| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,720.00 |
16,739.14 |
19.14 |
0.1% |
16,607.42 |
| High |
16,742.91 |
16,845.81 |
102.90 |
0.6% |
16,721.22 |
| Low |
16,673.65 |
16,709.95 |
36.30 |
0.2% |
16,607.42 |
| Close |
16,737.53 |
16,836.11 |
98.58 |
0.6% |
16,717.17 |
| Range |
69.26 |
135.86 |
66.60 |
96.2% |
113.80 |
| ATR |
101.76 |
104.20 |
2.44 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,204.87 |
17,156.35 |
16,910.83 |
|
| R3 |
17,069.01 |
17,020.49 |
16,873.47 |
|
| R2 |
16,933.15 |
16,933.15 |
16,861.02 |
|
| R1 |
16,884.63 |
16,884.63 |
16,848.56 |
16,908.89 |
| PP |
16,797.29 |
16,797.29 |
16,797.29 |
16,809.42 |
| S1 |
16,748.77 |
16,748.77 |
16,823.66 |
16,773.03 |
| S2 |
16,661.43 |
16,661.43 |
16,811.20 |
|
| S3 |
16,525.57 |
16,612.91 |
16,798.75 |
|
| S4 |
16,389.71 |
16,477.05 |
16,761.39 |
|
|
| 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 |
16,845.81 |
16,648.85 |
196.96 |
1.2% |
79.75 |
0.5% |
95% |
True |
False |
|
| 10 |
16,845.81 |
16,489.61 |
356.20 |
2.1% |
75.75 |
0.4% |
97% |
True |
False |
|
| 20 |
16,845.81 |
16,341.30 |
504.51 |
3.0% |
99.16 |
0.6% |
98% |
True |
False |
|
| 40 |
16,845.81 |
16,015.32 |
830.49 |
4.9% |
119.38 |
0.7% |
99% |
True |
False |
|
| 60 |
16,845.81 |
16,015.32 |
830.49 |
4.9% |
132.42 |
0.8% |
99% |
True |
False |
|
| 80 |
16,845.81 |
15,803.40 |
1,042.41 |
6.2% |
135.69 |
0.8% |
99% |
True |
False |
|
| 100 |
16,845.81 |
15,340.69 |
1,505.12 |
8.9% |
143.41 |
0.9% |
99% |
True |
False |
|
| 120 |
16,845.81 |
15,340.69 |
1,505.12 |
8.9% |
138.85 |
0.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,423.22 |
|
2.618 |
17,201.49 |
|
1.618 |
17,065.63 |
|
1.000 |
16,981.67 |
|
0.618 |
16,929.77 |
|
HIGH |
16,845.81 |
|
0.618 |
16,793.91 |
|
0.500 |
16,777.88 |
|
0.382 |
16,761.85 |
|
LOW |
16,709.95 |
|
0.618 |
16,625.99 |
|
1.000 |
16,574.09 |
|
1.618 |
16,490.13 |
|
2.618 |
16,354.27 |
|
4.250 |
16,132.55 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,816.70 |
16,810.65 |
| PP |
16,797.29 |
16,785.19 |
| S1 |
16,777.88 |
16,759.73 |
|