| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,697.33 |
16,716.85 |
19.52 |
0.1% |
16,607.42 |
| High |
16,721.22 |
16,756.64 |
35.42 |
0.2% |
16,721.22 |
| Low |
16,648.85 |
16,682.07 |
33.22 |
0.2% |
16,607.42 |
| Close |
16,717.17 |
16,743.63 |
26.46 |
0.2% |
16,717.17 |
| Range |
72.37 |
74.57 |
2.20 |
3.0% |
113.80 |
| ATR |
110.74 |
108.16 |
-2.58 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,951.16 |
16,921.96 |
16,784.64 |
|
| R3 |
16,876.59 |
16,847.39 |
16,764.14 |
|
| R2 |
16,802.02 |
16,802.02 |
16,757.30 |
|
| R1 |
16,772.82 |
16,772.82 |
16,750.47 |
16,787.42 |
| PP |
16,727.45 |
16,727.45 |
16,727.45 |
16,734.75 |
| S1 |
16,698.25 |
16,698.25 |
16,736.79 |
16,712.85 |
| S2 |
16,652.88 |
16,652.88 |
16,729.96 |
|
| S3 |
16,578.31 |
16,623.68 |
16,723.12 |
|
| S4 |
16,503.74 |
16,549.11 |
16,702.62 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,023.34 |
16,984.05 |
16,779.76 |
|
| R3 |
16,909.54 |
16,870.25 |
16,748.47 |
|
| R2 |
16,795.74 |
16,795.74 |
16,738.03 |
|
| R1 |
16,756.45 |
16,756.45 |
16,727.60 |
16,776.10 |
| PP |
16,681.94 |
16,681.94 |
16,681.94 |
16,691.76 |
| S1 |
16,642.65 |
16,642.65 |
16,706.74 |
16,662.30 |
| S2 |
16,568.14 |
16,568.14 |
16,696.31 |
|
| S3 |
16,454.34 |
16,528.85 |
16,685.88 |
|
| S4 |
16,340.54 |
16,415.05 |
16,654.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,756.64 |
16,607.42 |
149.22 |
0.9% |
72.26 |
0.4% |
91% |
True |
False |
|
| 10 |
16,756.64 |
16,341.30 |
415.34 |
2.5% |
92.81 |
0.6% |
97% |
True |
False |
|
| 20 |
16,756.64 |
16,341.30 |
415.34 |
2.5% |
109.88 |
0.7% |
97% |
True |
False |
|
| 40 |
16,756.64 |
16,015.32 |
741.32 |
4.4% |
126.41 |
0.8% |
98% |
True |
False |
|
| 60 |
16,756.64 |
16,015.32 |
741.32 |
4.4% |
134.24 |
0.8% |
98% |
True |
False |
|
| 80 |
16,756.64 |
15,443.00 |
1,313.64 |
7.8% |
137.92 |
0.8% |
99% |
True |
False |
|
| 100 |
16,756.64 |
15,340.69 |
1,415.95 |
8.5% |
144.56 |
0.9% |
99% |
True |
False |
|
| 120 |
16,756.64 |
15,340.69 |
1,415.95 |
8.5% |
139.02 |
0.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,073.56 |
|
2.618 |
16,951.86 |
|
1.618 |
16,877.29 |
|
1.000 |
16,831.21 |
|
0.618 |
16,802.72 |
|
HIGH |
16,756.64 |
|
0.618 |
16,728.15 |
|
0.500 |
16,719.36 |
|
0.382 |
16,710.56 |
|
LOW |
16,682.07 |
|
0.618 |
16,635.99 |
|
1.000 |
16,607.50 |
|
1.618 |
16,561.42 |
|
2.618 |
16,486.85 |
|
4.250 |
16,365.15 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,735.54 |
16,725.27 |
| PP |
16,727.45 |
16,706.90 |
| S1 |
16,719.36 |
16,688.54 |
|