| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,027.0 |
10,987.0 |
-40.0 |
-0.4% |
11,501.0 |
| High |
11,072.5 |
11,312.0 |
239.5 |
2.2% |
11,514.0 |
| Low |
10,870.0 |
10,950.0 |
80.0 |
0.7% |
11,150.0 |
| Close |
10,992.5 |
11,282.0 |
289.5 |
2.6% |
11,220.5 |
| Range |
202.5 |
362.0 |
159.5 |
78.8% |
364.0 |
| ATR |
222.3 |
232.3 |
10.0 |
4.5% |
0.0 |
| Volume |
2,288 |
18,301 |
16,013 |
699.9% |
10,097 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,267.3 |
12,136.7 |
11,481.1 |
|
| R3 |
11,905.3 |
11,774.7 |
11,381.6 |
|
| R2 |
11,543.3 |
11,543.3 |
11,348.4 |
|
| R1 |
11,412.7 |
11,412.7 |
11,315.2 |
11,478.0 |
| PP |
11,181.3 |
11,181.3 |
11,181.3 |
11,214.0 |
| S1 |
11,050.7 |
11,050.7 |
11,248.8 |
11,116.0 |
| S2 |
10,819.3 |
10,819.3 |
11,215.6 |
|
| S3 |
10,457.3 |
10,688.7 |
11,182.5 |
|
| S4 |
10,095.3 |
10,326.7 |
11,082.9 |
|
|
| 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 |
11,456.0 |
10,870.0 |
586.0 |
5.2% |
238.4 |
2.1% |
70% |
False |
False |
5,601 |
| 10 |
11,777.0 |
10,870.0 |
907.0 |
8.0% |
218.1 |
1.9% |
45% |
False |
False |
3,483 |
| 20 |
11,934.0 |
10,870.0 |
1,064.0 |
9.4% |
217.6 |
1.9% |
39% |
False |
False |
2,053 |
| 40 |
12,368.5 |
10,870.0 |
1,498.5 |
13.3% |
234.8 |
2.1% |
27% |
False |
False |
1,327 |
| 60 |
12,428.5 |
10,870.0 |
1,558.5 |
13.8% |
217.8 |
1.9% |
26% |
False |
False |
992 |
| 80 |
12,428.5 |
10,795.0 |
1,633.5 |
14.5% |
186.1 |
1.6% |
30% |
False |
False |
757 |
| 100 |
12,428.5 |
10,030.0 |
2,398.5 |
21.3% |
169.0 |
1.5% |
52% |
False |
False |
609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,850.5 |
|
2.618 |
12,259.7 |
|
1.618 |
11,897.7 |
|
1.000 |
11,674.0 |
|
0.618 |
11,535.7 |
|
HIGH |
11,312.0 |
|
0.618 |
11,173.7 |
|
0.500 |
11,131.0 |
|
0.382 |
11,088.3 |
|
LOW |
10,950.0 |
|
0.618 |
10,726.3 |
|
1.000 |
10,588.0 |
|
1.618 |
10,364.3 |
|
2.618 |
10,002.3 |
|
4.250 |
9,411.5 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,231.7 |
11,218.3 |
| PP |
11,181.3 |
11,154.7 |
| S1 |
11,131.0 |
11,091.0 |
|