| 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 |
20,440 |
20,610 |
170 |
0.8% |
20,390 |
| High |
20,645 |
20,625 |
-20 |
-0.1% |
20,685 |
| Low |
20,425 |
20,405 |
-20 |
-0.1% |
20,340 |
| Close |
20,585 |
20,430 |
-155 |
-0.8% |
20,465 |
| Range |
220 |
220 |
0 |
0.0% |
345 |
| ATR |
265 |
261 |
-3 |
-1.2% |
0 |
| Volume |
10,006 |
16,811 |
6,805 |
68.0% |
55,155 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,147 |
21,008 |
20,551 |
|
| R3 |
20,927 |
20,788 |
20,491 |
|
| R2 |
20,707 |
20,707 |
20,470 |
|
| R1 |
20,568 |
20,568 |
20,450 |
20,528 |
| PP |
20,487 |
20,487 |
20,487 |
20,466 |
| S1 |
20,348 |
20,348 |
20,410 |
20,308 |
| S2 |
20,267 |
20,267 |
20,390 |
|
| S3 |
20,047 |
20,128 |
20,370 |
|
| S4 |
19,827 |
19,908 |
20,309 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,532 |
21,343 |
20,655 |
|
| R3 |
21,187 |
20,998 |
20,560 |
|
| R2 |
20,842 |
20,842 |
20,528 |
|
| R1 |
20,653 |
20,653 |
20,497 |
20,748 |
| PP |
20,497 |
20,497 |
20,497 |
20,544 |
| S1 |
20,308 |
20,308 |
20,434 |
20,403 |
| S2 |
20,152 |
20,152 |
20,402 |
|
| S3 |
19,807 |
19,963 |
20,370 |
|
| S4 |
19,462 |
19,618 |
20,275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,685 |
20,385 |
300 |
1.5% |
245 |
1.2% |
15% |
False |
False |
13,007 |
| 10 |
20,685 |
19,965 |
720 |
3.5% |
237 |
1.2% |
65% |
False |
False |
12,295 |
| 20 |
20,685 |
19,055 |
1,630 |
8.0% |
271 |
1.3% |
84% |
False |
False |
12,022 |
| 40 |
20,685 |
19,055 |
1,630 |
8.0% |
265 |
1.3% |
84% |
False |
False |
11,889 |
| 60 |
20,685 |
18,450 |
2,235 |
10.9% |
283 |
1.4% |
89% |
False |
False |
13,063 |
| 80 |
20,685 |
17,590 |
3,095 |
15.1% |
257 |
1.3% |
92% |
False |
False |
10,084 |
| 100 |
20,685 |
16,665 |
4,020 |
19.7% |
241 |
1.2% |
94% |
False |
False |
8,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,560 |
|
2.618 |
21,201 |
|
1.618 |
20,981 |
|
1.000 |
20,845 |
|
0.618 |
20,761 |
|
HIGH |
20,625 |
|
0.618 |
20,541 |
|
0.500 |
20,515 |
|
0.382 |
20,489 |
|
LOW |
20,405 |
|
0.618 |
20,269 |
|
1.000 |
20,185 |
|
1.618 |
20,049 |
|
2.618 |
19,829 |
|
4.250 |
19,470 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
20,515 |
20,520 |
| PP |
20,487 |
20,490 |
| S1 |
20,458 |
20,460 |
|