| 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 |
1,248.4 |
1,250.9 |
2.5 |
0.2% |
1,252.0 |
| High |
1,258.6 |
1,265.3 |
6.7 |
0.5% |
1,254.9 |
| Low |
1,235.9 |
1,249.4 |
13.5 |
1.1% |
1,230.1 |
| Close |
1,250.4 |
1,264.3 |
13.9 |
1.1% |
1,244.3 |
| Range |
22.7 |
15.9 |
-6.8 |
-30.0% |
24.8 |
| ATR |
16.8 |
16.8 |
-0.1 |
-0.4% |
0.0 |
| Volume |
110,474 |
104,678 |
-5,796 |
-5.2% |
389,947 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,307.3 |
1,301.8 |
1,273.0 |
|
| R3 |
1,291.5 |
1,285.8 |
1,268.8 |
|
| R2 |
1,275.5 |
1,275.5 |
1,267.3 |
|
| R1 |
1,270.0 |
1,270.0 |
1,265.8 |
1,272.8 |
| PP |
1,259.8 |
1,259.8 |
1,259.8 |
1,261.0 |
| S1 |
1,254.0 |
1,254.0 |
1,262.8 |
1,256.8 |
| S2 |
1,243.8 |
1,243.8 |
1,261.5 |
|
| S3 |
1,227.8 |
1,238.3 |
1,260.0 |
|
| S4 |
1,212.0 |
1,222.3 |
1,255.5 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.5 |
1,305.8 |
1,258.0 |
|
| R3 |
1,292.8 |
1,281.0 |
1,251.0 |
|
| R2 |
1,268.0 |
1,268.0 |
1,248.8 |
|
| R1 |
1,256.0 |
1,256.0 |
1,246.5 |
1,249.5 |
| PP |
1,243.0 |
1,243.0 |
1,243.0 |
1,239.8 |
| S1 |
1,231.3 |
1,231.3 |
1,242.0 |
1,224.8 |
| S2 |
1,218.3 |
1,218.3 |
1,239.8 |
|
| S3 |
1,193.5 |
1,206.5 |
1,237.5 |
|
| S4 |
1,168.8 |
1,181.8 |
1,230.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,265.3 |
1,235.2 |
30.1 |
2.4% |
17.3 |
1.4% |
97% |
True |
False |
102,330 |
| 10 |
1,265.3 |
1,230.1 |
35.2 |
2.8% |
16.5 |
1.3% |
97% |
True |
False |
90,397 |
| 20 |
1,265.3 |
1,207.1 |
58.2 |
4.6% |
16.0 |
1.3% |
98% |
True |
False |
86,321 |
| 40 |
1,277.2 |
1,207.1 |
70.1 |
5.5% |
16.5 |
1.3% |
82% |
False |
False |
87,118 |
| 60 |
1,277.2 |
1,198.8 |
78.4 |
6.2% |
16.5 |
1.3% |
84% |
False |
False |
86,065 |
| 80 |
1,277.2 |
1,186.7 |
90.5 |
7.2% |
14.0 |
1.1% |
86% |
False |
False |
64,680 |
| 100 |
1,277.2 |
1,137.0 |
140.2 |
11.1% |
13.0 |
1.0% |
91% |
False |
False |
51,745 |
| 120 |
1,277.2 |
1,126.7 |
150.5 |
11.9% |
11.3 |
0.9% |
91% |
False |
False |
43,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.0 |
|
2.618 |
1,307.0 |
|
1.618 |
1,291.0 |
|
1.000 |
1,281.3 |
|
0.618 |
1,275.3 |
|
HIGH |
1,265.3 |
|
0.618 |
1,259.3 |
|
0.500 |
1,257.3 |
|
0.382 |
1,255.5 |
|
LOW |
1,249.5 |
|
0.618 |
1,239.5 |
|
1.000 |
1,233.5 |
|
1.618 |
1,223.8 |
|
2.618 |
1,207.8 |
|
4.250 |
1,181.8 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,262.0 |
1,259.5 |
| PP |
1,259.8 |
1,255.0 |
| S1 |
1,257.3 |
1,250.3 |
|