| 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 |
11,501.0 |
11,459.5 |
-41.5 |
-0.4% |
11,804.0 |
| High |
11,513.5 |
11,488.0 |
-25.5 |
-0.2% |
11,934.0 |
| Low |
11,361.0 |
11,279.5 |
-81.5 |
-0.7% |
11,410.0 |
| Close |
11,446.0 |
11,338.0 |
-108.0 |
-0.9% |
11,418.5 |
| Range |
152.5 |
208.5 |
56.0 |
36.7% |
524.0 |
| ATR |
222.2 |
221.2 |
-1.0 |
-0.4% |
0.0 |
| Volume |
1,620 |
1,828 |
208 |
12.8% |
2,768 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,994.0 |
11,874.5 |
11,452.7 |
|
| R3 |
11,785.5 |
11,666.0 |
11,395.3 |
|
| R2 |
11,577.0 |
11,577.0 |
11,376.2 |
|
| R1 |
11,457.5 |
11,457.5 |
11,357.1 |
11,413.0 |
| PP |
11,368.5 |
11,368.5 |
11,368.5 |
11,346.3 |
| S1 |
11,249.0 |
11,249.0 |
11,318.9 |
11,204.5 |
| S2 |
11,160.0 |
11,160.0 |
11,299.8 |
|
| S3 |
10,951.5 |
11,040.5 |
11,280.7 |
|
| S4 |
10,743.0 |
10,832.0 |
11,223.3 |
|
|
| 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 |
11,800.0 |
11,279.5 |
520.5 |
4.6% |
195.9 |
1.7% |
11% |
False |
True |
1,137 |
| 10 |
11,934.0 |
11,279.5 |
654.5 |
5.8% |
184.4 |
1.6% |
9% |
False |
True |
967 |
| 20 |
11,934.0 |
11,183.5 |
750.5 |
6.6% |
228.5 |
2.0% |
21% |
False |
False |
732 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
11.0% |
218.1 |
1.9% |
12% |
False |
False |
626 |
| 60 |
12,428.5 |
11,183.5 |
1,245.0 |
11.0% |
205.9 |
1.8% |
12% |
False |
False |
511 |
| 80 |
12,428.5 |
10,638.0 |
1,790.5 |
15.8% |
172.1 |
1.5% |
39% |
False |
False |
388 |
| 100 |
12,428.5 |
9,650.0 |
2,778.5 |
24.5% |
165.1 |
1.5% |
61% |
False |
False |
316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,374.1 |
|
2.618 |
12,033.9 |
|
1.618 |
11,825.4 |
|
1.000 |
11,696.5 |
|
0.618 |
11,616.9 |
|
HIGH |
11,488.0 |
|
0.618 |
11,408.4 |
|
0.500 |
11,383.8 |
|
0.382 |
11,359.1 |
|
LOW |
11,279.5 |
|
0.618 |
11,150.6 |
|
1.000 |
11,071.0 |
|
1.618 |
10,942.1 |
|
2.618 |
10,733.6 |
|
4.250 |
10,393.4 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,383.8 |
11,492.3 |
| PP |
11,368.5 |
11,440.8 |
| S1 |
11,353.3 |
11,389.4 |
|