| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
11,377.5 |
11,252.5 |
-125.0 |
-1.1% |
11,501.0 |
| High |
11,456.0 |
11,289.5 |
-166.5 |
-1.5% |
11,514.0 |
| Low |
11,195.0 |
11,150.0 |
-45.0 |
-0.4% |
11,150.0 |
| Close |
11,369.0 |
11,220.5 |
-148.5 |
-1.3% |
11,220.5 |
| Range |
261.0 |
139.5 |
-121.5 |
-46.6% |
364.0 |
| ATR |
222.2 |
221.9 |
-0.2 |
-0.1% |
0.0 |
| Volume |
2,054 |
3,075 |
1,021 |
49.7% |
10,097 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,638.5 |
11,569.0 |
11,297.2 |
|
| R3 |
11,499.0 |
11,429.5 |
11,258.9 |
|
| R2 |
11,359.5 |
11,359.5 |
11,246.1 |
|
| R1 |
11,290.0 |
11,290.0 |
11,233.3 |
11,255.0 |
| PP |
11,220.0 |
11,220.0 |
11,220.0 |
11,202.5 |
| S1 |
11,150.5 |
11,150.5 |
11,207.7 |
11,115.5 |
| S2 |
11,080.5 |
11,080.5 |
11,194.9 |
|
| S3 |
10,941.0 |
11,011.0 |
11,182.1 |
|
| S4 |
10,801.5 |
10,871.5 |
11,143.8 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,386.8 |
12,167.7 |
11,420.7 |
|
| R3 |
12,022.8 |
11,803.7 |
11,320.6 |
|
| R2 |
11,658.8 |
11,658.8 |
11,287.2 |
|
| R1 |
11,439.7 |
11,439.7 |
11,253.9 |
11,367.3 |
| PP |
11,294.8 |
11,294.8 |
11,294.8 |
11,258.6 |
| S1 |
11,075.7 |
11,075.7 |
11,187.1 |
11,003.3 |
| S2 |
10,930.8 |
10,930.8 |
11,153.8 |
|
| S3 |
10,566.8 |
10,711.7 |
11,120.4 |
|
| S4 |
10,202.8 |
10,347.7 |
11,020.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,514.0 |
11,150.0 |
364.0 |
3.2% |
190.9 |
1.7% |
19% |
False |
True |
2,019 |
| 10 |
11,934.0 |
11,150.0 |
784.0 |
7.0% |
199.5 |
1.8% |
9% |
False |
True |
1,347 |
| 20 |
11,934.0 |
11,150.0 |
784.0 |
7.0% |
212.0 |
1.9% |
9% |
False |
True |
1,001 |
| 40 |
12,428.5 |
11,150.0 |
1,278.5 |
11.4% |
226.7 |
2.0% |
6% |
False |
True |
774 |
| 60 |
12,428.5 |
11,150.0 |
1,278.5 |
11.4% |
211.5 |
1.9% |
6% |
False |
True |
620 |
| 80 |
12,428.5 |
10,705.0 |
1,723.5 |
15.4% |
178.1 |
1.6% |
30% |
False |
False |
471 |
| 100 |
12,428.5 |
9,790.0 |
2,638.5 |
23.5% |
166.3 |
1.5% |
54% |
False |
False |
382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,882.4 |
|
2.618 |
11,654.7 |
|
1.618 |
11,515.2 |
|
1.000 |
11,429.0 |
|
0.618 |
11,375.7 |
|
HIGH |
11,289.5 |
|
0.618 |
11,236.2 |
|
0.500 |
11,219.8 |
|
0.382 |
11,203.3 |
|
LOW |
11,150.0 |
|
0.618 |
11,063.8 |
|
1.000 |
11,010.5 |
|
1.618 |
10,924.3 |
|
2.618 |
10,784.8 |
|
4.250 |
10,557.1 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,220.3 |
11,332.0 |
| PP |
11,220.0 |
11,294.8 |
| S1 |
11,219.8 |
11,257.7 |
|