| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2,103.50 |
2,099.50 |
-4.00 |
-0.2% |
2,116.75 |
| High |
2,108.25 |
2,113.25 |
5.00 |
0.2% |
2,119.00 |
| Low |
2,086.50 |
2,099.25 |
12.75 |
0.6% |
2,088.50 |
| Close |
2,099.00 |
2,108.25 |
9.25 |
0.4% |
2,098.50 |
| Range |
21.75 |
14.00 |
-7.75 |
-35.6% |
30.50 |
| ATR |
19.48 |
19.11 |
-0.37 |
-1.9% |
0.00 |
| Volume |
19,792 |
31,161 |
11,369 |
57.4% |
31,723 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.00 |
2,142.50 |
2,116.00 |
|
| R3 |
2,135.00 |
2,128.50 |
2,112.00 |
|
| R2 |
2,121.00 |
2,121.00 |
2,110.75 |
|
| R1 |
2,114.50 |
2,114.50 |
2,109.50 |
2,117.75 |
| PP |
2,107.00 |
2,107.00 |
2,107.00 |
2,108.50 |
| S1 |
2,100.50 |
2,100.50 |
2,107.00 |
2,103.75 |
| S2 |
2,093.00 |
2,093.00 |
2,105.75 |
|
| S3 |
2,079.00 |
2,086.50 |
2,104.50 |
|
| S4 |
2,065.00 |
2,072.50 |
2,100.50 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.50 |
2,176.50 |
2,115.25 |
|
| R3 |
2,163.00 |
2,146.00 |
2,107.00 |
|
| R2 |
2,132.50 |
2,132.50 |
2,104.00 |
|
| R1 |
2,115.50 |
2,115.50 |
2,101.25 |
2,108.75 |
| PP |
2,102.00 |
2,102.00 |
2,102.00 |
2,098.50 |
| S1 |
2,085.00 |
2,085.00 |
2,095.75 |
2,078.25 |
| S2 |
2,071.50 |
2,071.50 |
2,093.00 |
|
| S3 |
2,041.00 |
2,054.50 |
2,090.00 |
|
| S4 |
2,010.50 |
2,024.00 |
2,081.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,115.00 |
2,086.50 |
28.50 |
1.4% |
17.00 |
0.8% |
76% |
False |
False |
17,674 |
| 10 |
2,125.00 |
2,086.50 |
38.50 |
1.8% |
17.50 |
0.8% |
56% |
False |
False |
10,826 |
| 20 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
19.00 |
0.9% |
76% |
False |
False |
6,707 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.6% |
19.50 |
0.9% |
76% |
False |
False |
4,645 |
| 60 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
21.25 |
1.0% |
82% |
False |
False |
3,535 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.8% |
19.50 |
0.9% |
82% |
False |
False |
2,678 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
21.00 |
1.0% |
89% |
False |
False |
2,153 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.3% |
21.00 |
1.0% |
90% |
False |
False |
1,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,172.75 |
|
2.618 |
2,150.00 |
|
1.618 |
2,136.00 |
|
1.000 |
2,127.25 |
|
0.618 |
2,122.00 |
|
HIGH |
2,113.25 |
|
0.618 |
2,108.00 |
|
0.500 |
2,106.25 |
|
0.382 |
2,104.50 |
|
LOW |
2,099.25 |
|
0.618 |
2,090.50 |
|
1.000 |
2,085.25 |
|
1.618 |
2,076.50 |
|
2.618 |
2,062.50 |
|
4.250 |
2,039.75 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,107.50 |
2,105.50 |
| PP |
2,107.00 |
2,102.75 |
| S1 |
2,106.25 |
2,100.00 |
|