| 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 |
2,090.50 |
2,084.50 |
-6.00 |
-0.3% |
2,100.00 |
| High |
2,095.00 |
2,085.75 |
-9.25 |
-0.4% |
2,113.25 |
| Low |
2,075.75 |
2,068.75 |
-7.00 |
-0.3% |
2,075.75 |
| Close |
2,084.50 |
2,070.50 |
-14.00 |
-0.7% |
2,084.50 |
| Range |
19.25 |
17.00 |
-2.25 |
-11.7% |
37.50 |
| ATR |
19.49 |
19.31 |
-0.18 |
-0.9% |
0.00 |
| Volume |
25,983 |
60,909 |
34,926 |
134.4% |
118,696 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.00 |
2,115.25 |
2,079.75 |
|
| R3 |
2,109.00 |
2,098.25 |
2,075.25 |
|
| R2 |
2,092.00 |
2,092.00 |
2,073.50 |
|
| R1 |
2,081.25 |
2,081.25 |
2,072.00 |
2,078.00 |
| PP |
2,075.00 |
2,075.00 |
2,075.00 |
2,073.50 |
| S1 |
2,064.25 |
2,064.25 |
2,069.00 |
2,061.00 |
| S2 |
2,058.00 |
2,058.00 |
2,067.50 |
|
| S3 |
2,041.00 |
2,047.25 |
2,065.75 |
|
| S4 |
2,024.00 |
2,030.25 |
2,061.25 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.75 |
2,181.50 |
2,105.00 |
|
| R3 |
2,166.25 |
2,144.00 |
2,094.75 |
|
| R2 |
2,128.75 |
2,128.75 |
2,091.50 |
|
| R1 |
2,106.50 |
2,106.50 |
2,088.00 |
2,099.00 |
| PP |
2,091.25 |
2,091.25 |
2,091.25 |
2,087.25 |
| S1 |
2,069.00 |
2,069.00 |
2,081.00 |
2,061.50 |
| S2 |
2,053.75 |
2,053.75 |
2,077.50 |
|
| S3 |
2,016.25 |
2,031.50 |
2,074.25 |
|
| S4 |
1,978.75 |
1,994.00 |
2,064.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,113.25 |
2,068.75 |
44.50 |
2.1% |
19.25 |
0.9% |
4% |
False |
True |
33,108 |
| 10 |
2,119.00 |
2,068.75 |
50.25 |
2.4% |
20.00 |
1.0% |
3% |
False |
True |
21,132 |
| 20 |
2,126.25 |
2,068.75 |
57.50 |
2.8% |
17.75 |
0.9% |
3% |
False |
True |
12,052 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.7% |
20.00 |
1.0% |
27% |
False |
False |
7,356 |
| 60 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.25 |
1.0% |
44% |
False |
False |
5,435 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
19.50 |
0.9% |
45% |
False |
False |
4,102 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
8.1% |
20.75 |
1.0% |
67% |
False |
False |
3,298 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.5% |
21.00 |
1.0% |
68% |
False |
False |
2,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,158.00 |
|
2.618 |
2,130.25 |
|
1.618 |
2,113.25 |
|
1.000 |
2,102.75 |
|
0.618 |
2,096.25 |
|
HIGH |
2,085.75 |
|
0.618 |
2,079.25 |
|
0.500 |
2,077.25 |
|
0.382 |
2,075.25 |
|
LOW |
2,068.75 |
|
0.618 |
2,058.25 |
|
1.000 |
2,051.75 |
|
1.618 |
2,041.25 |
|
2.618 |
2,024.25 |
|
4.250 |
1,996.50 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.25 |
2,088.50 |
| PP |
2,075.00 |
2,082.50 |
| S1 |
2,072.75 |
2,076.50 |
|