| 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 |
2,072.75 |
2,098.50 |
25.75 |
1.2% |
2,100.00 |
| High |
2,100.00 |
2,106.75 |
6.75 |
0.3% |
2,113.25 |
| Low |
2,072.25 |
2,095.50 |
23.25 |
1.1% |
2,075.75 |
| Close |
2,099.25 |
2,101.50 |
2.25 |
0.1% |
2,084.50 |
| Range |
27.75 |
11.25 |
-16.50 |
-59.5% |
37.50 |
| ATR |
19.68 |
19.08 |
-0.60 |
-3.1% |
0.00 |
| Volume |
275,137 |
746,891 |
471,754 |
171.5% |
118,696 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.00 |
2,129.50 |
2,107.75 |
|
| R3 |
2,123.75 |
2,118.25 |
2,104.50 |
|
| R2 |
2,112.50 |
2,112.50 |
2,103.50 |
|
| R1 |
2,107.00 |
2,107.00 |
2,102.50 |
2,109.75 |
| PP |
2,101.25 |
2,101.25 |
2,101.25 |
2,102.50 |
| S1 |
2,095.75 |
2,095.75 |
2,100.50 |
2,098.50 |
| S2 |
2,090.00 |
2,090.00 |
2,099.50 |
|
| S3 |
2,078.75 |
2,084.50 |
2,098.50 |
|
| S4 |
2,067.50 |
2,073.25 |
2,095.25 |
|
|
| 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 |
2,106.75 |
2,061.00 |
45.75 |
2.2% |
18.25 |
0.9% |
89% |
True |
False |
250,975 |
| 10 |
2,115.00 |
2,061.00 |
54.00 |
2.6% |
19.00 |
0.9% |
75% |
False |
False |
135,658 |
| 20 |
2,126.25 |
2,061.00 |
65.25 |
3.1% |
17.75 |
0.8% |
62% |
False |
False |
70,113 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.00 |
1.0% |
68% |
False |
False |
36,270 |
| 60 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
20.50 |
1.0% |
75% |
False |
False |
24,880 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
19.75 |
0.9% |
76% |
False |
False |
18,696 |
| 100 |
2,126.25 |
1,968.00 |
158.25 |
7.5% |
20.25 |
1.0% |
84% |
False |
False |
14,974 |
| 120 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
20.50 |
1.0% |
85% |
False |
False |
12,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.50 |
|
2.618 |
2,136.25 |
|
1.618 |
2,125.00 |
|
1.000 |
2,118.00 |
|
0.618 |
2,113.75 |
|
HIGH |
2,106.75 |
|
0.618 |
2,102.50 |
|
0.500 |
2,101.00 |
|
0.382 |
2,099.75 |
|
LOW |
2,095.50 |
|
0.618 |
2,088.50 |
|
1.000 |
2,084.25 |
|
1.618 |
2,077.25 |
|
2.618 |
2,066.00 |
|
4.250 |
2,047.75 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,101.50 |
2,095.50 |
| PP |
2,101.25 |
2,089.75 |
| S1 |
2,101.00 |
2,084.00 |
|