| 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 |
2,068.50 |
2,090.50 |
22.00 |
1.1% |
2,097.50 |
| High |
2,092.00 |
2,099.25 |
7.25 |
0.3% |
2,105.25 |
| Low |
2,068.50 |
2,089.00 |
20.50 |
1.0% |
2,069.75 |
| Close |
2,092.00 |
2,094.00 |
2.00 |
0.1% |
2,077.50 |
| Range |
23.50 |
10.25 |
-13.25 |
-56.4% |
35.50 |
| ATR |
18.07 |
17.52 |
-0.56 |
-3.1% |
0.00 |
| Volume |
1,766 |
162 |
-1,604 |
-90.8% |
1,626 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.75 |
2,119.75 |
2,099.75 |
|
| R3 |
2,114.50 |
2,109.50 |
2,096.75 |
|
| R2 |
2,104.25 |
2,104.25 |
2,096.00 |
|
| R1 |
2,099.25 |
2,099.25 |
2,095.00 |
2,101.75 |
| PP |
2,094.00 |
2,094.00 |
2,094.00 |
2,095.50 |
| S1 |
2,089.00 |
2,089.00 |
2,093.00 |
2,091.50 |
| S2 |
2,083.75 |
2,083.75 |
2,092.00 |
|
| S3 |
2,073.50 |
2,078.75 |
2,091.25 |
|
| S4 |
2,063.25 |
2,068.50 |
2,088.25 |
|
|
| 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 |
2,099.25 |
2,053.75 |
45.50 |
2.2% |
15.75 |
0.8% |
88% |
True |
False |
2,059 |
| 10 |
2,107.50 |
2,053.75 |
53.75 |
2.6% |
16.50 |
0.8% |
75% |
False |
False |
1,196 |
| 20 |
2,118.50 |
2,053.75 |
64.75 |
3.1% |
15.25 |
0.7% |
62% |
False |
False |
725 |
| 40 |
2,118.50 |
2,043.75 |
74.75 |
3.6% |
17.50 |
0.8% |
67% |
False |
False |
507 |
| 60 |
2,118.50 |
2,023.75 |
94.75 |
4.5% |
17.25 |
0.8% |
74% |
False |
False |
357 |
| 80 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
15.75 |
0.8% |
75% |
False |
False |
274 |
| 100 |
2,118.50 |
1,956.25 |
162.25 |
7.7% |
16.00 |
0.8% |
85% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,142.75 |
|
2.618 |
2,126.00 |
|
1.618 |
2,115.75 |
|
1.000 |
2,109.50 |
|
0.618 |
2,105.50 |
|
HIGH |
2,099.25 |
|
0.618 |
2,095.25 |
|
0.500 |
2,094.00 |
|
0.382 |
2,093.00 |
|
LOW |
2,089.00 |
|
0.618 |
2,082.75 |
|
1.000 |
2,078.75 |
|
1.618 |
2,072.50 |
|
2.618 |
2,062.25 |
|
4.250 |
2,045.50 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,094.00 |
2,088.25 |
| PP |
2,094.00 |
2,082.25 |
| S1 |
2,094.00 |
2,076.50 |
|