |
1,221.3 |
1,194.1 |
|
| R3 |
1,212.9 |
1,206.8 |
1,190.1 |
|
| R2 |
1,198.4 |
1,198.4 |
1,188.8 |
|
| R1 |
1,192.3 |
1,192.3 |
1,187.4 |
1,195.4 |
| PP |
1,183.9 |
1,183.9 |
1,183.9 |
1,185.5 |
| S1 |
1,177.8 |
1,177.8 |
1,184.8 |
1,180.9 |
| S2 |
1,169.4 |
1,169.4 |
1,183.4 |
|
| S3 |
1,154.9 |
1,163.3 |
1,182.1 |
|
| S4 |
1,140.4 |
1,148.8 |
1,178.1 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.6 |
1,273.2 |
1,189.8 |
|
| R3 |
1,258.6 |
1,233.2 |
1,178.8 |
|
| R2 |
1,218.6 |
1,218.6 |
1,175.1 |
|
| R1 |
1,193.2 |
1,193.2 |
1,171.5 |
1,185.9 |
| PP |
1,178.6 |
1,178.6 |
1,178.6 |
1,175.0 |
| S1 |
1,153.2 |
1,153.2 |
1,164.1 |
1,145.9 |
| S2 |
1,138.6 |
1,138.6 |
1,160.5 |
|
| S3 |
1,098.6 |
1,113.2 |
1,156.8 |
|
| S4 |
1,058.6 |
1,073.2 |
1,145.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,190.1 |
1,164.0 |
26.1 |
2.2% |
10.9 |
0.9% |
85% |
True |
False |
289 |
| 10 |
1,204.0 |
1,164.0 |
40.0 |
3.4% |
11.7 |
1.0% |
55% |
False |
False |
6,177 |
| 20 |
1,232.0 |
1,164.0 |
68.0 |
5.7% |
13.7 |
1.2% |
33% |
False |
False |
88,483 |
| 40 |
1,232.0 |
1,164.0 |
68.0 |
5.7% |
15.0 |
1.3% |
33% |
False |
False |
113,571 |
| 60 |
1,232.0 |
1,142.4 |
89.6 |
7.6% |
15.4 |
1.3% |
49% |
False |
False |
104,582 |
| 80 |
1,236.0 |
1,142.4 |
93.6 |
7.9% |
15.7 |
1.3% |
47% |
False |
False |
81,093 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
16.9 |
1.4% |
26% |
False |
False |
65,798 |
| 120 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
17.2 |
1.5% |
26% |
False |
False |
55,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,251.7 |
|
2.618 |
1,228.1 |
|
1.618 |
1,213.6 |
|
1.000 |
1,204.6 |
|
0.618 |
1,199.1 |
|
HIGH |
1,190.1 |
|
0.618 |
1,184.6 |
|
0.500 |
1,182.9 |
|
0.382 |
1,181.1 |
|
LOW |
1,175.6 |
|
0.618 |
1,166.6 |
|
1.000 |
1,161.1 |
|
1.618 |
1,152.1 |
|
2.618 |
1,137.6 |
|
4.250 |
1,114.0 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,185.0 |
1,183.9 |
| PP |
1,183.9 |
1,181.8 |
| S1 |
1,182.9 |
1,179.6 |
|