| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,468.0 |
11,344.0 |
-124.0 |
-1.1% |
11,798.0 |
| High |
11,487.5 |
11,518.5 |
31.0 |
0.3% |
11,938.0 |
| Low |
11,268.0 |
11,298.0 |
30.0 |
0.3% |
11,402.0 |
| Close |
11,332.5 |
11,420.5 |
88.0 |
0.8% |
11,413.5 |
| Range |
219.5 |
220.5 |
1.0 |
0.5% |
536.0 |
| ATR |
236.5 |
235.4 |
-1.1 |
-0.5% |
0.0 |
| Volume |
109,323 |
126,258 |
16,935 |
15.5% |
363,010 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,073.8 |
11,967.7 |
11,541.8 |
|
| R3 |
11,853.3 |
11,747.2 |
11,481.1 |
|
| R2 |
11,632.8 |
11,632.8 |
11,460.9 |
|
| R1 |
11,526.7 |
11,526.7 |
11,440.7 |
11,579.8 |
| PP |
11,412.3 |
11,412.3 |
11,412.3 |
11,438.9 |
| S1 |
11,306.2 |
11,306.2 |
11,400.3 |
11,359.3 |
| S2 |
11,191.8 |
11,191.8 |
11,380.1 |
|
| S3 |
10,971.3 |
11,085.7 |
11,359.9 |
|
| S4 |
10,750.8 |
10,865.2 |
11,299.2 |
|
|
| 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 |
11,779.0 |
11,268.0 |
511.0 |
4.5% |
219.7 |
1.9% |
30% |
False |
False |
105,537 |
| 10 |
11,938.0 |
11,268.0 |
670.0 |
5.9% |
197.8 |
1.7% |
23% |
False |
False |
96,245 |
| 20 |
11,938.0 |
11,178.0 |
760.0 |
6.7% |
230.8 |
2.0% |
32% |
False |
False |
102,431 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
11.0% |
238.0 |
2.1% |
19% |
False |
False |
110,279 |
| 60 |
12,429.5 |
11,178.0 |
1,251.5 |
11.0% |
227.4 |
2.0% |
19% |
False |
False |
99,052 |
| 80 |
12,429.5 |
10,617.0 |
1,812.5 |
15.9% |
204.0 |
1.8% |
44% |
False |
False |
74,534 |
| 100 |
12,429.5 |
9,630.0 |
2,799.5 |
24.5% |
205.4 |
1.8% |
64% |
False |
False |
59,776 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
27.8% |
201.7 |
1.8% |
68% |
False |
False |
49,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,455.6 |
|
2.618 |
12,095.8 |
|
1.618 |
11,875.3 |
|
1.000 |
11,739.0 |
|
0.618 |
11,654.8 |
|
HIGH |
11,518.5 |
|
0.618 |
11,434.3 |
|
0.500 |
11,408.3 |
|
0.382 |
11,382.2 |
|
LOW |
11,298.0 |
|
0.618 |
11,161.7 |
|
1.000 |
11,077.5 |
|
1.618 |
10,941.2 |
|
2.618 |
10,720.7 |
|
4.250 |
10,360.9 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,416.4 |
11,411.4 |
| PP |
11,412.3 |
11,402.3 |
| S1 |
11,408.3 |
11,393.3 |
|