| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,866.5 |
6,842.0 |
-24.5 |
-0.4% |
6,813.5 |
| High |
6,867.0 |
6,864.0 |
-3.0 |
0.0% |
6,872.0 |
| Low |
6,818.0 |
6,836.5 |
18.5 |
0.3% |
6,813.5 |
| Close |
6,822.5 |
6,860.5 |
38.0 |
0.6% |
6,822.5 |
| Range |
49.0 |
27.5 |
-21.5 |
-43.9% |
58.5 |
| ATR |
51.9 |
51.2 |
-0.7 |
-1.4% |
0.0 |
| Volume |
58,825 |
75,979 |
17,154 |
29.2% |
265,423 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,936.0 |
6,926.0 |
6,875.5 |
|
| R3 |
6,908.5 |
6,898.5 |
6,868.0 |
|
| R2 |
6,881.0 |
6,881.0 |
6,865.5 |
|
| R1 |
6,871.0 |
6,871.0 |
6,863.0 |
6,876.0 |
| PP |
6,853.5 |
6,853.5 |
6,853.5 |
6,856.0 |
| S1 |
6,843.5 |
6,843.5 |
6,858.0 |
6,848.5 |
| S2 |
6,826.0 |
6,826.0 |
6,855.5 |
|
| S3 |
6,798.5 |
6,816.0 |
6,853.0 |
|
| S4 |
6,771.0 |
6,788.5 |
6,845.5 |
|
|
| 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 |
6,813.5 |
58.5 |
0.9% |
35.5 |
0.5% |
80% |
False |
False |
68,280 |
| 10 |
6,872.0 |
6,762.5 |
109.5 |
1.6% |
43.5 |
0.6% |
89% |
False |
False |
68,756 |
| 20 |
6,880.0 |
6,734.5 |
145.5 |
2.1% |
44.5 |
0.7% |
87% |
False |
False |
82,608 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.2% |
55.5 |
0.8% |
95% |
False |
False |
91,022 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.5% |
62.0 |
0.9% |
96% |
False |
False |
90,344 |
| 80 |
6,880.0 |
6,355.5 |
524.5 |
7.6% |
60.5 |
0.9% |
96% |
False |
False |
67,899 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
56.5 |
0.8% |
97% |
False |
False |
54,328 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
48.0 |
0.7% |
97% |
False |
False |
45,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,981.0 |
|
2.618 |
6,936.0 |
|
1.618 |
6,908.5 |
|
1.000 |
6,891.5 |
|
0.618 |
6,881.0 |
|
HIGH |
6,864.0 |
|
0.618 |
6,853.5 |
|
0.500 |
6,850.0 |
|
0.382 |
6,847.0 |
|
LOW |
6,836.5 |
|
0.618 |
6,819.5 |
|
1.000 |
6,809.0 |
|
1.618 |
6,792.0 |
|
2.618 |
6,764.5 |
|
4.250 |
6,719.5 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,857.0 |
6,855.5 |
| PP |
6,853.5 |
6,850.0 |
| S1 |
6,850.0 |
6,845.0 |
|