| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,264.0 |
11,314.5 |
50.5 |
0.4% |
11,207.0 |
| High |
11,459.5 |
11,366.5 |
-93.0 |
-0.8% |
11,459.5 |
| Low |
11,244.0 |
11,075.0 |
-169.0 |
-1.5% |
10,870.0 |
| Close |
11,325.0 |
11,199.0 |
-126.0 |
-1.1% |
11,199.0 |
| Range |
215.5 |
291.5 |
76.0 |
35.3% |
589.5 |
| ATR |
231.1 |
235.4 |
4.3 |
1.9% |
0.0 |
| Volume |
18,301 |
50,413 |
32,112 |
175.5% |
91,591 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,088.0 |
11,935.0 |
11,359.3 |
|
| R3 |
11,796.5 |
11,643.5 |
11,279.2 |
|
| R2 |
11,505.0 |
11,505.0 |
11,252.4 |
|
| R1 |
11,352.0 |
11,352.0 |
11,225.7 |
11,282.8 |
| PP |
11,213.5 |
11,213.5 |
11,213.5 |
11,178.9 |
| S1 |
11,060.5 |
11,060.5 |
11,172.3 |
10,991.3 |
| S2 |
10,922.0 |
10,922.0 |
11,145.6 |
|
| S3 |
10,630.5 |
10,769.0 |
11,118.8 |
|
| S4 |
10,339.0 |
10,477.5 |
11,038.7 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,944.7 |
12,661.3 |
11,523.2 |
|
| R3 |
12,355.2 |
12,071.8 |
11,361.1 |
|
| R2 |
11,765.7 |
11,765.7 |
11,307.1 |
|
| R1 |
11,482.3 |
11,482.3 |
11,253.0 |
11,329.3 |
| PP |
11,176.2 |
11,176.2 |
11,176.2 |
11,099.6 |
| S1 |
10,892.8 |
10,892.8 |
11,145.0 |
10,739.8 |
| S2 |
10,586.7 |
10,586.7 |
11,090.9 |
|
| S3 |
9,997.2 |
10,303.3 |
11,036.9 |
|
| S4 |
9,407.7 |
9,713.8 |
10,874.8 |
|
|
| 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 |
5.3% |
259.7 |
2.3% |
56% |
False |
False |
18,318 |
| 10 |
11,514.0 |
10,870.0 |
644.0 |
5.8% |
225.3 |
2.0% |
51% |
False |
False |
10,168 |
| 20 |
11,934.0 |
10,870.0 |
1,064.0 |
9.5% |
210.9 |
1.9% |
31% |
False |
False |
5,431 |
| 40 |
12,250.0 |
10,870.0 |
1,380.0 |
12.3% |
241.1 |
2.2% |
24% |
False |
False |
3,033 |
| 60 |
12,428.5 |
10,870.0 |
1,558.5 |
13.9% |
218.3 |
1.9% |
21% |
False |
False |
2,133 |
| 80 |
12,428.5 |
10,795.0 |
1,633.5 |
14.6% |
191.5 |
1.7% |
25% |
False |
False |
1,615 |
| 100 |
12,428.5 |
10,175.0 |
2,253.5 |
20.1% |
171.4 |
1.5% |
45% |
False |
False |
1,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,605.4 |
|
2.618 |
12,129.6 |
|
1.618 |
11,838.1 |
|
1.000 |
11,658.0 |
|
0.618 |
11,546.6 |
|
HIGH |
11,366.5 |
|
0.618 |
11,255.1 |
|
0.500 |
11,220.8 |
|
0.382 |
11,186.4 |
|
LOW |
11,075.0 |
|
0.618 |
10,894.9 |
|
1.000 |
10,783.5 |
|
1.618 |
10,603.4 |
|
2.618 |
10,311.9 |
|
4.250 |
9,836.1 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,220.8 |
11,204.8 |
| PP |
11,213.5 |
11,202.8 |
| S1 |
11,206.3 |
11,200.9 |
|