| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,716.85 |
16,736.70 |
19.85 |
0.1% |
16,607.42 |
| High |
16,756.64 |
16,736.70 |
-19.94 |
-0.1% |
16,721.22 |
| Low |
16,682.07 |
16,690.01 |
7.94 |
0.0% |
16,607.42 |
| Close |
16,743.63 |
16,722.34 |
-21.29 |
-0.1% |
16,717.17 |
| Range |
74.57 |
46.69 |
-27.88 |
-37.4% |
113.80 |
| ATR |
108.16 |
104.26 |
-3.90 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,856.42 |
16,836.07 |
16,748.02 |
|
| R3 |
16,809.73 |
16,789.38 |
16,735.18 |
|
| R2 |
16,763.04 |
16,763.04 |
16,730.90 |
|
| R1 |
16,742.69 |
16,742.69 |
16,726.62 |
16,729.52 |
| PP |
16,716.35 |
16,716.35 |
16,716.35 |
16,709.77 |
| S1 |
16,696.00 |
16,696.00 |
16,718.06 |
16,682.83 |
| S2 |
16,669.66 |
16,669.66 |
16,713.78 |
|
| S3 |
16,622.97 |
16,649.31 |
16,709.50 |
|
| S4 |
16,576.28 |
16,602.62 |
16,696.66 |
|
|
| 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 |
16,620.22 |
136.42 |
0.8% |
65.34 |
0.4% |
75% |
False |
False |
|
| 10 |
16,756.64 |
16,341.30 |
415.34 |
2.5% |
89.07 |
0.5% |
92% |
False |
False |
|
| 20 |
16,756.64 |
16,341.30 |
415.34 |
2.5% |
103.68 |
0.6% |
92% |
False |
False |
|
| 40 |
16,756.64 |
16,015.32 |
741.32 |
4.4% |
121.60 |
0.7% |
95% |
False |
False |
|
| 60 |
16,756.64 |
16,015.32 |
741.32 |
4.4% |
133.24 |
0.8% |
95% |
False |
False |
|
| 80 |
16,756.64 |
15,625.53 |
1,131.11 |
6.8% |
136.14 |
0.8% |
97% |
False |
False |
|
| 100 |
16,756.64 |
15,340.69 |
1,415.95 |
8.5% |
143.91 |
0.9% |
98% |
False |
False |
|
| 120 |
16,756.64 |
15,340.69 |
1,415.95 |
8.5% |
139.05 |
0.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,935.13 |
|
2.618 |
16,858.93 |
|
1.618 |
16,812.24 |
|
1.000 |
16,783.39 |
|
0.618 |
16,765.55 |
|
HIGH |
16,736.70 |
|
0.618 |
16,718.86 |
|
0.500 |
16,713.36 |
|
0.382 |
16,707.85 |
|
LOW |
16,690.01 |
|
0.618 |
16,661.16 |
|
1.000 |
16,643.32 |
|
1.618 |
16,614.47 |
|
2.618 |
16,567.78 |
|
4.250 |
16,491.58 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,719.35 |
16,715.81 |
| PP |
16,716.35 |
16,709.28 |
| S1 |
16,713.36 |
16,702.75 |
|