| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,739.14 |
16,839.64 |
100.50 |
0.6% |
16,716.85 |
| High |
16,845.81 |
16,924.28 |
78.47 |
0.5% |
16,924.28 |
| Low |
16,709.95 |
16,839.64 |
129.69 |
0.8% |
16,673.65 |
| Close |
16,836.11 |
16,924.28 |
88.17 |
0.5% |
16,924.28 |
| Range |
135.86 |
84.64 |
-51.22 |
-37.7% |
250.63 |
| ATR |
104.20 |
103.05 |
-1.14 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,149.99 |
17,121.77 |
16,970.83 |
|
| R3 |
17,065.35 |
17,037.13 |
16,947.56 |
|
| R2 |
16,980.71 |
16,980.71 |
16,939.80 |
|
| R1 |
16,952.49 |
16,952.49 |
16,932.04 |
16,966.60 |
| PP |
16,896.07 |
16,896.07 |
16,896.07 |
16,903.12 |
| S1 |
16,867.85 |
16,867.85 |
16,916.52 |
16,881.96 |
| S2 |
16,811.43 |
16,811.43 |
16,908.76 |
|
| S3 |
16,726.79 |
16,783.21 |
16,901.00 |
|
| S4 |
16,642.15 |
16,698.57 |
16,877.73 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,592.63 |
17,509.08 |
17,062.13 |
|
| R3 |
17,342.00 |
17,258.45 |
16,993.20 |
|
| R2 |
17,091.37 |
17,091.37 |
16,970.23 |
|
| R1 |
17,007.82 |
17,007.82 |
16,947.25 |
17,049.60 |
| PP |
16,840.74 |
16,840.74 |
16,840.74 |
16,861.62 |
| S1 |
16,757.19 |
16,757.19 |
16,901.31 |
16,798.97 |
| S2 |
16,590.11 |
16,590.11 |
16,878.33 |
|
| S3 |
16,339.48 |
16,506.56 |
16,855.36 |
|
| S4 |
16,088.85 |
16,255.93 |
16,786.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,924.28 |
16,673.65 |
250.63 |
1.5% |
82.20 |
0.5% |
100% |
True |
False |
|
| 10 |
16,924.28 |
16,544.49 |
379.79 |
2.2% |
76.63 |
0.5% |
100% |
True |
False |
|
| 20 |
16,924.28 |
16,341.30 |
582.98 |
3.4% |
97.35 |
0.6% |
100% |
True |
False |
|
| 40 |
16,924.28 |
16,015.32 |
908.96 |
5.4% |
116.94 |
0.7% |
100% |
True |
False |
|
| 60 |
16,924.28 |
16,015.32 |
908.96 |
5.4% |
132.09 |
0.8% |
100% |
True |
False |
|
| 80 |
16,924.28 |
15,863.25 |
1,061.03 |
6.3% |
133.95 |
0.8% |
100% |
True |
False |
|
| 100 |
16,924.28 |
15,340.69 |
1,583.59 |
9.4% |
142.13 |
0.8% |
100% |
True |
False |
|
| 120 |
16,924.28 |
15,340.69 |
1,583.59 |
9.4% |
138.38 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,284.00 |
|
2.618 |
17,145.87 |
|
1.618 |
17,061.23 |
|
1.000 |
17,008.92 |
|
0.618 |
16,976.59 |
|
HIGH |
16,924.28 |
|
0.618 |
16,891.95 |
|
0.500 |
16,881.96 |
|
0.382 |
16,871.97 |
|
LOW |
16,839.64 |
|
0.618 |
16,787.33 |
|
1.000 |
16,755.00 |
|
1.618 |
16,702.69 |
|
2.618 |
16,618.05 |
|
4.250 |
16,479.92 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,910.17 |
16,882.51 |
| PP |
16,896.07 |
16,840.74 |
| S1 |
16,881.96 |
16,798.97 |
|