| 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 |
3,555.0 |
3,518.0 |
-37.0 |
-1.0% |
3,584.0 |
| High |
3,585.0 |
3,529.0 |
-56.0 |
-1.6% |
3,612.0 |
| Low |
3,500.0 |
3,485.0 |
-15.0 |
-0.4% |
3,485.0 |
| Close |
3,553.0 |
3,505.0 |
-48.0 |
-1.4% |
3,505.0 |
| Range |
85.0 |
44.0 |
-41.0 |
-48.2% |
127.0 |
| ATR |
67.0 |
67.1 |
0.1 |
0.1% |
0.0 |
| Volume |
24,546 |
54,144 |
29,598 |
120.6% |
109,966 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,638.3 |
3,615.7 |
3,529.2 |
|
| R3 |
3,594.3 |
3,571.7 |
3,517.1 |
|
| R2 |
3,550.3 |
3,550.3 |
3,513.1 |
|
| R1 |
3,527.7 |
3,527.7 |
3,509.0 |
3,517.0 |
| PP |
3,506.3 |
3,506.3 |
3,506.3 |
3,501.0 |
| S1 |
3,483.7 |
3,483.7 |
3,501.0 |
3,473.0 |
| S2 |
3,462.3 |
3,462.3 |
3,496.9 |
|
| S3 |
3,418.3 |
3,439.7 |
3,492.9 |
|
| S4 |
3,374.3 |
3,395.7 |
3,480.8 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,915.0 |
3,837.0 |
3,574.9 |
|
| R3 |
3,788.0 |
3,710.0 |
3,539.9 |
|
| R2 |
3,661.0 |
3,661.0 |
3,528.3 |
|
| R1 |
3,583.0 |
3,583.0 |
3,516.6 |
3,558.5 |
| PP |
3,534.0 |
3,534.0 |
3,534.0 |
3,521.8 |
| S1 |
3,456.0 |
3,456.0 |
3,493.4 |
3,431.5 |
| S2 |
3,407.0 |
3,407.0 |
3,481.7 |
|
| S3 |
3,280.0 |
3,329.0 |
3,470.1 |
|
| S4 |
3,153.0 |
3,202.0 |
3,435.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,612.0 |
3,485.0 |
127.0 |
3.6% |
62.6 |
1.8% |
16% |
False |
True |
21,993 |
| 10 |
3,677.0 |
3,485.0 |
192.0 |
5.5% |
62.5 |
1.8% |
10% |
False |
True |
12,046 |
| 20 |
3,678.0 |
3,478.0 |
200.0 |
5.7% |
64.0 |
1.8% |
14% |
False |
False |
15,371 |
| 40 |
3,761.0 |
3,438.0 |
323.0 |
9.2% |
65.2 |
1.9% |
21% |
False |
False |
9,208 |
| 60 |
3,761.0 |
3,438.0 |
323.0 |
9.2% |
55.8 |
1.6% |
21% |
False |
False |
6,757 |
| 80 |
3,761.0 |
3,265.0 |
496.0 |
14.2% |
45.0 |
1.3% |
48% |
False |
False |
5,110 |
| 100 |
3,761.0 |
2,998.0 |
763.0 |
21.8% |
43.7 |
1.2% |
66% |
False |
False |
4,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,716.0 |
|
2.618 |
3,644.2 |
|
1.618 |
3,600.2 |
|
1.000 |
3,573.0 |
|
0.618 |
3,556.2 |
|
HIGH |
3,529.0 |
|
0.618 |
3,512.2 |
|
0.500 |
3,507.0 |
|
0.382 |
3,501.8 |
|
LOW |
3,485.0 |
|
0.618 |
3,457.8 |
|
1.000 |
3,441.0 |
|
1.618 |
3,413.8 |
|
2.618 |
3,369.8 |
|
4.250 |
3,298.0 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,507.0 |
3,548.5 |
| PP |
3,506.3 |
3,534.0 |
| S1 |
3,505.7 |
3,519.5 |
|