| 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 |
11,252.5 |
11,207.0 |
-45.5 |
-0.4% |
11,501.0 |
| High |
11,289.5 |
11,226.0 |
-63.5 |
-0.6% |
11,514.0 |
| Low |
11,150.0 |
10,999.0 |
-151.0 |
-1.4% |
11,150.0 |
| Close |
11,220.5 |
11,092.0 |
-128.5 |
-1.1% |
11,220.5 |
| Range |
139.5 |
227.0 |
87.5 |
62.7% |
364.0 |
| ATR |
221.9 |
222.3 |
0.4 |
0.2% |
0.0 |
| Volume |
3,075 |
2,288 |
-787 |
-25.6% |
10,097 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,786.7 |
11,666.3 |
11,216.9 |
|
| R3 |
11,559.7 |
11,439.3 |
11,154.4 |
|
| R2 |
11,332.7 |
11,332.7 |
11,133.6 |
|
| R1 |
11,212.3 |
11,212.3 |
11,112.8 |
11,159.0 |
| PP |
11,105.7 |
11,105.7 |
11,105.7 |
11,079.0 |
| S1 |
10,985.3 |
10,985.3 |
11,071.2 |
10,932.0 |
| S2 |
10,878.7 |
10,878.7 |
11,050.4 |
|
| S3 |
10,651.7 |
10,758.3 |
11,029.6 |
|
| S4 |
10,424.7 |
10,531.3 |
10,967.2 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,386.8 |
12,167.7 |
11,420.7 |
|
| R3 |
12,022.8 |
11,803.7 |
11,320.6 |
|
| R2 |
11,658.8 |
11,658.8 |
11,287.2 |
|
| R1 |
11,439.7 |
11,439.7 |
11,253.9 |
11,367.3 |
| PP |
11,294.8 |
11,294.8 |
11,294.8 |
11,258.6 |
| S1 |
11,075.7 |
11,075.7 |
11,187.1 |
11,003.3 |
| S2 |
10,930.8 |
10,930.8 |
11,153.8 |
|
| S3 |
10,566.8 |
10,711.7 |
11,120.4 |
|
| S4 |
10,202.8 |
10,347.7 |
11,020.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,514.0 |
10,999.0 |
515.0 |
4.6% |
205.8 |
1.9% |
18% |
False |
True |
2,153 |
| 10 |
11,934.0 |
10,999.0 |
935.0 |
8.4% |
213.6 |
1.9% |
10% |
False |
True |
1,515 |
| 20 |
11,934.0 |
10,999.0 |
935.0 |
8.4% |
207.7 |
1.9% |
10% |
False |
True |
1,095 |
| 40 |
12,428.5 |
10,999.0 |
1,429.5 |
12.9% |
228.1 |
2.1% |
7% |
False |
True |
825 |
| 60 |
12,428.5 |
10,999.0 |
1,429.5 |
12.9% |
213.2 |
1.9% |
7% |
False |
True |
658 |
| 80 |
12,428.5 |
10,773.5 |
1,655.0 |
14.9% |
179.8 |
1.6% |
19% |
False |
False |
500 |
| 100 |
12,428.5 |
9,790.0 |
2,638.5 |
23.8% |
166.9 |
1.5% |
49% |
False |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,190.8 |
|
2.618 |
11,820.3 |
|
1.618 |
11,593.3 |
|
1.000 |
11,453.0 |
|
0.618 |
11,366.3 |
|
HIGH |
11,226.0 |
|
0.618 |
11,139.3 |
|
0.500 |
11,112.5 |
|
0.382 |
11,085.7 |
|
LOW |
10,999.0 |
|
0.618 |
10,858.7 |
|
1.000 |
10,772.0 |
|
1.618 |
10,631.7 |
|
2.618 |
10,404.7 |
|
4.250 |
10,034.3 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,112.5 |
11,227.5 |
| PP |
11,105.7 |
11,182.3 |
| S1 |
11,098.8 |
11,137.2 |
|