| 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 |
17,776 |
18,010 |
234 |
1.3% |
18,020 |
| High |
18,038 |
18,112 |
74 |
0.4% |
18,163 |
| Low |
17,766 |
17,991 |
225 |
1.3% |
17,808 |
| Close |
18,018 |
18,043 |
25 |
0.1% |
17,842 |
| Range |
272 |
121 |
-151 |
-55.5% |
355 |
| ATR |
171 |
167 |
-4 |
-2.1% |
0 |
| Volume |
163,695 |
119,333 |
-44,362 |
-27.1% |
852,563 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,412 |
18,348 |
18,110 |
|
| R3 |
18,291 |
18,227 |
18,076 |
|
| R2 |
18,170 |
18,170 |
18,065 |
|
| R1 |
18,106 |
18,106 |
18,054 |
18,138 |
| PP |
18,049 |
18,049 |
18,049 |
18,065 |
| S1 |
17,985 |
17,985 |
18,032 |
18,017 |
| S2 |
17,928 |
17,928 |
18,021 |
|
| S3 |
17,807 |
17,864 |
18,010 |
|
| S4 |
17,686 |
17,743 |
17,977 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,003 |
18,777 |
18,037 |
|
| R3 |
18,648 |
18,422 |
17,940 |
|
| R2 |
18,293 |
18,293 |
17,907 |
|
| R1 |
18,067 |
18,067 |
17,875 |
18,003 |
| PP |
17,938 |
17,938 |
17,938 |
17,905 |
| S1 |
17,712 |
17,712 |
17,810 |
17,648 |
| S2 |
17,583 |
17,583 |
17,777 |
|
| S3 |
17,228 |
17,357 |
17,745 |
|
| S4 |
16,873 |
17,002 |
17,647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,112 |
17,693 |
419 |
2.3% |
153 |
0.8% |
84% |
True |
False |
153,429 |
| 10 |
18,163 |
17,693 |
470 |
2.6% |
168 |
0.9% |
74% |
False |
False |
159,472 |
| 20 |
18,334 |
17,693 |
641 |
3.6% |
150 |
0.8% |
55% |
False |
False |
132,934 |
| 40 |
18,334 |
17,629 |
705 |
3.9% |
181 |
1.0% |
59% |
False |
False |
142,701 |
| 60 |
18,334 |
17,465 |
869 |
4.8% |
191 |
1.1% |
67% |
False |
False |
137,024 |
| 80 |
18,334 |
17,465 |
869 |
4.8% |
185 |
1.0% |
67% |
False |
False |
107,898 |
| 100 |
18,334 |
16,880 |
1,454 |
8.1% |
190 |
1.1% |
80% |
False |
False |
86,327 |
| 120 |
18,334 |
16,880 |
1,454 |
8.1% |
191 |
1.1% |
80% |
False |
False |
71,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,626 |
|
2.618 |
18,429 |
|
1.618 |
18,308 |
|
1.000 |
18,233 |
|
0.618 |
18,187 |
|
HIGH |
18,112 |
|
0.618 |
18,066 |
|
0.500 |
18,052 |
|
0.382 |
18,037 |
|
LOW |
17,991 |
|
0.618 |
17,916 |
|
1.000 |
17,870 |
|
1.618 |
17,795 |
|
2.618 |
17,674 |
|
4.250 |
17,477 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,052 |
17,996 |
| PP |
18,049 |
17,949 |
| S1 |
18,046 |
17,903 |
|