| 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 |
4,525.75 |
4,503.25 |
-22.50 |
-0.5% |
4,527.50 |
| High |
4,531.75 |
4,540.75 |
9.00 |
0.2% |
4,551.00 |
| Low |
4,480.75 |
4,501.25 |
20.50 |
0.5% |
4,455.00 |
| Close |
4,503.00 |
4,527.50 |
24.50 |
0.5% |
4,511.00 |
| Range |
51.00 |
39.50 |
-11.50 |
-22.5% |
96.00 |
| ATR |
53.33 |
52.34 |
-0.99 |
-1.9% |
0.00 |
| Volume |
222,449 |
190,316 |
-32,133 |
-14.4% |
776,380 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,641.75 |
4,624.00 |
4,549.25 |
|
| R3 |
4,602.25 |
4,584.50 |
4,538.25 |
|
| R2 |
4,562.75 |
4,562.75 |
4,534.75 |
|
| R1 |
4,545.00 |
4,545.00 |
4,531.00 |
4,554.00 |
| PP |
4,523.25 |
4,523.25 |
4,523.25 |
4,527.50 |
| S1 |
4,505.50 |
4,505.50 |
4,524.00 |
4,514.50 |
| S2 |
4,483.75 |
4,483.75 |
4,520.25 |
|
| S3 |
4,444.25 |
4,466.00 |
4,516.75 |
|
| S4 |
4,404.75 |
4,426.50 |
4,505.75 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,793.75 |
4,748.25 |
4,563.75 |
|
| R3 |
4,697.75 |
4,652.25 |
4,537.50 |
|
| R2 |
4,601.75 |
4,601.75 |
4,528.50 |
|
| R1 |
4,556.25 |
4,556.25 |
4,519.75 |
4,531.00 |
| PP |
4,505.75 |
4,505.75 |
4,505.75 |
4,493.00 |
| S1 |
4,460.25 |
4,460.25 |
4,502.25 |
4,435.00 |
| S2 |
4,409.75 |
4,409.75 |
4,493.50 |
|
| S3 |
4,313.75 |
4,364.25 |
4,484.50 |
|
| S4 |
4,217.75 |
4,268.25 |
4,458.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,547.50 |
4,480.75 |
66.75 |
1.5% |
43.25 |
1.0% |
70% |
False |
False |
195,769 |
| 10 |
4,551.00 |
4,455.00 |
96.00 |
2.1% |
50.00 |
1.1% |
76% |
False |
False |
180,094 |
| 20 |
4,551.00 |
4,332.50 |
218.50 |
4.8% |
52.50 |
1.2% |
89% |
False |
False |
190,593 |
| 40 |
4,555.50 |
4,324.00 |
231.50 |
5.1% |
54.25 |
1.2% |
88% |
False |
False |
207,621 |
| 60 |
4,555.50 |
4,259.00 |
296.50 |
6.5% |
55.50 |
1.2% |
91% |
False |
False |
207,957 |
| 80 |
4,555.50 |
4,196.75 |
358.75 |
7.9% |
50.25 |
1.1% |
92% |
False |
False |
156,131 |
| 100 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
53.25 |
1.2% |
95% |
False |
False |
124,913 |
| 120 |
4,555.50 |
4,039.00 |
516.50 |
11.4% |
52.25 |
1.2% |
95% |
False |
False |
104,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,708.50 |
|
2.618 |
4,644.25 |
|
1.618 |
4,604.75 |
|
1.000 |
4,580.25 |
|
0.618 |
4,565.25 |
|
HIGH |
4,540.75 |
|
0.618 |
4,525.75 |
|
0.500 |
4,521.00 |
|
0.382 |
4,516.25 |
|
LOW |
4,501.25 |
|
0.618 |
4,476.75 |
|
1.000 |
4,461.75 |
|
1.618 |
4,437.25 |
|
2.618 |
4,397.75 |
|
4.250 |
4,333.50 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,525.25 |
4,522.00 |
| PP |
4,523.25 |
4,516.25 |
| S1 |
4,521.00 |
4,510.75 |
|