| 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 |
10,987.0 |
11,264.0 |
277.0 |
2.5% |
11,501.0 |
| High |
11,312.0 |
11,459.5 |
147.5 |
1.3% |
11,514.0 |
| Low |
10,950.0 |
11,244.0 |
294.0 |
2.7% |
11,150.0 |
| Close |
11,282.0 |
11,325.0 |
43.0 |
0.4% |
11,220.5 |
| Range |
362.0 |
215.5 |
-146.5 |
-40.5% |
364.0 |
| ATR |
232.3 |
231.1 |
-1.2 |
-0.5% |
0.0 |
| Volume |
18,301 |
18,301 |
0 |
0.0% |
10,097 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,989.3 |
11,872.7 |
11,443.5 |
|
| R3 |
11,773.8 |
11,657.2 |
11,384.3 |
|
| R2 |
11,558.3 |
11,558.3 |
11,364.5 |
|
| R1 |
11,441.7 |
11,441.7 |
11,344.8 |
11,500.0 |
| PP |
11,342.8 |
11,342.8 |
11,342.8 |
11,372.0 |
| S1 |
11,226.2 |
11,226.2 |
11,305.2 |
11,284.5 |
| S2 |
11,127.3 |
11,127.3 |
11,285.5 |
|
| S3 |
10,911.8 |
11,010.7 |
11,265.7 |
|
| S4 |
10,696.3 |
10,795.2 |
11,206.5 |
|
|
| 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 |
11,459.5 |
10,870.0 |
589.5 |
5.2% |
229.3 |
2.0% |
77% |
True |
False |
8,850 |
| 10 |
11,705.0 |
10,870.0 |
835.0 |
7.4% |
225.7 |
2.0% |
54% |
False |
False |
5,275 |
| 20 |
11,934.0 |
10,870.0 |
1,064.0 |
9.4% |
213.5 |
1.9% |
43% |
False |
False |
2,938 |
| 40 |
12,353.0 |
10,870.0 |
1,483.0 |
13.1% |
236.5 |
2.1% |
31% |
False |
False |
1,779 |
| 60 |
12,428.5 |
10,870.0 |
1,558.5 |
13.8% |
217.9 |
1.9% |
29% |
False |
False |
1,296 |
| 80 |
12,428.5 |
10,795.0 |
1,633.5 |
14.4% |
188.3 |
1.7% |
32% |
False |
False |
985 |
| 100 |
12,428.5 |
10,175.0 |
2,253.5 |
19.9% |
169.2 |
1.5% |
51% |
False |
False |
792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,375.4 |
|
2.618 |
12,023.7 |
|
1.618 |
11,808.2 |
|
1.000 |
11,675.0 |
|
0.618 |
11,592.7 |
|
HIGH |
11,459.5 |
|
0.618 |
11,377.2 |
|
0.500 |
11,351.8 |
|
0.382 |
11,326.3 |
|
LOW |
11,244.0 |
|
0.618 |
11,110.8 |
|
1.000 |
11,028.5 |
|
1.618 |
10,895.3 |
|
2.618 |
10,679.8 |
|
4.250 |
10,328.1 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,351.8 |
11,271.6 |
| PP |
11,342.8 |
11,218.2 |
| S1 |
11,333.9 |
11,164.8 |
|