| 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 |
3,448.0 |
3,436.0 |
-12.0 |
-0.3% |
3,584.0 |
| High |
3,468.0 |
3,537.0 |
69.0 |
2.0% |
3,612.0 |
| Low |
3,403.0 |
3,425.0 |
22.0 |
0.6% |
3,485.0 |
| Close |
3,447.0 |
3,522.0 |
75.0 |
2.2% |
3,505.0 |
| Range |
65.0 |
112.0 |
47.0 |
72.3% |
127.0 |
| ATR |
67.5 |
70.7 |
3.2 |
4.7% |
0.0 |
| Volume |
62,472 |
396,246 |
333,774 |
534.3% |
109,966 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,830.7 |
3,788.3 |
3,583.6 |
|
| R3 |
3,718.7 |
3,676.3 |
3,552.8 |
|
| R2 |
3,606.7 |
3,606.7 |
3,542.5 |
|
| R1 |
3,564.3 |
3,564.3 |
3,532.3 |
3,585.5 |
| PP |
3,494.7 |
3,494.7 |
3,494.7 |
3,505.3 |
| S1 |
3,452.3 |
3,452.3 |
3,511.7 |
3,473.5 |
| S2 |
3,382.7 |
3,382.7 |
3,501.5 |
|
| S3 |
3,270.7 |
3,340.3 |
3,491.2 |
|
| S4 |
3,158.7 |
3,228.3 |
3,460.4 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,915.0 |
3,837.0 |
3,574.9 |
|
| R3 |
3,788.0 |
3,710.0 |
3,539.9 |
|
| R2 |
3,661.0 |
3,661.0 |
3,528.3 |
|
| R1 |
3,583.0 |
3,583.0 |
3,516.6 |
3,558.5 |
| PP |
3,534.0 |
3,534.0 |
3,534.0 |
3,521.8 |
| S1 |
3,456.0 |
3,456.0 |
3,493.4 |
3,431.5 |
| S2 |
3,407.0 |
3,407.0 |
3,481.7 |
|
| S3 |
3,280.0 |
3,329.0 |
3,470.1 |
|
| S4 |
3,153.0 |
3,202.0 |
3,435.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,585.0 |
3,403.0 |
182.0 |
5.2% |
76.4 |
2.2% |
65% |
False |
False |
119,976 |
| 10 |
3,662.0 |
3,403.0 |
259.0 |
7.4% |
71.6 |
2.0% |
46% |
False |
False |
63,752 |
| 20 |
3,678.0 |
3,403.0 |
275.0 |
7.8% |
66.4 |
1.9% |
43% |
False |
False |
41,392 |
| 40 |
3,751.0 |
3,403.0 |
348.0 |
9.9% |
68.9 |
2.0% |
34% |
False |
False |
21,940 |
| 60 |
3,761.0 |
3,403.0 |
358.0 |
10.2% |
59.3 |
1.7% |
33% |
False |
False |
15,442 |
| 80 |
3,761.0 |
3,359.0 |
402.0 |
11.4% |
47.6 |
1.4% |
41% |
False |
False |
11,625 |
| 100 |
3,761.0 |
3,074.0 |
687.0 |
19.5% |
44.5 |
1.3% |
65% |
False |
False |
9,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,013.0 |
|
2.618 |
3,830.2 |
|
1.618 |
3,718.2 |
|
1.000 |
3,649.0 |
|
0.618 |
3,606.2 |
|
HIGH |
3,537.0 |
|
0.618 |
3,494.2 |
|
0.500 |
3,481.0 |
|
0.382 |
3,467.8 |
|
LOW |
3,425.0 |
|
0.618 |
3,355.8 |
|
1.000 |
3,313.0 |
|
1.618 |
3,243.8 |
|
2.618 |
3,131.8 |
|
4.250 |
2,949.0 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,508.3 |
3,504.7 |
| PP |
3,494.7 |
3,487.3 |
| S1 |
3,481.0 |
3,470.0 |
|