| 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 |
1,176.5 |
1,170.8 |
-5.7 |
-0.5% |
1,189.8 |
| High |
1,178.0 |
1,177.1 |
-0.9 |
-0.1% |
1,204.7 |
| Low |
1,162.1 |
1,168.5 |
6.4 |
0.6% |
1,162.1 |
| Close |
1,168.1 |
1,173.6 |
5.5 |
0.5% |
1,168.1 |
| Range |
15.9 |
8.6 |
-7.3 |
-45.9% |
42.6 |
| ATR |
14.9 |
14.5 |
-0.4 |
-2.8% |
0.0 |
| Volume |
150,679 |
107,088 |
-43,591 |
-28.9% |
713,040 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.9 |
1,194.8 |
1,178.3 |
|
| R3 |
1,190.3 |
1,186.2 |
1,176.0 |
|
| R2 |
1,181.7 |
1,181.7 |
1,175.2 |
|
| R1 |
1,177.6 |
1,177.6 |
1,174.4 |
1,179.7 |
| PP |
1,173.1 |
1,173.1 |
1,173.1 |
1,174.1 |
| S1 |
1,169.0 |
1,169.0 |
1,172.8 |
1,171.1 |
| S2 |
1,164.5 |
1,164.5 |
1,172.0 |
|
| S3 |
1,155.9 |
1,160.4 |
1,171.2 |
|
| S4 |
1,147.3 |
1,151.8 |
1,168.9 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,306.1 |
1,279.7 |
1,191.5 |
|
| R3 |
1,263.5 |
1,237.1 |
1,179.8 |
|
| R2 |
1,220.9 |
1,220.9 |
1,175.9 |
|
| R1 |
1,194.5 |
1,194.5 |
1,172.0 |
1,186.4 |
| PP |
1,178.3 |
1,178.3 |
1,178.3 |
1,174.3 |
| S1 |
1,151.9 |
1,151.9 |
1,164.2 |
1,143.8 |
| S2 |
1,135.7 |
1,135.7 |
1,160.3 |
|
| S3 |
1,093.1 |
1,109.3 |
1,156.4 |
|
| S4 |
1,050.5 |
1,066.7 |
1,144.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,196.4 |
1,162.1 |
34.3 |
2.9% |
13.2 |
1.1% |
34% |
False |
False |
129,776 |
| 10 |
1,208.9 |
1,162.1 |
46.8 |
4.0% |
13.8 |
1.2% |
25% |
False |
False |
131,679 |
| 20 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.5 |
1.2% |
16% |
False |
False |
78,415 |
| 40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
15.0 |
1.3% |
16% |
False |
False |
41,924 |
| 60 |
1,232.8 |
1,143.8 |
89.0 |
7.6% |
14.8 |
1.3% |
33% |
False |
False |
29,018 |
| 80 |
1,235.7 |
1,143.8 |
91.9 |
7.8% |
14.7 |
1.3% |
32% |
False |
False |
22,299 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.6 |
1.3% |
18% |
False |
False |
18,124 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.1 |
1.3% |
18% |
False |
False |
15,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,213.7 |
|
2.618 |
1,199.6 |
|
1.618 |
1,191.0 |
|
1.000 |
1,185.7 |
|
0.618 |
1,182.4 |
|
HIGH |
1,177.1 |
|
0.618 |
1,173.8 |
|
0.500 |
1,172.8 |
|
0.382 |
1,171.8 |
|
LOW |
1,168.5 |
|
0.618 |
1,163.2 |
|
1.000 |
1,159.9 |
|
1.618 |
1,154.6 |
|
2.618 |
1,146.0 |
|
4.250 |
1,132.0 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,173.3 |
1,174.4 |
| PP |
1,173.1 |
1,174.1 |
| S1 |
1,172.8 |
1,173.9 |
|