| 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 |
11,348.5 |
11,377.5 |
29.0 |
0.3% |
11,804.0 |
| High |
11,514.0 |
11,456.0 |
-58.0 |
-0.5% |
11,934.0 |
| Low |
11,321.0 |
11,195.0 |
-126.0 |
-1.1% |
11,410.0 |
| Close |
11,426.5 |
11,369.0 |
-57.5 |
-0.5% |
11,418.5 |
| Range |
193.0 |
261.0 |
68.0 |
35.2% |
524.0 |
| ATR |
219.2 |
222.2 |
3.0 |
1.4% |
0.0 |
| Volume |
1,520 |
2,054 |
534 |
35.1% |
2,768 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,123.0 |
12,007.0 |
11,512.6 |
|
| R3 |
11,862.0 |
11,746.0 |
11,440.8 |
|
| R2 |
11,601.0 |
11,601.0 |
11,416.9 |
|
| R1 |
11,485.0 |
11,485.0 |
11,392.9 |
11,412.5 |
| PP |
11,340.0 |
11,340.0 |
11,340.0 |
11,303.8 |
| S1 |
11,224.0 |
11,224.0 |
11,345.1 |
11,151.5 |
| S2 |
11,079.0 |
11,079.0 |
11,321.2 |
|
| S3 |
10,818.0 |
10,963.0 |
11,297.2 |
|
| S4 |
10,557.0 |
10,702.0 |
11,225.5 |
|
|
| 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 |
11,705.0 |
11,195.0 |
510.0 |
4.5% |
222.0 |
2.0% |
34% |
False |
True |
1,699 |
| 10 |
11,934.0 |
11,195.0 |
739.0 |
6.5% |
198.2 |
1.7% |
24% |
False |
True |
1,066 |
| 20 |
11,934.0 |
11,183.5 |
750.5 |
6.6% |
218.3 |
1.9% |
25% |
False |
False |
870 |
| 40 |
12,428.5 |
11,183.5 |
1,245.0 |
11.0% |
225.4 |
2.0% |
15% |
False |
False |
701 |
| 60 |
12,428.5 |
11,183.5 |
1,245.0 |
11.0% |
210.3 |
1.8% |
15% |
False |
False |
570 |
| 80 |
12,428.5 |
10,638.0 |
1,790.5 |
15.7% |
177.1 |
1.6% |
41% |
False |
False |
433 |
| 100 |
12,428.5 |
9,650.0 |
2,778.5 |
24.4% |
166.6 |
1.5% |
62% |
False |
False |
351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,565.3 |
|
2.618 |
12,139.3 |
|
1.618 |
11,878.3 |
|
1.000 |
11,717.0 |
|
0.618 |
11,617.3 |
|
HIGH |
11,456.0 |
|
0.618 |
11,356.3 |
|
0.500 |
11,325.5 |
|
0.382 |
11,294.7 |
|
LOW |
11,195.0 |
|
0.618 |
11,033.7 |
|
1.000 |
10,934.0 |
|
1.618 |
10,772.7 |
|
2.618 |
10,511.7 |
|
4.250 |
10,085.8 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,354.5 |
11,364.2 |
| PP |
11,340.0 |
11,359.3 |
| S1 |
11,325.5 |
11,354.5 |
|