| 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 |
2,107.00 |
2,111.00 |
4.00 |
0.2% |
2,124.50 |
| High |
2,117.75 |
2,116.00 |
-1.75 |
-0.1% |
2,127.00 |
| Low |
2,100.25 |
2,094.00 |
-6.25 |
-0.3% |
2,096.00 |
| Close |
2,109.25 |
2,106.75 |
-2.50 |
-0.1% |
2,106.00 |
| Range |
17.50 |
22.00 |
4.50 |
25.7% |
31.00 |
| ATR |
19.86 |
20.02 |
0.15 |
0.8% |
0.00 |
| Volume |
1,338,859 |
1,442,814 |
103,955 |
7.8% |
5,654,735 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.50 |
2,161.25 |
2,118.75 |
|
| R3 |
2,149.50 |
2,139.25 |
2,112.75 |
|
| R2 |
2,127.50 |
2,127.50 |
2,110.75 |
|
| R1 |
2,117.25 |
2,117.25 |
2,108.75 |
2,111.50 |
| PP |
2,105.50 |
2,105.50 |
2,105.50 |
2,102.75 |
| S1 |
2,095.25 |
2,095.25 |
2,104.75 |
2,089.50 |
| S2 |
2,083.50 |
2,083.50 |
2,102.75 |
|
| S3 |
2,061.50 |
2,073.25 |
2,100.75 |
|
| S4 |
2,039.50 |
2,051.25 |
2,094.75 |
|
|
| 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 |
2,124.25 |
2,094.00 |
30.25 |
1.4% |
19.00 |
0.9% |
42% |
False |
True |
1,369,351 |
| 10 |
2,134.00 |
2,094.00 |
40.00 |
1.9% |
17.75 |
0.8% |
32% |
False |
True |
1,200,949 |
| 20 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.50 |
1.0% |
65% |
False |
False |
1,259,560 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.25 |
1.0% |
65% |
False |
False |
1,250,903 |
| 60 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
22.25 |
1.1% |
74% |
False |
False |
1,252,781 |
| 80 |
2,134.00 |
2,029.00 |
105.00 |
5.0% |
21.00 |
1.0% |
74% |
False |
False |
941,692 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
24.25 |
1.1% |
84% |
False |
False |
754,011 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.5% |
24.75 |
1.2% |
85% |
False |
False |
628,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,209.50 |
|
2.618 |
2,173.50 |
|
1.618 |
2,151.50 |
|
1.000 |
2,138.00 |
|
0.618 |
2,129.50 |
|
HIGH |
2,116.00 |
|
0.618 |
2,107.50 |
|
0.500 |
2,105.00 |
|
0.382 |
2,102.50 |
|
LOW |
2,094.00 |
|
0.618 |
2,080.50 |
|
1.000 |
2,072.00 |
|
1.618 |
2,058.50 |
|
2.618 |
2,036.50 |
|
4.250 |
2,000.50 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,106.25 |
2,108.50 |
| PP |
2,105.50 |
2,107.75 |
| S1 |
2,105.00 |
2,107.25 |
|