| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,369.0 |
11,255.0 |
-114.0 |
-1.0% |
11,499.0 |
| High |
11,453.5 |
11,291.0 |
-162.5 |
-1.4% |
11,518.5 |
| Low |
11,186.0 |
11,139.5 |
-46.5 |
-0.4% |
11,139.5 |
| Close |
11,362.5 |
11,214.5 |
-148.0 |
-1.3% |
11,214.5 |
| Range |
267.5 |
151.5 |
-116.0 |
-43.4% |
379.0 |
| ATR |
237.7 |
236.6 |
-1.0 |
-0.4% |
0.0 |
| Volume |
106,040 |
112,838 |
6,798 |
6.4% |
567,879 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,669.5 |
11,593.5 |
11,297.8 |
|
| R3 |
11,518.0 |
11,442.0 |
11,256.2 |
|
| R2 |
11,366.5 |
11,366.5 |
11,242.3 |
|
| R1 |
11,290.5 |
11,290.5 |
11,228.4 |
11,252.8 |
| PP |
11,215.0 |
11,215.0 |
11,215.0 |
11,196.1 |
| S1 |
11,139.0 |
11,139.0 |
11,200.6 |
11,101.3 |
| S2 |
11,063.5 |
11,063.5 |
11,186.7 |
|
| S3 |
10,912.0 |
10,987.5 |
11,172.8 |
|
| S4 |
10,760.5 |
10,836.0 |
11,131.2 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,427.8 |
12,200.2 |
11,423.0 |
|
| R3 |
12,048.8 |
11,821.2 |
11,318.7 |
|
| R2 |
11,669.8 |
11,669.8 |
11,284.0 |
|
| R1 |
11,442.2 |
11,442.2 |
11,249.2 |
11,366.5 |
| PP |
11,290.8 |
11,290.8 |
11,290.8 |
11,253.0 |
| S1 |
11,063.2 |
11,063.2 |
11,179.8 |
10,987.5 |
| S2 |
10,911.8 |
10,911.8 |
11,145.0 |
|
| S3 |
10,532.8 |
10,684.2 |
11,110.3 |
|
| S4 |
10,153.8 |
10,305.2 |
11,006.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,518.5 |
11,139.5 |
379.0 |
3.4% |
205.3 |
1.8% |
20% |
False |
True |
113,575 |
| 10 |
11,938.0 |
11,139.5 |
798.5 |
7.1% |
215.6 |
1.9% |
9% |
False |
True |
104,612 |
| 20 |
11,938.0 |
11,139.5 |
798.5 |
7.1% |
226.8 |
2.0% |
9% |
False |
True |
100,879 |
| 40 |
12,429.5 |
11,139.5 |
1,290.0 |
11.5% |
243.2 |
2.2% |
6% |
False |
True |
111,407 |
| 60 |
12,429.5 |
11,139.5 |
1,290.0 |
11.5% |
230.7 |
2.1% |
6% |
False |
True |
102,638 |
| 80 |
12,429.5 |
10,617.0 |
1,812.5 |
16.2% |
206.3 |
1.8% |
33% |
False |
False |
77,258 |
| 100 |
12,429.5 |
9,645.0 |
2,784.5 |
24.8% |
204.8 |
1.8% |
56% |
False |
False |
61,958 |
| 120 |
12,429.5 |
9,251.0 |
3,178.5 |
28.3% |
202.5 |
1.8% |
62% |
False |
False |
51,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,934.9 |
|
2.618 |
11,687.6 |
|
1.618 |
11,536.1 |
|
1.000 |
11,442.5 |
|
0.618 |
11,384.6 |
|
HIGH |
11,291.0 |
|
0.618 |
11,233.1 |
|
0.500 |
11,215.3 |
|
0.382 |
11,197.4 |
|
LOW |
11,139.5 |
|
0.618 |
11,045.9 |
|
1.000 |
10,988.0 |
|
1.618 |
10,894.4 |
|
2.618 |
10,742.9 |
|
4.250 |
10,495.6 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,215.3 |
11,329.0 |
| PP |
11,215.0 |
11,290.8 |
| S1 |
11,214.8 |
11,252.7 |
|