| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,736.70 |
16,720.00 |
-16.70 |
-0.1% |
16,607.42 |
| High |
16,736.70 |
16,742.91 |
6.21 |
0.0% |
16,721.22 |
| Low |
16,690.01 |
16,673.65 |
-16.36 |
-0.1% |
16,607.42 |
| Close |
16,722.34 |
16,737.53 |
15.19 |
0.1% |
16,717.17 |
| Range |
46.69 |
69.26 |
22.57 |
48.3% |
113.80 |
| ATR |
104.26 |
101.76 |
-2.50 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,925.81 |
16,900.93 |
16,775.62 |
|
| R3 |
16,856.55 |
16,831.67 |
16,756.58 |
|
| R2 |
16,787.29 |
16,787.29 |
16,750.23 |
|
| R1 |
16,762.41 |
16,762.41 |
16,743.88 |
16,774.85 |
| PP |
16,718.03 |
16,718.03 |
16,718.03 |
16,724.25 |
| S1 |
16,693.15 |
16,693.15 |
16,731.18 |
16,705.59 |
| S2 |
16,648.77 |
16,648.77 |
16,724.83 |
|
| S3 |
16,579.51 |
16,623.89 |
16,718.48 |
|
| S4 |
16,510.25 |
16,554.63 |
16,699.44 |
|
|
| 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 |
16,620.43 |
136.21 |
0.8% |
68.24 |
0.4% |
86% |
False |
False |
|
| 10 |
16,756.64 |
16,376.17 |
380.47 |
2.3% |
79.00 |
0.5% |
95% |
False |
False |
|
| 20 |
16,756.64 |
16,341.30 |
415.34 |
2.5% |
100.65 |
0.6% |
95% |
False |
False |
|
| 40 |
16,756.64 |
16,015.32 |
741.32 |
4.4% |
118.90 |
0.7% |
97% |
False |
False |
|
| 60 |
16,756.64 |
16,015.32 |
741.32 |
4.4% |
132.41 |
0.8% |
97% |
False |
False |
|
| 80 |
16,756.64 |
15,733.69 |
1,022.95 |
6.1% |
134.84 |
0.8% |
98% |
False |
False |
|
| 100 |
16,756.64 |
15,340.69 |
1,415.95 |
8.5% |
143.13 |
0.9% |
99% |
False |
False |
|
| 120 |
16,756.64 |
15,340.69 |
1,415.95 |
8.5% |
139.13 |
0.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,037.27 |
|
2.618 |
16,924.23 |
|
1.618 |
16,854.97 |
|
1.000 |
16,812.17 |
|
0.618 |
16,785.71 |
|
HIGH |
16,742.91 |
|
0.618 |
16,716.45 |
|
0.500 |
16,708.28 |
|
0.382 |
16,700.11 |
|
LOW |
16,673.65 |
|
0.618 |
16,630.85 |
|
1.000 |
16,604.39 |
|
1.618 |
16,561.59 |
|
2.618 |
16,492.33 |
|
4.250 |
16,379.30 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,727.78 |
16,730.07 |
| PP |
16,718.03 |
16,722.61 |
| S1 |
16,708.28 |
16,715.15 |
|