| 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 |
9,934.0 |
9,976.0 |
42.0 |
0.4% |
9,972.0 |
| High |
10,017.0 |
10,010.0 |
-7.0 |
-0.1% |
10,017.0 |
| Low |
9,896.0 |
9,942.5 |
46.5 |
0.5% |
9,868.0 |
| Close |
9,948.5 |
9,982.0 |
33.5 |
0.3% |
9,982.0 |
| Range |
121.0 |
67.5 |
-53.5 |
-44.2% |
149.0 |
| ATR |
107.6 |
104.7 |
-2.9 |
-2.7% |
0.0 |
| Volume |
135,262 |
40,255 |
-95,007 |
-70.2% |
450,709 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,180.7 |
10,148.8 |
10,019.1 |
|
| R3 |
10,113.2 |
10,081.3 |
10,000.6 |
|
| R2 |
10,045.7 |
10,045.7 |
9,994.4 |
|
| R1 |
10,013.8 |
10,013.8 |
9,988.2 |
10,029.8 |
| PP |
9,978.2 |
9,978.2 |
9,978.2 |
9,986.1 |
| S1 |
9,946.3 |
9,946.3 |
9,975.8 |
9,962.3 |
| S2 |
9,910.7 |
9,910.7 |
9,969.6 |
|
| S3 |
9,843.2 |
9,878.8 |
9,963.4 |
|
| S4 |
9,775.7 |
9,811.3 |
9,944.9 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,402.7 |
10,341.3 |
10,064.0 |
|
| R3 |
10,253.7 |
10,192.3 |
10,023.0 |
|
| R2 |
10,104.7 |
10,104.7 |
10,009.3 |
|
| R1 |
10,043.3 |
10,043.3 |
9,995.7 |
10,074.0 |
| PP |
9,955.7 |
9,955.7 |
9,955.7 |
9,971.0 |
| S1 |
9,894.3 |
9,894.3 |
9,968.3 |
9,925.0 |
| S2 |
9,806.7 |
9,806.7 |
9,954.7 |
|
| S3 |
9,657.7 |
9,745.3 |
9,941.0 |
|
| S4 |
9,508.7 |
9,596.3 |
9,900.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,017.0 |
9,868.0 |
149.0 |
1.5% |
84.6 |
0.8% |
77% |
False |
False |
90,141 |
| 10 |
10,017.0 |
9,709.0 |
308.0 |
3.1% |
73.9 |
0.7% |
89% |
False |
False |
73,904 |
| 20 |
10,017.0 |
9,536.5 |
480.5 |
4.8% |
88.2 |
0.9% |
93% |
False |
False |
83,312 |
| 40 |
10,017.0 |
9,102.5 |
914.5 |
9.2% |
118.8 |
1.2% |
96% |
False |
False |
95,883 |
| 60 |
10,017.0 |
8,934.5 |
1,082.5 |
10.8% |
125.0 |
1.3% |
97% |
False |
False |
88,944 |
| 80 |
10,017.0 |
8,934.5 |
1,082.5 |
10.8% |
122.4 |
1.2% |
97% |
False |
False |
66,926 |
| 100 |
10,017.0 |
8,934.5 |
1,082.5 |
10.8% |
127.0 |
1.3% |
97% |
False |
False |
53,572 |
| 120 |
10,017.0 |
8,934.5 |
1,082.5 |
10.8% |
120.1 |
1.2% |
97% |
False |
False |
44,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,296.9 |
|
2.618 |
10,186.7 |
|
1.618 |
10,119.2 |
|
1.000 |
10,077.5 |
|
0.618 |
10,051.7 |
|
HIGH |
10,010.0 |
|
0.618 |
9,984.2 |
|
0.500 |
9,976.3 |
|
0.382 |
9,968.3 |
|
LOW |
9,942.5 |
|
0.618 |
9,900.8 |
|
1.000 |
9,875.0 |
|
1.618 |
9,833.3 |
|
2.618 |
9,765.8 |
|
4.250 |
9,655.6 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,980.1 |
9,968.8 |
| PP |
9,978.2 |
9,955.7 |
| S1 |
9,976.3 |
9,942.5 |
|