| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,697.5 |
11,499.0 |
-198.5 |
-1.7% |
11,798.0 |
| High |
11,722.0 |
11,513.5 |
-208.5 |
-1.8% |
11,938.0 |
| Low |
11,402.0 |
11,346.0 |
-56.0 |
-0.5% |
11,402.0 |
| Close |
11,413.5 |
11,440.5 |
27.0 |
0.2% |
11,413.5 |
| Range |
320.0 |
167.5 |
-152.5 |
-47.7% |
536.0 |
| ATR |
243.3 |
237.9 |
-5.4 |
-2.2% |
0.0 |
| Volume |
98,957 |
113,420 |
14,463 |
14.6% |
363,010 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,935.8 |
11,855.7 |
11,532.6 |
|
| R3 |
11,768.3 |
11,688.2 |
11,486.6 |
|
| R2 |
11,600.8 |
11,600.8 |
11,471.2 |
|
| R1 |
11,520.7 |
11,520.7 |
11,455.9 |
11,477.0 |
| PP |
11,433.3 |
11,433.3 |
11,433.3 |
11,411.5 |
| S1 |
11,353.2 |
11,353.2 |
11,425.1 |
11,309.5 |
| S2 |
11,265.8 |
11,265.8 |
11,409.8 |
|
| S3 |
11,098.3 |
11,185.7 |
11,394.4 |
|
| S4 |
10,930.8 |
11,018.2 |
11,348.4 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,192.5 |
12,839.0 |
11,708.3 |
|
| R3 |
12,656.5 |
12,303.0 |
11,560.9 |
|
| R2 |
12,120.5 |
12,120.5 |
11,511.8 |
|
| R1 |
11,767.0 |
11,767.0 |
11,462.6 |
11,675.8 |
| PP |
11,584.5 |
11,584.5 |
11,584.5 |
11,538.9 |
| S1 |
11,231.0 |
11,231.0 |
11,364.4 |
11,139.8 |
| S2 |
11,048.5 |
11,048.5 |
11,315.2 |
|
| S3 |
10,512.5 |
10,695.0 |
11,266.1 |
|
| S4 |
9,976.5 |
10,159.0 |
11,118.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,938.0 |
11,346.0 |
592.0 |
5.2% |
241.1 |
2.1% |
16% |
False |
True |
95,286 |
| 10 |
11,938.0 |
11,346.0 |
592.0 |
5.2% |
203.1 |
1.8% |
16% |
False |
True |
92,064 |
| 20 |
11,938.0 |
11,178.0 |
760.0 |
6.6% |
244.5 |
2.1% |
35% |
False |
False |
104,886 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
10.9% |
239.2 |
2.1% |
21% |
False |
False |
109,250 |
| 60 |
12,429.5 |
11,178.0 |
1,251.5 |
10.9% |
227.3 |
2.0% |
21% |
False |
False |
95,287 |
| 80 |
12,429.5 |
10,617.0 |
1,812.5 |
15.8% |
201.6 |
1.8% |
45% |
False |
False |
71,620 |
| 100 |
12,429.5 |
9,418.5 |
3,011.0 |
26.3% |
204.5 |
1.8% |
67% |
False |
False |
57,427 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
27.8% |
199.3 |
1.7% |
69% |
False |
False |
47,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,225.4 |
|
2.618 |
11,952.0 |
|
1.618 |
11,784.5 |
|
1.000 |
11,681.0 |
|
0.618 |
11,617.0 |
|
HIGH |
11,513.5 |
|
0.618 |
11,449.5 |
|
0.500 |
11,429.8 |
|
0.382 |
11,410.0 |
|
LOW |
11,346.0 |
|
0.618 |
11,242.5 |
|
1.000 |
11,178.5 |
|
1.618 |
11,075.0 |
|
2.618 |
10,907.5 |
|
4.250 |
10,634.1 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,436.9 |
11,562.5 |
| PP |
11,433.3 |
11,521.8 |
| S1 |
11,429.8 |
11,481.2 |
|