| 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 |
3,584.0 |
3,578.0 |
-6.0 |
-0.2% |
3,648.0 |
| High |
3,593.0 |
3,588.0 |
-5.0 |
-0.1% |
3,677.0 |
| Low |
3,543.0 |
3,522.0 |
-21.0 |
-0.6% |
3,552.0 |
| Close |
3,565.0 |
3,553.0 |
-12.0 |
-0.3% |
3,558.0 |
| Range |
50.0 |
66.0 |
16.0 |
32.0% |
125.0 |
| ATR |
65.4 |
65.5 |
0.0 |
0.1% |
0.0 |
| Volume |
9,024 |
10,583 |
1,559 |
17.3% |
9,582 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,752.3 |
3,718.7 |
3,589.3 |
|
| R3 |
3,686.3 |
3,652.7 |
3,571.2 |
|
| R2 |
3,620.3 |
3,620.3 |
3,565.1 |
|
| R1 |
3,586.7 |
3,586.7 |
3,559.1 |
3,570.5 |
| PP |
3,554.3 |
3,554.3 |
3,554.3 |
3,546.3 |
| S1 |
3,520.7 |
3,520.7 |
3,547.0 |
3,504.5 |
| S2 |
3,488.3 |
3,488.3 |
3,540.9 |
|
| S3 |
3,422.3 |
3,454.7 |
3,534.9 |
|
| S4 |
3,356.3 |
3,388.7 |
3,516.7 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,970.7 |
3,889.3 |
3,626.8 |
|
| R3 |
3,845.7 |
3,764.3 |
3,592.4 |
|
| R2 |
3,720.7 |
3,720.7 |
3,580.9 |
|
| R1 |
3,639.3 |
3,639.3 |
3,569.5 |
3,617.5 |
| PP |
3,595.7 |
3,595.7 |
3,595.7 |
3,584.8 |
| S1 |
3,514.3 |
3,514.3 |
3,546.5 |
3,492.5 |
| S2 |
3,470.7 |
3,470.7 |
3,535.1 |
|
| S3 |
3,345.7 |
3,389.3 |
3,523.6 |
|
| S4 |
3,220.7 |
3,264.3 |
3,489.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,677.0 |
3,522.0 |
155.0 |
4.4% |
66.8 |
1.9% |
20% |
False |
True |
5,458 |
| 10 |
3,678.0 |
3,522.0 |
156.0 |
4.4% |
57.2 |
1.6% |
20% |
False |
True |
12,908 |
| 20 |
3,678.0 |
3,438.0 |
240.0 |
6.8% |
67.5 |
1.9% |
48% |
False |
False |
10,997 |
| 40 |
3,761.0 |
3,438.0 |
323.0 |
9.1% |
62.4 |
1.8% |
36% |
False |
False |
6,986 |
| 60 |
3,761.0 |
3,438.0 |
323.0 |
9.1% |
53.6 |
1.5% |
36% |
False |
False |
5,294 |
| 80 |
3,761.0 |
3,263.0 |
498.0 |
14.0% |
42.7 |
1.2% |
58% |
False |
False |
3,981 |
| 100 |
3,761.0 |
2,954.0 |
807.0 |
22.7% |
43.1 |
1.2% |
74% |
False |
False |
3,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,868.5 |
|
2.618 |
3,760.8 |
|
1.618 |
3,694.8 |
|
1.000 |
3,654.0 |
|
0.618 |
3,628.8 |
|
HIGH |
3,588.0 |
|
0.618 |
3,562.8 |
|
0.500 |
3,555.0 |
|
0.382 |
3,547.2 |
|
LOW |
3,522.0 |
|
0.618 |
3,481.2 |
|
1.000 |
3,456.0 |
|
1.618 |
3,415.2 |
|
2.618 |
3,349.2 |
|
4.250 |
3,241.5 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,555.0 |
3,587.5 |
| PP |
3,554.3 |
3,576.0 |
| S1 |
3,553.7 |
3,564.5 |
|