| 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 |
2,107.00 |
2,116.25 |
9.25 |
0.4% |
2,124.50 |
| High |
2,120.75 |
2,116.50 |
-4.25 |
-0.2% |
2,127.00 |
| Low |
2,106.75 |
2,091.25 |
-15.50 |
-0.7% |
2,096.00 |
| Close |
2,116.00 |
2,099.00 |
-17.00 |
-0.8% |
2,106.00 |
| Range |
14.00 |
25.25 |
11.25 |
80.4% |
31.00 |
| ATR |
19.59 |
19.99 |
0.40 |
2.1% |
0.00 |
| Volume |
1,314,954 |
1,717,287 |
402,333 |
30.6% |
5,654,735 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,178.00 |
2,163.75 |
2,113.00 |
|
| R3 |
2,152.75 |
2,138.50 |
2,106.00 |
|
| R2 |
2,127.50 |
2,127.50 |
2,103.75 |
|
| R1 |
2,113.25 |
2,113.25 |
2,101.25 |
2,107.75 |
| PP |
2,102.25 |
2,102.25 |
2,102.25 |
2,099.50 |
| S1 |
2,088.00 |
2,088.00 |
2,096.75 |
2,082.50 |
| S2 |
2,077.00 |
2,077.00 |
2,094.25 |
|
| S3 |
2,051.75 |
2,062.75 |
2,092.00 |
|
| S4 |
2,026.50 |
2,037.50 |
2,085.00 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,202.75 |
2,185.25 |
2,123.00 |
|
| R3 |
2,171.75 |
2,154.25 |
2,114.50 |
|
| R2 |
2,140.75 |
2,140.75 |
2,111.75 |
|
| R1 |
2,123.25 |
2,123.25 |
2,108.75 |
2,116.50 |
| PP |
2,109.75 |
2,109.75 |
2,109.75 |
2,106.25 |
| S1 |
2,092.25 |
2,092.25 |
2,103.25 |
2,085.50 |
| S2 |
2,078.75 |
2,078.75 |
2,100.25 |
|
| S3 |
2,047.75 |
2,061.25 |
2,097.50 |
|
| S4 |
2,016.75 |
2,030.25 |
2,089.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,122.75 |
2,091.25 |
31.50 |
1.5% |
19.75 |
0.9% |
25% |
False |
True |
1,501,215 |
| 10 |
2,132.00 |
2,091.25 |
40.75 |
1.9% |
19.00 |
0.9% |
19% |
False |
True |
1,302,907 |
| 20 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
19.25 |
0.9% |
55% |
False |
False |
1,243,846 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.50 |
1.0% |
55% |
False |
False |
1,270,071 |
| 60 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
22.25 |
1.1% |
66% |
False |
False |
1,299,281 |
| 80 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
21.00 |
1.0% |
66% |
False |
False |
979,535 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
24.00 |
1.1% |
79% |
False |
False |
784,292 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.6% |
24.50 |
1.2% |
81% |
False |
False |
653,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,223.75 |
|
2.618 |
2,182.50 |
|
1.618 |
2,157.25 |
|
1.000 |
2,141.75 |
|
0.618 |
2,132.00 |
|
HIGH |
2,116.50 |
|
0.618 |
2,106.75 |
|
0.500 |
2,104.00 |
|
0.382 |
2,101.00 |
|
LOW |
2,091.25 |
|
0.618 |
2,075.75 |
|
1.000 |
2,066.00 |
|
1.618 |
2,050.50 |
|
2.618 |
2,025.25 |
|
4.250 |
1,984.00 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,104.00 |
2,106.00 |
| PP |
2,102.25 |
2,103.75 |
| S1 |
2,100.50 |
2,101.25 |
|