| 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 |
2,121.75 |
2,107.00 |
-14.75 |
-0.7% |
2,124.50 |
| High |
2,122.75 |
2,117.75 |
-5.00 |
-0.2% |
2,127.00 |
| Low |
2,102.25 |
2,100.25 |
-2.00 |
-0.1% |
2,096.00 |
| Close |
2,106.00 |
2,109.25 |
3.25 |
0.2% |
2,106.00 |
| Range |
20.50 |
17.50 |
-3.00 |
-14.6% |
31.00 |
| ATR |
20.04 |
19.86 |
-0.18 |
-0.9% |
0.00 |
| Volume |
1,692,162 |
1,338,859 |
-353,303 |
-20.9% |
5,654,735 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.50 |
2,153.00 |
2,119.00 |
|
| R3 |
2,144.00 |
2,135.50 |
2,114.00 |
|
| R2 |
2,126.50 |
2,126.50 |
2,112.50 |
|
| R1 |
2,118.00 |
2,118.00 |
2,110.75 |
2,122.25 |
| PP |
2,109.00 |
2,109.00 |
2,109.00 |
2,111.25 |
| S1 |
2,100.50 |
2,100.50 |
2,107.75 |
2,104.75 |
| S2 |
2,091.50 |
2,091.50 |
2,106.00 |
|
| S3 |
2,074.00 |
2,083.00 |
2,104.50 |
|
| S4 |
2,056.50 |
2,065.50 |
2,099.50 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,202.75 |
2,185.25 |
2,123.00 |
|
| R3 |
2,171.75 |
2,154.25 |
2,114.50 |
|
| R2 |
2,140.75 |
2,140.75 |
2,111.75 |
|
| R1 |
2,123.25 |
2,123.25 |
2,108.75 |
2,116.50 |
| PP |
2,109.75 |
2,109.75 |
2,109.75 |
2,106.25 |
| S1 |
2,092.25 |
2,092.25 |
2,103.25 |
2,085.50 |
| S2 |
2,078.75 |
2,078.75 |
2,100.25 |
|
| S3 |
2,047.75 |
2,061.25 |
2,097.50 |
|
| S4 |
2,016.75 |
2,030.25 |
2,089.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,127.00 |
2,096.00 |
31.00 |
1.5% |
20.75 |
1.0% |
43% |
False |
False |
1,398,718 |
| 10 |
2,134.00 |
2,096.00 |
38.00 |
1.8% |
17.25 |
0.8% |
35% |
False |
False |
1,148,378 |
| 20 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.00 |
1.0% |
68% |
False |
False |
1,237,461 |
| 40 |
2,134.00 |
2,038.75 |
95.25 |
4.5% |
20.75 |
1.0% |
74% |
False |
False |
1,238,544 |
| 60 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
22.50 |
1.1% |
76% |
False |
False |
1,229,326 |
| 80 |
2,134.00 |
2,013.75 |
120.25 |
5.7% |
21.25 |
1.0% |
79% |
False |
False |
923,708 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
24.25 |
1.1% |
85% |
False |
False |
739,610 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.5% |
24.75 |
1.2% |
86% |
False |
False |
616,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,192.00 |
|
2.618 |
2,163.50 |
|
1.618 |
2,146.00 |
|
1.000 |
2,135.25 |
|
0.618 |
2,128.50 |
|
HIGH |
2,117.75 |
|
0.618 |
2,111.00 |
|
0.500 |
2,109.00 |
|
0.382 |
2,107.00 |
|
LOW |
2,100.25 |
|
0.618 |
2,089.50 |
|
1.000 |
2,082.75 |
|
1.618 |
2,072.00 |
|
2.618 |
2,054.50 |
|
4.250 |
2,026.00 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,109.25 |
2,111.50 |
| PP |
2,109.00 |
2,110.75 |
| S1 |
2,109.00 |
2,110.00 |
|