| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
6,827.5 |
6,866.5 |
39.0 |
0.6% |
6,813.5 |
| High |
6,872.0 |
6,867.0 |
-5.0 |
-0.1% |
6,872.0 |
| Low |
6,827.5 |
6,818.0 |
-9.5 |
-0.1% |
6,813.5 |
| Close |
6,860.0 |
6,822.5 |
-37.5 |
-0.5% |
6,822.5 |
| Range |
44.5 |
49.0 |
4.5 |
10.1% |
58.5 |
| ATR |
52.1 |
51.9 |
-0.2 |
-0.4% |
0.0 |
| Volume |
92,850 |
58,825 |
-34,025 |
-36.6% |
265,423 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,983.0 |
6,951.5 |
6,849.5 |
|
| R3 |
6,934.0 |
6,902.5 |
6,836.0 |
|
| R2 |
6,885.0 |
6,885.0 |
6,831.5 |
|
| R1 |
6,853.5 |
6,853.5 |
6,827.0 |
6,845.0 |
| PP |
6,836.0 |
6,836.0 |
6,836.0 |
6,831.5 |
| S1 |
6,804.5 |
6,804.5 |
6,818.0 |
6,796.0 |
| S2 |
6,787.0 |
6,787.0 |
6,813.5 |
|
| S3 |
6,738.0 |
6,755.5 |
6,809.0 |
|
| S4 |
6,689.0 |
6,706.5 |
6,795.5 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,011.5 |
6,975.5 |
6,854.5 |
|
| R3 |
6,953.0 |
6,917.0 |
6,838.5 |
|
| R2 |
6,894.5 |
6,894.5 |
6,833.0 |
|
| R1 |
6,858.5 |
6,858.5 |
6,828.0 |
6,876.5 |
| PP |
6,836.0 |
6,836.0 |
6,836.0 |
6,845.0 |
| S1 |
6,800.0 |
6,800.0 |
6,817.0 |
6,818.0 |
| S2 |
6,777.5 |
6,777.5 |
6,812.0 |
|
| S3 |
6,719.0 |
6,741.5 |
6,806.5 |
|
| S4 |
6,660.5 |
6,683.0 |
6,790.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,872.0 |
6,782.0 |
90.0 |
1.3% |
36.5 |
0.5% |
45% |
False |
False |
65,911 |
| 10 |
6,872.0 |
6,762.5 |
109.5 |
1.6% |
46.0 |
0.7% |
55% |
False |
False |
70,016 |
| 20 |
6,880.0 |
6,734.5 |
145.5 |
2.1% |
45.0 |
0.7% |
60% |
False |
False |
84,020 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
56.5 |
0.8% |
87% |
False |
False |
91,010 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
63.0 |
0.9% |
87% |
False |
False |
89,127 |
| 80 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
61.0 |
0.9% |
90% |
False |
False |
66,952 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
56.5 |
0.8% |
90% |
False |
False |
53,568 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
47.5 |
0.7% |
90% |
False |
False |
44,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,075.0 |
|
2.618 |
6,995.5 |
|
1.618 |
6,946.5 |
|
1.000 |
6,916.0 |
|
0.618 |
6,897.5 |
|
HIGH |
6,867.0 |
|
0.618 |
6,848.5 |
|
0.500 |
6,842.5 |
|
0.382 |
6,836.5 |
|
LOW |
6,818.0 |
|
0.618 |
6,787.5 |
|
1.000 |
6,769.0 |
|
1.618 |
6,738.5 |
|
2.618 |
6,689.5 |
|
4.250 |
6,610.0 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,842.5 |
6,845.0 |
| PP |
6,836.0 |
6,837.5 |
| S1 |
6,829.0 |
6,830.0 |
|