| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,099.50 |
2,108.00 |
8.50 |
0.4% |
2,116.75 |
| High |
2,113.25 |
2,108.25 |
-5.00 |
-0.2% |
2,119.00 |
| Low |
2,099.25 |
2,083.50 |
-15.75 |
-0.8% |
2,088.50 |
| Close |
2,108.25 |
2,091.25 |
-17.00 |
-0.8% |
2,098.50 |
| Range |
14.00 |
24.75 |
10.75 |
76.8% |
30.50 |
| ATR |
19.11 |
19.51 |
0.40 |
2.1% |
0.00 |
| Volume |
31,161 |
27,699 |
-3,462 |
-11.1% |
31,723 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.50 |
2,154.75 |
2,104.75 |
|
| R3 |
2,143.75 |
2,130.00 |
2,098.00 |
|
| R2 |
2,119.00 |
2,119.00 |
2,095.75 |
|
| R1 |
2,105.25 |
2,105.25 |
2,093.50 |
2,099.75 |
| PP |
2,094.25 |
2,094.25 |
2,094.25 |
2,091.50 |
| S1 |
2,080.50 |
2,080.50 |
2,089.00 |
2,075.00 |
| S2 |
2,069.50 |
2,069.50 |
2,086.75 |
|
| S3 |
2,044.75 |
2,055.75 |
2,084.50 |
|
| S4 |
2,020.00 |
2,031.00 |
2,077.75 |
|
|
| 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 |
2,115.00 |
2,083.50 |
31.50 |
1.5% |
19.50 |
0.9% |
25% |
False |
True |
20,341 |
| 10 |
2,124.50 |
2,083.50 |
41.00 |
2.0% |
18.75 |
0.9% |
19% |
False |
True |
13,286 |
| 20 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
18.75 |
0.9% |
54% |
False |
False |
7,978 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
19.75 |
0.9% |
54% |
False |
False |
5,298 |
| 60 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
21.50 |
1.0% |
66% |
False |
False |
3,988 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
19.50 |
0.9% |
66% |
False |
False |
3,025 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
21.25 |
1.0% |
79% |
False |
False |
2,430 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.4% |
21.00 |
1.0% |
80% |
False |
False |
2,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,213.50 |
|
2.618 |
2,173.00 |
|
1.618 |
2,148.25 |
|
1.000 |
2,133.00 |
|
0.618 |
2,123.50 |
|
HIGH |
2,108.25 |
|
0.618 |
2,098.75 |
|
0.500 |
2,096.00 |
|
0.382 |
2,093.00 |
|
LOW |
2,083.50 |
|
0.618 |
2,068.25 |
|
1.000 |
2,058.75 |
|
1.618 |
2,043.50 |
|
2.618 |
2,018.75 |
|
4.250 |
1,978.25 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.00 |
2,098.50 |
| PP |
2,094.25 |
2,096.00 |
| S1 |
2,092.75 |
2,093.50 |
|