| 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 |
18,011 |
17,848 |
-163 |
-0.9% |
17,947 |
| High |
18,020 |
17,870 |
-150 |
-0.8% |
18,080 |
| Low |
17,785 |
17,735 |
-50 |
-0.3% |
17,735 |
| Close |
17,846 |
17,764 |
-82 |
-0.5% |
17,764 |
| Range |
235 |
135 |
-100 |
-42.6% |
345 |
| ATR |
155 |
154 |
-1 |
-0.9% |
0 |
| Volume |
3,657 |
4,066 |
409 |
11.2% |
12,614 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,195 |
18,114 |
17,838 |
|
| R3 |
18,060 |
17,979 |
17,801 |
|
| R2 |
17,925 |
17,925 |
17,789 |
|
| R1 |
17,844 |
17,844 |
17,777 |
17,817 |
| PP |
17,790 |
17,790 |
17,790 |
17,776 |
| S1 |
17,709 |
17,709 |
17,752 |
17,682 |
| S2 |
17,655 |
17,655 |
17,739 |
|
| S3 |
17,520 |
17,574 |
17,727 |
|
| S4 |
17,385 |
17,439 |
17,690 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,895 |
18,674 |
17,954 |
|
| R3 |
18,550 |
18,329 |
17,859 |
|
| R2 |
18,205 |
18,205 |
17,827 |
|
| R1 |
17,984 |
17,984 |
17,796 |
17,922 |
| PP |
17,860 |
17,860 |
17,860 |
17,829 |
| S1 |
17,639 |
17,639 |
17,733 |
17,577 |
| S2 |
17,515 |
17,515 |
17,701 |
|
| S3 |
17,170 |
17,294 |
17,669 |
|
| S4 |
16,825 |
16,949 |
17,574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,080 |
17,735 |
345 |
1.9% |
166 |
0.9% |
8% |
False |
True |
2,522 |
| 10 |
18,192 |
17,735 |
457 |
2.6% |
159 |
0.9% |
6% |
False |
True |
1,360 |
| 20 |
18,250 |
17,735 |
515 |
2.9% |
141 |
0.8% |
6% |
False |
True |
739 |
| 40 |
18,250 |
17,601 |
649 |
3.7% |
153 |
0.9% |
25% |
False |
False |
382 |
| 60 |
18,250 |
17,410 |
840 |
4.7% |
151 |
0.9% |
42% |
False |
False |
258 |
| 80 |
18,250 |
17,410 |
840 |
4.7% |
122 |
0.7% |
42% |
False |
False |
194 |
| 100 |
18,250 |
16,932 |
1,318 |
7.4% |
103 |
0.6% |
63% |
False |
False |
155 |
| 120 |
18,250 |
16,831 |
1,419 |
8.0% |
92 |
0.5% |
66% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,444 |
|
2.618 |
18,224 |
|
1.618 |
18,089 |
|
1.000 |
18,005 |
|
0.618 |
17,954 |
|
HIGH |
17,870 |
|
0.618 |
17,819 |
|
0.500 |
17,803 |
|
0.382 |
17,787 |
|
LOW |
17,735 |
|
0.618 |
17,652 |
|
1.000 |
17,600 |
|
1.618 |
17,517 |
|
2.618 |
17,382 |
|
4.250 |
17,161 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,803 |
17,908 |
| PP |
17,790 |
17,860 |
| S1 |
17,777 |
17,812 |
|