| 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 |
11,459.5 |
11,348.5 |
-111.0 |
-1.0% |
11,804.0 |
| High |
11,488.0 |
11,514.0 |
26.0 |
0.2% |
11,934.0 |
| Low |
11,279.5 |
11,321.0 |
41.5 |
0.4% |
11,410.0 |
| Close |
11,338.0 |
11,426.5 |
88.5 |
0.8% |
11,418.5 |
| Range |
208.5 |
193.0 |
-15.5 |
-7.4% |
524.0 |
| ATR |
221.2 |
219.2 |
-2.0 |
-0.9% |
0.0 |
| Volume |
1,828 |
1,520 |
-308 |
-16.8% |
2,768 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,999.5 |
11,906.0 |
11,532.7 |
|
| R3 |
11,806.5 |
11,713.0 |
11,479.6 |
|
| R2 |
11,613.5 |
11,613.5 |
11,461.9 |
|
| R1 |
11,520.0 |
11,520.0 |
11,444.2 |
11,566.8 |
| PP |
11,420.5 |
11,420.5 |
11,420.5 |
11,443.9 |
| S1 |
11,327.0 |
11,327.0 |
11,408.8 |
11,373.8 |
| S2 |
11,227.5 |
11,227.5 |
11,391.1 |
|
| S3 |
11,034.5 |
11,134.0 |
11,373.4 |
|
| S4 |
10,841.5 |
10,941.0 |
11,320.4 |
|
|
| 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 |
11,777.0 |
11,279.5 |
497.5 |
4.4% |
197.8 |
1.7% |
30% |
False |
False |
1,365 |
| 10 |
11,934.0 |
11,279.5 |
654.5 |
5.7% |
181.5 |
1.6% |
22% |
False |
False |
1,025 |
| 20 |
11,934.0 |
11,183.5 |
750.5 |
6.6% |
215.6 |
1.9% |
32% |
False |
False |
787 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
10.9% |
221.2 |
1.9% |
20% |
False |
False |
655 |
| 60 |
12,428.5 |
11,183.5 |
1,245.0 |
10.9% |
207.4 |
1.8% |
20% |
False |
False |
536 |
| 80 |
12,428.5 |
10,638.0 |
1,790.5 |
15.7% |
174.1 |
1.5% |
44% |
False |
False |
407 |
| 100 |
12,428.5 |
9,650.0 |
2,778.5 |
24.3% |
165.5 |
1.4% |
64% |
False |
False |
330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,334.3 |
|
2.618 |
12,019.3 |
|
1.618 |
11,826.3 |
|
1.000 |
11,707.0 |
|
0.618 |
11,633.3 |
|
HIGH |
11,514.0 |
|
0.618 |
11,440.3 |
|
0.500 |
11,417.5 |
|
0.382 |
11,394.7 |
|
LOW |
11,321.0 |
|
0.618 |
11,201.7 |
|
1.000 |
11,128.0 |
|
1.618 |
11,008.7 |
|
2.618 |
10,815.7 |
|
4.250 |
10,500.8 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,423.5 |
11,416.6 |
| PP |
11,420.5 |
11,406.7 |
| S1 |
11,417.5 |
11,396.8 |
|