| 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 |
2,111.00 |
2,107.00 |
-4.00 |
-0.2% |
2,124.50 |
| High |
2,116.00 |
2,120.75 |
4.75 |
0.2% |
2,127.00 |
| Low |
2,094.00 |
2,106.75 |
12.75 |
0.6% |
2,096.00 |
| Close |
2,106.75 |
2,116.00 |
9.25 |
0.4% |
2,106.00 |
| Range |
22.00 |
14.00 |
-8.00 |
-36.4% |
31.00 |
| ATR |
20.02 |
19.59 |
-0.43 |
-2.1% |
0.00 |
| Volume |
1,442,814 |
1,314,954 |
-127,860 |
-8.9% |
5,654,735 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.50 |
2,150.25 |
2,123.75 |
|
| R3 |
2,142.50 |
2,136.25 |
2,119.75 |
|
| R2 |
2,128.50 |
2,128.50 |
2,118.50 |
|
| R1 |
2,122.25 |
2,122.25 |
2,117.25 |
2,125.50 |
| PP |
2,114.50 |
2,114.50 |
2,114.50 |
2,116.00 |
| S1 |
2,108.25 |
2,108.25 |
2,114.75 |
2,111.50 |
| S2 |
2,100.50 |
2,100.50 |
2,113.50 |
|
| S3 |
2,086.50 |
2,094.25 |
2,112.25 |
|
| S4 |
2,072.50 |
2,080.25 |
2,108.25 |
|
|
| 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 |
2,122.75 |
2,094.00 |
28.75 |
1.4% |
17.25 |
0.8% |
77% |
False |
False |
1,374,230 |
| 10 |
2,132.25 |
2,094.00 |
38.25 |
1.8% |
17.75 |
0.8% |
58% |
False |
False |
1,232,305 |
| 20 |
2,134.00 |
2,057.00 |
77.00 |
3.6% |
19.50 |
0.9% |
77% |
False |
False |
1,245,794 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.6% |
20.25 |
1.0% |
77% |
False |
False |
1,257,565 |
| 60 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
22.25 |
1.1% |
83% |
False |
False |
1,273,318 |
| 80 |
2,134.00 |
2,029.00 |
105.00 |
5.0% |
21.00 |
1.0% |
83% |
False |
False |
958,092 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
24.00 |
1.1% |
89% |
False |
False |
767,146 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.5% |
24.50 |
1.2% |
90% |
False |
False |
639,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,180.25 |
|
2.618 |
2,157.50 |
|
1.618 |
2,143.50 |
|
1.000 |
2,134.75 |
|
0.618 |
2,129.50 |
|
HIGH |
2,120.75 |
|
0.618 |
2,115.50 |
|
0.500 |
2,113.75 |
|
0.382 |
2,112.00 |
|
LOW |
2,106.75 |
|
0.618 |
2,098.00 |
|
1.000 |
2,092.75 |
|
1.618 |
2,084.00 |
|
2.618 |
2,070.00 |
|
4.250 |
2,047.25 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,115.25 |
2,113.00 |
| PP |
2,114.50 |
2,110.25 |
| S1 |
2,113.75 |
2,107.50 |
|