| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,207.0 |
11,027.0 |
-180.0 |
-1.6% |
11,501.0 |
| High |
11,226.0 |
11,072.5 |
-153.5 |
-1.4% |
11,514.0 |
| Low |
10,999.0 |
10,870.0 |
-129.0 |
-1.2% |
11,150.0 |
| Close |
11,092.0 |
10,992.5 |
-99.5 |
-0.9% |
11,220.5 |
| Range |
227.0 |
202.5 |
-24.5 |
-10.8% |
364.0 |
| ATR |
222.3 |
222.3 |
0.0 |
0.0% |
0.0 |
| Volume |
2,288 |
2,288 |
0 |
0.0% |
10,097 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,585.8 |
11,491.7 |
11,103.9 |
|
| R3 |
11,383.3 |
11,289.2 |
11,048.2 |
|
| R2 |
11,180.8 |
11,180.8 |
11,029.6 |
|
| R1 |
11,086.7 |
11,086.7 |
11,011.1 |
11,032.5 |
| PP |
10,978.3 |
10,978.3 |
10,978.3 |
10,951.3 |
| S1 |
10,884.2 |
10,884.2 |
10,973.9 |
10,830.0 |
| S2 |
10,775.8 |
10,775.8 |
10,955.4 |
|
| S3 |
10,573.3 |
10,681.7 |
10,936.8 |
|
| S4 |
10,370.8 |
10,479.2 |
10,881.1 |
|
|
| 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 |
10,870.0 |
644.0 |
5.9% |
204.6 |
1.9% |
19% |
False |
True |
2,245 |
| 10 |
11,800.0 |
10,870.0 |
930.0 |
8.5% |
200.3 |
1.8% |
13% |
False |
True |
1,691 |
| 20 |
11,934.0 |
10,870.0 |
1,064.0 |
9.7% |
212.3 |
1.9% |
12% |
False |
True |
1,198 |
| 40 |
12,428.5 |
10,870.0 |
1,558.5 |
14.2% |
228.5 |
2.1% |
8% |
False |
True |
876 |
| 60 |
12,428.5 |
10,870.0 |
1,558.5 |
14.2% |
212.6 |
1.9% |
8% |
False |
True |
688 |
| 80 |
12,428.5 |
10,795.0 |
1,633.5 |
14.9% |
182.3 |
1.7% |
12% |
False |
False |
528 |
| 100 |
12,428.5 |
9,790.0 |
2,638.5 |
24.0% |
167.9 |
1.5% |
46% |
False |
False |
427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,933.1 |
|
2.618 |
11,602.6 |
|
1.618 |
11,400.1 |
|
1.000 |
11,275.0 |
|
0.618 |
11,197.6 |
|
HIGH |
11,072.5 |
|
0.618 |
10,995.1 |
|
0.500 |
10,971.3 |
|
0.382 |
10,947.4 |
|
LOW |
10,870.0 |
|
0.618 |
10,744.9 |
|
1.000 |
10,667.5 |
|
1.618 |
10,542.4 |
|
2.618 |
10,339.9 |
|
4.250 |
10,009.4 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,985.4 |
11,079.8 |
| PP |
10,978.3 |
11,050.7 |
| S1 |
10,971.3 |
11,021.6 |
|