| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,698.5 |
11,501.0 |
-197.5 |
-1.7% |
11,804.0 |
| High |
11,705.0 |
11,513.5 |
-191.5 |
-1.6% |
11,934.0 |
| Low |
11,410.0 |
11,361.0 |
-49.0 |
-0.4% |
11,410.0 |
| Close |
11,418.5 |
11,446.0 |
27.5 |
0.2% |
11,418.5 |
| Range |
295.0 |
152.5 |
-142.5 |
-48.3% |
524.0 |
| ATR |
227.5 |
222.2 |
-5.4 |
-2.4% |
0.0 |
| Volume |
1,477 |
1,620 |
143 |
9.7% |
2,768 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,897.7 |
11,824.3 |
11,529.9 |
|
| R3 |
11,745.2 |
11,671.8 |
11,487.9 |
|
| R2 |
11,592.7 |
11,592.7 |
11,474.0 |
|
| R1 |
11,519.3 |
11,519.3 |
11,460.0 |
11,479.8 |
| PP |
11,440.2 |
11,440.2 |
11,440.2 |
11,420.4 |
| S1 |
11,366.8 |
11,366.8 |
11,432.0 |
11,327.3 |
| S2 |
11,287.7 |
11,287.7 |
11,418.0 |
|
| S3 |
11,135.2 |
11,214.3 |
11,404.1 |
|
| S4 |
10,982.7 |
11,061.8 |
11,362.1 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,159.5 |
12,813.0 |
11,706.7 |
|
| R3 |
12,635.5 |
12,289.0 |
11,562.6 |
|
| R2 |
12,111.5 |
12,111.5 |
11,514.6 |
|
| R1 |
11,765.0 |
11,765.0 |
11,466.5 |
11,676.3 |
| PP |
11,587.5 |
11,587.5 |
11,587.5 |
11,543.1 |
| S1 |
11,241.0 |
11,241.0 |
11,370.5 |
11,152.3 |
| S2 |
11,063.5 |
11,063.5 |
11,322.4 |
|
| S3 |
10,539.5 |
10,717.0 |
11,274.4 |
|
| S4 |
10,015.5 |
10,193.0 |
11,130.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,934.0 |
11,361.0 |
573.0 |
5.0% |
221.4 |
1.9% |
15% |
False |
True |
877 |
| 10 |
11,934.0 |
11,361.0 |
573.0 |
5.0% |
188.6 |
1.6% |
15% |
False |
True |
831 |
| 20 |
11,934.0 |
11,183.5 |
750.5 |
6.6% |
229.8 |
2.0% |
35% |
False |
False |
647 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
10.9% |
219.3 |
1.9% |
21% |
False |
False |
590 |
| 60 |
12,428.5 |
11,183.5 |
1,245.0 |
10.9% |
205.0 |
1.8% |
21% |
False |
False |
484 |
| 80 |
12,428.5 |
10,638.0 |
1,790.5 |
15.6% |
170.7 |
1.5% |
45% |
False |
False |
365 |
| 100 |
12,428.5 |
9,524.5 |
2,904.0 |
25.4% |
163.0 |
1.4% |
66% |
False |
False |
297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,161.6 |
|
2.618 |
11,912.7 |
|
1.618 |
11,760.2 |
|
1.000 |
11,666.0 |
|
0.618 |
11,607.7 |
|
HIGH |
11,513.5 |
|
0.618 |
11,455.2 |
|
0.500 |
11,437.3 |
|
0.382 |
11,419.3 |
|
LOW |
11,361.0 |
|
0.618 |
11,266.8 |
|
1.000 |
11,208.5 |
|
1.618 |
11,114.3 |
|
2.618 |
10,961.8 |
|
4.250 |
10,712.9 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,443.1 |
11,569.0 |
| PP |
11,440.2 |
11,528.0 |
| S1 |
11,437.3 |
11,487.0 |
|