| 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 |
1,190.6 |
1,189.0 |
-1.6 |
-0.1% |
1,205.2 |
| High |
1,204.0 |
1,194.3 |
-9.7 |
-0.8% |
1,208.2 |
| Low |
1,184.3 |
1,186.0 |
1.7 |
0.1% |
1,179.6 |
| Close |
1,188.3 |
1,194.1 |
5.8 |
0.5% |
1,189.4 |
| Range |
19.7 |
8.3 |
-11.4 |
-57.9% |
28.6 |
| ATR |
15.4 |
14.9 |
-0.5 |
-3.3% |
0.0 |
| Volume |
1,236 |
1,003 |
-233 |
-18.9% |
502,293 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,216.4 |
1,213.5 |
1,198.7 |
|
| R3 |
1,208.1 |
1,205.2 |
1,196.4 |
|
| R2 |
1,199.8 |
1,199.8 |
1,195.6 |
|
| R1 |
1,196.9 |
1,196.9 |
1,194.9 |
1,198.4 |
| PP |
1,191.5 |
1,191.5 |
1,191.5 |
1,192.2 |
| S1 |
1,188.6 |
1,188.6 |
1,193.3 |
1,190.1 |
| S2 |
1,183.2 |
1,183.2 |
1,192.6 |
|
| S3 |
1,174.9 |
1,180.3 |
1,191.8 |
|
| S4 |
1,166.6 |
1,172.0 |
1,189.5 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,278.2 |
1,262.4 |
1,205.1 |
|
| R3 |
1,249.6 |
1,233.8 |
1,197.3 |
|
| R2 |
1,221.0 |
1,221.0 |
1,194.6 |
|
| R1 |
1,205.2 |
1,205.2 |
1,192.0 |
1,198.8 |
| PP |
1,192.4 |
1,192.4 |
1,192.4 |
1,189.2 |
| S1 |
1,176.6 |
1,176.6 |
1,186.8 |
1,170.2 |
| S2 |
1,163.8 |
1,163.8 |
1,184.2 |
|
| S3 |
1,135.2 |
1,148.0 |
1,181.5 |
|
| S4 |
1,106.6 |
1,119.4 |
1,173.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,204.0 |
1,179.6 |
24.4 |
2.0% |
11.0 |
0.9% |
59% |
False |
False |
51,981 |
| 10 |
1,225.5 |
1,179.6 |
45.9 |
3.8% |
13.5 |
1.1% |
32% |
False |
False |
109,398 |
| 20 |
1,232.0 |
1,177.9 |
54.1 |
4.5% |
14.2 |
1.2% |
30% |
False |
False |
126,460 |
| 40 |
1,232.0 |
1,168.4 |
63.6 |
5.3% |
15.3 |
1.3% |
40% |
False |
False |
131,214 |
| 60 |
1,232.0 |
1,142.4 |
89.6 |
7.5% |
15.7 |
1.3% |
58% |
False |
False |
106,749 |
| 80 |
1,269.4 |
1,142.4 |
127.0 |
10.6% |
16.2 |
1.4% |
41% |
False |
False |
81,310 |
| 100 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
17.3 |
1.5% |
31% |
False |
False |
65,990 |
| 120 |
1,309.0 |
1,142.4 |
166.6 |
14.0% |
17.8 |
1.5% |
31% |
False |
False |
55,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,229.6 |
|
2.618 |
1,216.0 |
|
1.618 |
1,207.7 |
|
1.000 |
1,202.6 |
|
0.618 |
1,199.4 |
|
HIGH |
1,194.3 |
|
0.618 |
1,191.1 |
|
0.500 |
1,190.2 |
|
0.382 |
1,189.2 |
|
LOW |
1,186.0 |
|
0.618 |
1,180.9 |
|
1.000 |
1,177.7 |
|
1.618 |
1,172.6 |
|
2.618 |
1,164.3 |
|
4.250 |
1,150.7 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,192.8 |
1,194.2 |
| PP |
1,191.5 |
1,194.1 |
| S1 |
1,190.2 |
1,194.1 |
|