| 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 |
2,066.25 |
2,068.50 |
2.25 |
0.1% |
2,097.50 |
| High |
2,069.50 |
2,092.00 |
22.50 |
1.1% |
2,105.25 |
| Low |
2,053.75 |
2,068.50 |
14.75 |
0.7% |
2,069.75 |
| Close |
2,065.00 |
2,092.00 |
27.00 |
1.3% |
2,077.50 |
| Range |
15.75 |
23.50 |
7.75 |
49.2% |
35.50 |
| ATR |
17.39 |
18.07 |
0.69 |
3.9% |
0.00 |
| Volume |
7,633 |
1,766 |
-5,867 |
-76.9% |
1,626 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.75 |
2,146.75 |
2,105.00 |
|
| R3 |
2,131.25 |
2,123.25 |
2,098.50 |
|
| R2 |
2,107.75 |
2,107.75 |
2,096.25 |
|
| R1 |
2,099.75 |
2,099.75 |
2,094.25 |
2,103.75 |
| PP |
2,084.25 |
2,084.25 |
2,084.25 |
2,086.00 |
| S1 |
2,076.25 |
2,076.25 |
2,089.75 |
2,080.25 |
| S2 |
2,060.75 |
2,060.75 |
2,087.75 |
|
| S3 |
2,037.25 |
2,052.75 |
2,085.50 |
|
| S4 |
2,013.75 |
2,029.25 |
2,079.00 |
|
|
| 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 |
2,096.25 |
2,053.75 |
42.50 |
2.0% |
17.75 |
0.8% |
90% |
False |
False |
2,053 |
| 10 |
2,108.00 |
2,053.75 |
54.25 |
2.6% |
16.75 |
0.8% |
71% |
False |
False |
1,198 |
| 20 |
2,118.50 |
2,053.75 |
64.75 |
3.1% |
15.50 |
0.7% |
59% |
False |
False |
770 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.50 |
0.8% |
65% |
False |
False |
505 |
| 60 |
2,118.50 |
2,023.75 |
94.75 |
4.5% |
17.75 |
0.8% |
72% |
False |
False |
355 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
15.75 |
0.7% |
73% |
False |
False |
277 |
| 100 |
2,118.50 |
1,956.25 |
162.25 |
7.8% |
16.25 |
0.8% |
84% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,192.00 |
|
2.618 |
2,153.50 |
|
1.618 |
2,130.00 |
|
1.000 |
2,115.50 |
|
0.618 |
2,106.50 |
|
HIGH |
2,092.00 |
|
0.618 |
2,083.00 |
|
0.500 |
2,080.25 |
|
0.382 |
2,077.50 |
|
LOW |
2,068.50 |
|
0.618 |
2,054.00 |
|
1.000 |
2,045.00 |
|
1.618 |
2,030.50 |
|
2.618 |
2,007.00 |
|
4.250 |
1,968.50 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,088.00 |
2,085.50 |
| PP |
2,084.25 |
2,079.25 |
| S1 |
2,080.25 |
2,073.00 |
|