| 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 |
1,175.8 |
1,185.7 |
9.9 |
0.8% |
1,189.8 |
| High |
1,191.8 |
1,187.4 |
-4.4 |
-0.4% |
1,204.7 |
| Low |
1,174.3 |
1,174.9 |
0.6 |
0.1% |
1,162.1 |
| Close |
1,186.6 |
1,180.4 |
-6.2 |
-0.5% |
1,168.1 |
| Range |
17.5 |
12.5 |
-5.0 |
-28.6% |
42.6 |
| ATR |
14.5 |
14.3 |
-0.1 |
-1.0% |
0.0 |
| Volume |
124,680 |
114,926 |
-9,754 |
-7.8% |
713,040 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,218.4 |
1,211.9 |
1,187.3 |
|
| R3 |
1,205.9 |
1,199.4 |
1,183.8 |
|
| R2 |
1,193.4 |
1,193.4 |
1,182.7 |
|
| R1 |
1,186.9 |
1,186.9 |
1,181.5 |
1,183.9 |
| PP |
1,180.9 |
1,180.9 |
1,180.9 |
1,179.4 |
| S1 |
1,174.4 |
1,174.4 |
1,179.3 |
1,171.4 |
| S2 |
1,168.4 |
1,168.4 |
1,178.1 |
|
| S3 |
1,155.9 |
1,161.9 |
1,177.0 |
|
| S4 |
1,143.4 |
1,149.4 |
1,173.5 |
|
|
| 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 |
1,191.8 |
1,162.1 |
29.7 |
2.5% |
13.0 |
1.1% |
62% |
False |
False |
117,800 |
| 10 |
1,204.7 |
1,162.1 |
42.6 |
3.6% |
13.5 |
1.1% |
43% |
False |
False |
125,353 |
| 20 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
13.7 |
1.2% |
26% |
False |
False |
90,659 |
| 40 |
1,232.8 |
1,162.1 |
70.7 |
6.0% |
14.9 |
1.3% |
26% |
False |
False |
50,043 |
| 60 |
1,232.8 |
1,146.9 |
85.9 |
7.3% |
14.9 |
1.3% |
39% |
False |
False |
34,397 |
| 80 |
1,232.8 |
1,143.8 |
89.0 |
7.5% |
14.6 |
1.2% |
41% |
False |
False |
26,385 |
| 100 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.2 |
1.3% |
22% |
False |
False |
21,395 |
| 120 |
1,309.0 |
1,143.8 |
165.2 |
14.0% |
15.2 |
1.3% |
22% |
False |
False |
17,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,240.5 |
|
2.618 |
1,220.1 |
|
1.618 |
1,207.6 |
|
1.000 |
1,199.9 |
|
0.618 |
1,195.1 |
|
HIGH |
1,187.4 |
|
0.618 |
1,182.6 |
|
0.500 |
1,181.2 |
|
0.382 |
1,179.7 |
|
LOW |
1,174.9 |
|
0.618 |
1,167.2 |
|
1.000 |
1,162.4 |
|
1.618 |
1,154.7 |
|
2.618 |
1,142.2 |
|
4.250 |
1,121.8 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.2 |
1,181.8 |
| PP |
1,180.9 |
1,181.3 |
| S1 |
1,180.7 |
1,180.9 |
|