| 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 |
2,116.25 |
2,098.75 |
-17.50 |
-0.8% |
2,107.00 |
| High |
2,116.50 |
2,102.75 |
-13.75 |
-0.6% |
2,120.75 |
| Low |
2,091.25 |
2,083.50 |
-7.75 |
-0.4% |
2,083.50 |
| Close |
2,099.00 |
2,092.25 |
-6.75 |
-0.3% |
2,092.25 |
| Range |
25.25 |
19.25 |
-6.00 |
-23.8% |
37.25 |
| ATR |
19.99 |
19.94 |
-0.05 |
-0.3% |
0.00 |
| Volume |
1,717,287 |
1,460,654 |
-256,633 |
-14.9% |
7,274,568 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.50 |
2,140.75 |
2,102.75 |
|
| R3 |
2,131.25 |
2,121.50 |
2,097.50 |
|
| R2 |
2,112.00 |
2,112.00 |
2,095.75 |
|
| R1 |
2,102.25 |
2,102.25 |
2,094.00 |
2,097.50 |
| PP |
2,092.75 |
2,092.75 |
2,092.75 |
2,090.50 |
| S1 |
2,083.00 |
2,083.00 |
2,090.50 |
2,078.25 |
| S2 |
2,073.50 |
2,073.50 |
2,088.75 |
|
| S3 |
2,054.25 |
2,063.75 |
2,087.00 |
|
| S4 |
2,035.00 |
2,044.50 |
2,081.75 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.50 |
2,188.75 |
2,112.75 |
|
| R3 |
2,173.25 |
2,151.50 |
2,102.50 |
|
| R2 |
2,136.00 |
2,136.00 |
2,099.00 |
|
| R1 |
2,114.25 |
2,114.25 |
2,095.75 |
2,106.50 |
| PP |
2,098.75 |
2,098.75 |
2,098.75 |
2,095.00 |
| S1 |
2,077.00 |
2,077.00 |
2,088.75 |
2,069.25 |
| S2 |
2,061.50 |
2,061.50 |
2,085.50 |
|
| S3 |
2,024.25 |
2,039.75 |
2,082.00 |
|
| S4 |
1,987.00 |
2,002.50 |
2,071.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,120.75 |
2,083.50 |
37.25 |
1.8% |
19.50 |
0.9% |
23% |
False |
True |
1,454,913 |
| 10 |
2,131.00 |
2,083.50 |
47.50 |
2.3% |
19.25 |
0.9% |
18% |
False |
True |
1,369,524 |
| 20 |
2,134.00 |
2,079.25 |
54.75 |
2.6% |
18.50 |
0.9% |
24% |
False |
False |
1,244,991 |
| 40 |
2,134.00 |
2,057.00 |
77.00 |
3.7% |
20.50 |
1.0% |
46% |
False |
False |
1,276,293 |
| 60 |
2,134.00 |
2,030.75 |
103.25 |
4.9% |
22.25 |
1.1% |
60% |
False |
False |
1,318,091 |
| 80 |
2,134.00 |
2,030.50 |
103.50 |
4.9% |
21.00 |
1.0% |
60% |
False |
False |
997,778 |
| 100 |
2,134.00 |
1,963.50 |
170.50 |
8.1% |
23.75 |
1.1% |
76% |
False |
False |
798,876 |
| 120 |
2,134.00 |
1,954.25 |
179.75 |
8.6% |
24.50 |
1.2% |
77% |
False |
False |
666,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,184.50 |
|
2.618 |
2,153.25 |
|
1.618 |
2,134.00 |
|
1.000 |
2,122.00 |
|
0.618 |
2,114.75 |
|
HIGH |
2,102.75 |
|
0.618 |
2,095.50 |
|
0.500 |
2,093.00 |
|
0.382 |
2,090.75 |
|
LOW |
2,083.50 |
|
0.618 |
2,071.50 |
|
1.000 |
2,064.25 |
|
1.618 |
2,052.25 |
|
2.618 |
2,033.00 |
|
4.250 |
2,001.75 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,093.00 |
2,102.00 |
| PP |
2,092.75 |
2,098.75 |
| S1 |
2,092.50 |
2,095.50 |
|