| 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 |
2,100.00 |
2,103.50 |
3.50 |
0.2% |
2,116.75 |
| High |
2,109.75 |
2,108.25 |
-1.50 |
-0.1% |
2,119.00 |
| Low |
2,092.75 |
2,086.50 |
-6.25 |
-0.3% |
2,088.50 |
| Close |
2,101.50 |
2,099.00 |
-2.50 |
-0.1% |
2,098.50 |
| Range |
17.00 |
21.75 |
4.75 |
27.9% |
30.50 |
| ATR |
19.31 |
19.48 |
0.17 |
0.9% |
0.00 |
| Volume |
14,061 |
19,792 |
5,731 |
40.8% |
31,723 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.25 |
2,152.75 |
2,111.00 |
|
| R3 |
2,141.50 |
2,131.00 |
2,105.00 |
|
| R2 |
2,119.75 |
2,119.75 |
2,103.00 |
|
| R1 |
2,109.25 |
2,109.25 |
2,101.00 |
2,103.50 |
| PP |
2,098.00 |
2,098.00 |
2,098.00 |
2,095.00 |
| S1 |
2,087.50 |
2,087.50 |
2,097.00 |
2,082.00 |
| S2 |
2,076.25 |
2,076.25 |
2,095.00 |
|
| S3 |
2,054.50 |
2,065.75 |
2,093.00 |
|
| S4 |
2,032.75 |
2,044.00 |
2,087.00 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.50 |
2,176.50 |
2,115.25 |
|
| R3 |
2,163.00 |
2,146.00 |
2,107.00 |
|
| R2 |
2,132.50 |
2,132.50 |
2,104.00 |
|
| R1 |
2,115.50 |
2,115.50 |
2,101.25 |
2,108.75 |
| PP |
2,102.00 |
2,102.00 |
2,102.00 |
2,098.50 |
| S1 |
2,085.00 |
2,085.00 |
2,095.75 |
2,078.25 |
| S2 |
2,071.50 |
2,071.50 |
2,093.00 |
|
| S3 |
2,041.00 |
2,054.50 |
2,090.00 |
|
| S4 |
2,010.50 |
2,024.00 |
2,081.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,116.50 |
2,086.50 |
30.00 |
1.4% |
18.75 |
0.9% |
42% |
False |
True |
12,618 |
| 10 |
2,126.25 |
2,086.50 |
39.75 |
1.9% |
17.50 |
0.8% |
31% |
False |
True |
8,012 |
| 20 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
20.00 |
0.9% |
64% |
False |
False |
5,211 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
19.75 |
0.9% |
64% |
False |
False |
3,928 |
| 60 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.75 |
1.0% |
73% |
False |
False |
3,024 |
| 80 |
2,126.25 |
2,023.00 |
103.25 |
4.9% |
19.50 |
0.9% |
74% |
False |
False |
2,290 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
21.25 |
1.0% |
84% |
False |
False |
1,842 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.3% |
21.25 |
1.0% |
84% |
False |
False |
1,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,200.75 |
|
2.618 |
2,165.25 |
|
1.618 |
2,143.50 |
|
1.000 |
2,130.00 |
|
0.618 |
2,121.75 |
|
HIGH |
2,108.25 |
|
0.618 |
2,100.00 |
|
0.500 |
2,097.50 |
|
0.382 |
2,094.75 |
|
LOW |
2,086.50 |
|
0.618 |
2,073.00 |
|
1.000 |
2,064.75 |
|
1.618 |
2,051.25 |
|
2.618 |
2,029.50 |
|
4.250 |
1,994.00 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,098.50 |
2,100.75 |
| PP |
2,098.00 |
2,100.25 |
| S1 |
2,097.50 |
2,099.50 |
|