| 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 |
2,108.00 |
2,090.50 |
-17.50 |
-0.8% |
2,100.00 |
| High |
2,108.25 |
2,095.00 |
-13.25 |
-0.6% |
2,113.25 |
| Low |
2,083.50 |
2,075.75 |
-7.75 |
-0.4% |
2,075.75 |
| Close |
2,091.25 |
2,084.50 |
-6.75 |
-0.3% |
2,084.50 |
| Range |
24.75 |
19.25 |
-5.50 |
-22.2% |
37.50 |
| ATR |
19.51 |
19.49 |
-0.02 |
-0.1% |
0.00 |
| Volume |
27,699 |
25,983 |
-1,716 |
-6.2% |
118,696 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.75 |
2,133.00 |
2,095.00 |
|
| R3 |
2,123.50 |
2,113.75 |
2,089.75 |
|
| R2 |
2,104.25 |
2,104.25 |
2,088.00 |
|
| R1 |
2,094.50 |
2,094.50 |
2,086.25 |
2,089.75 |
| PP |
2,085.00 |
2,085.00 |
2,085.00 |
2,082.75 |
| S1 |
2,075.25 |
2,075.25 |
2,082.75 |
2,070.50 |
| S2 |
2,065.75 |
2,065.75 |
2,081.00 |
|
| S3 |
2,046.50 |
2,056.00 |
2,079.25 |
|
| S4 |
2,027.25 |
2,036.75 |
2,074.00 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.75 |
2,181.50 |
2,105.00 |
|
| R3 |
2,166.25 |
2,144.00 |
2,094.75 |
|
| R2 |
2,128.75 |
2,128.75 |
2,091.50 |
|
| R1 |
2,106.50 |
2,106.50 |
2,088.00 |
2,099.00 |
| PP |
2,091.25 |
2,091.25 |
2,091.25 |
2,087.25 |
| S1 |
2,069.00 |
2,069.00 |
2,081.00 |
2,061.50 |
| S2 |
2,053.75 |
2,053.75 |
2,077.50 |
|
| S3 |
2,016.25 |
2,031.50 |
2,074.25 |
|
| S4 |
1,978.75 |
1,994.00 |
2,064.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,113.25 |
2,075.75 |
37.50 |
1.8% |
19.25 |
0.9% |
23% |
False |
True |
23,739 |
| 10 |
2,123.00 |
2,075.75 |
47.25 |
2.3% |
19.00 |
0.9% |
19% |
False |
True |
15,517 |
| 20 |
2,126.25 |
2,072.00 |
54.25 |
2.6% |
18.25 |
0.9% |
23% |
False |
False |
9,139 |
| 40 |
2,126.25 |
2,050.00 |
76.25 |
3.7% |
19.75 |
1.0% |
45% |
False |
False |
5,879 |
| 60 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.50 |
1.0% |
58% |
False |
False |
4,421 |
| 80 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
19.50 |
0.9% |
59% |
False |
False |
3,346 |
| 100 |
2,126.25 |
1,958.50 |
167.75 |
8.0% |
21.00 |
1.0% |
75% |
False |
False |
2,690 |
| 120 |
2,126.25 |
1,951.00 |
175.25 |
8.4% |
21.00 |
1.0% |
76% |
False |
False |
2,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.75 |
|
2.618 |
2,145.50 |
|
1.618 |
2,126.25 |
|
1.000 |
2,114.25 |
|
0.618 |
2,107.00 |
|
HIGH |
2,095.00 |
|
0.618 |
2,087.75 |
|
0.500 |
2,085.50 |
|
0.382 |
2,083.00 |
|
LOW |
2,075.75 |
|
0.618 |
2,063.75 |
|
1.000 |
2,056.50 |
|
1.618 |
2,044.50 |
|
2.618 |
2,025.25 |
|
4.250 |
1,994.00 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.50 |
2,094.50 |
| PP |
2,085.00 |
2,091.25 |
| S1 |
2,084.75 |
2,087.75 |
|