| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,344.0 |
11,369.0 |
25.0 |
0.2% |
11,798.0 |
| High |
11,518.5 |
11,453.5 |
-65.0 |
-0.6% |
11,938.0 |
| Low |
11,298.0 |
11,186.0 |
-112.0 |
-1.0% |
11,402.0 |
| Close |
11,420.5 |
11,362.5 |
-58.0 |
-0.5% |
11,413.5 |
| Range |
220.5 |
267.5 |
47.0 |
21.3% |
536.0 |
| ATR |
235.4 |
237.7 |
2.3 |
1.0% |
0.0 |
| Volume |
126,258 |
106,040 |
-20,218 |
-16.0% |
363,010 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,136.5 |
12,017.0 |
11,509.6 |
|
| R3 |
11,869.0 |
11,749.5 |
11,436.1 |
|
| R2 |
11,601.5 |
11,601.5 |
11,411.5 |
|
| R1 |
11,482.0 |
11,482.0 |
11,387.0 |
11,408.0 |
| PP |
11,334.0 |
11,334.0 |
11,334.0 |
11,297.0 |
| S1 |
11,214.5 |
11,214.5 |
11,338.0 |
11,140.5 |
| S2 |
11,066.5 |
11,066.5 |
11,313.5 |
|
| S3 |
10,799.0 |
10,947.0 |
11,288.9 |
|
| S4 |
10,531.5 |
10,679.5 |
11,215.4 |
|
|
| 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 |
11,722.0 |
11,186.0 |
536.0 |
4.7% |
239.0 |
2.1% |
33% |
False |
True |
110,799 |
| 10 |
11,938.0 |
11,186.0 |
752.0 |
6.6% |
214.1 |
1.9% |
23% |
False |
True |
99,774 |
| 20 |
11,938.0 |
11,178.0 |
760.0 |
6.7% |
233.0 |
2.1% |
24% |
False |
False |
101,485 |
| 40 |
12,429.5 |
11,178.0 |
1,251.5 |
11.0% |
242.2 |
2.1% |
15% |
False |
False |
110,681 |
| 60 |
12,429.5 |
11,178.0 |
1,251.5 |
11.0% |
229.9 |
2.0% |
15% |
False |
False |
100,785 |
| 80 |
12,429.5 |
10,617.0 |
1,812.5 |
16.0% |
205.8 |
1.8% |
41% |
False |
False |
75,850 |
| 100 |
12,429.5 |
9,630.0 |
2,799.5 |
24.6% |
205.7 |
1.8% |
62% |
False |
False |
60,833 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
28.0% |
202.3 |
1.8% |
66% |
False |
False |
50,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,590.4 |
|
2.618 |
12,153.8 |
|
1.618 |
11,886.3 |
|
1.000 |
11,721.0 |
|
0.618 |
11,618.8 |
|
HIGH |
11,453.5 |
|
0.618 |
11,351.3 |
|
0.500 |
11,319.8 |
|
0.382 |
11,288.2 |
|
LOW |
11,186.0 |
|
0.618 |
11,020.7 |
|
1.000 |
10,918.5 |
|
1.618 |
10,753.2 |
|
2.618 |
10,485.7 |
|
4.250 |
10,049.1 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,348.3 |
11,359.1 |
| PP |
11,334.0 |
11,355.7 |
| S1 |
11,319.8 |
11,352.3 |
|