| 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 |
2,072.00 |
2,066.25 |
-5.75 |
-0.3% |
2,097.50 |
| High |
2,076.25 |
2,069.50 |
-6.75 |
-0.3% |
2,105.25 |
| Low |
2,061.25 |
2,053.75 |
-7.50 |
-0.4% |
2,069.75 |
| Close |
2,063.25 |
2,065.00 |
1.75 |
0.1% |
2,077.50 |
| Range |
15.00 |
15.75 |
0.75 |
5.0% |
35.50 |
| ATR |
17.51 |
17.39 |
-0.13 |
-0.7% |
0.00 |
| Volume |
572 |
7,633 |
7,061 |
1,234.4% |
1,626 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,110.00 |
2,103.25 |
2,073.75 |
|
| R3 |
2,094.25 |
2,087.50 |
2,069.25 |
|
| R2 |
2,078.50 |
2,078.50 |
2,068.00 |
|
| R1 |
2,071.75 |
2,071.75 |
2,066.50 |
2,067.25 |
| PP |
2,062.75 |
2,062.75 |
2,062.75 |
2,060.50 |
| S1 |
2,056.00 |
2,056.00 |
2,063.50 |
2,051.50 |
| S2 |
2,047.00 |
2,047.00 |
2,062.00 |
|
| S3 |
2,031.25 |
2,040.25 |
2,060.75 |
|
| S4 |
2,015.50 |
2,024.50 |
2,056.25 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.75 |
2,169.50 |
2,097.00 |
|
| R3 |
2,155.25 |
2,134.00 |
2,087.25 |
|
| R2 |
2,119.75 |
2,119.75 |
2,084.00 |
|
| R1 |
2,098.50 |
2,098.50 |
2,080.75 |
2,091.50 |
| PP |
2,084.25 |
2,084.25 |
2,084.25 |
2,080.50 |
| S1 |
2,063.00 |
2,063.00 |
2,074.25 |
2,056.00 |
| S2 |
2,048.75 |
2,048.75 |
2,071.00 |
|
| S3 |
2,013.25 |
2,027.50 |
2,067.75 |
|
| S4 |
1,977.75 |
1,992.00 |
2,058.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,105.25 |
2,053.75 |
51.50 |
2.5% |
15.75 |
0.8% |
22% |
False |
True |
1,733 |
| 10 |
2,109.25 |
2,053.75 |
55.50 |
2.7% |
16.25 |
0.8% |
20% |
False |
True |
1,107 |
| 20 |
2,118.50 |
2,053.75 |
64.75 |
3.1% |
15.25 |
0.7% |
17% |
False |
True |
693 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.25 |
0.8% |
28% |
False |
False |
462 |
| 60 |
2,118.50 |
2,023.75 |
94.75 |
4.6% |
17.50 |
0.8% |
44% |
False |
False |
326 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
15.50 |
0.8% |
46% |
False |
False |
255 |
| 100 |
2,118.50 |
1,952.50 |
166.00 |
8.0% |
16.25 |
0.8% |
68% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.50 |
|
2.618 |
2,110.75 |
|
1.618 |
2,095.00 |
|
1.000 |
2,085.25 |
|
0.618 |
2,079.25 |
|
HIGH |
2,069.50 |
|
0.618 |
2,063.50 |
|
0.500 |
2,061.50 |
|
0.382 |
2,059.75 |
|
LOW |
2,053.75 |
|
0.618 |
2,044.00 |
|
1.000 |
2,038.00 |
|
1.618 |
2,028.25 |
|
2.618 |
2,012.50 |
|
4.250 |
1,986.75 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.00 |
2,069.00 |
| PP |
2,062.75 |
2,067.75 |
| S1 |
2,061.50 |
2,066.50 |
|