| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,499.0 |
11,468.0 |
-31.0 |
-0.3% |
11,798.0 |
| High |
11,513.5 |
11,487.5 |
-26.0 |
-0.2% |
11,938.0 |
| Low |
11,346.0 |
11,268.0 |
-78.0 |
-0.7% |
11,402.0 |
| Close |
11,440.5 |
11,332.5 |
-108.0 |
-0.9% |
11,413.5 |
| Range |
167.5 |
219.5 |
52.0 |
31.0% |
536.0 |
| ATR |
237.9 |
236.5 |
-1.3 |
-0.6% |
0.0 |
| Volume |
113,420 |
109,323 |
-4,097 |
-3.6% |
363,010 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,021.2 |
11,896.3 |
11,453.2 |
|
| R3 |
11,801.7 |
11,676.8 |
11,392.9 |
|
| R2 |
11,582.2 |
11,582.2 |
11,372.7 |
|
| R1 |
11,457.3 |
11,457.3 |
11,352.6 |
11,410.0 |
| PP |
11,362.7 |
11,362.7 |
11,362.7 |
11,339.0 |
| S1 |
11,237.8 |
11,237.8 |
11,312.4 |
11,190.5 |
| S2 |
11,143.2 |
11,143.2 |
11,292.3 |
|
| S3 |
10,923.7 |
11,018.3 |
11,272.1 |
|
| S4 |
10,704.2 |
10,798.8 |
11,211.8 |
|
|
| 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 |
11,803.5 |
11,268.0 |
535.5 |
4.7% |
215.8 |
1.9% |
12% |
False |
True |
96,230 |
| 10 |
11,938.0 |
11,268.0 |
670.0 |
5.9% |
199.1 |
1.8% |
10% |
False |
True |
91,042 |
| 20 |
11,938.0 |
11,178.0 |
760.0 |
6.7% |
242.7 |
2.1% |
20% |
False |
False |
102,689 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
11.0% |
239.4 |
2.1% |
12% |
False |
False |
108,946 |
| 60 |
12,429.5 |
11,178.0 |
1,251.5 |
11.0% |
227.4 |
2.0% |
12% |
False |
False |
97,025 |
| 80 |
12,429.5 |
10,617.0 |
1,812.5 |
16.0% |
202.8 |
1.8% |
39% |
False |
False |
72,980 |
| 100 |
12,429.5 |
9,486.0 |
2,943.5 |
26.0% |
204.5 |
1.8% |
63% |
False |
False |
58,515 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
28.0% |
200.2 |
1.8% |
65% |
False |
False |
48,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,420.4 |
|
2.618 |
12,062.2 |
|
1.618 |
11,842.7 |
|
1.000 |
11,707.0 |
|
0.618 |
11,623.2 |
|
HIGH |
11,487.5 |
|
0.618 |
11,403.7 |
|
0.500 |
11,377.8 |
|
0.382 |
11,351.8 |
|
LOW |
11,268.0 |
|
0.618 |
11,132.3 |
|
1.000 |
11,048.5 |
|
1.618 |
10,912.8 |
|
2.618 |
10,693.3 |
|
4.250 |
10,335.1 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,377.8 |
11,495.0 |
| PP |
11,362.7 |
11,440.8 |
| S1 |
11,347.6 |
11,386.7 |
|