| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,842.0 |
6,847.0 |
5.0 |
0.1% |
6,813.5 |
| High |
6,864.0 |
6,847.5 |
-16.5 |
-0.2% |
6,872.0 |
| Low |
6,836.5 |
6,804.0 |
-32.5 |
-0.5% |
6,813.5 |
| Close |
6,860.5 |
6,816.5 |
-44.0 |
-0.6% |
6,822.5 |
| Range |
27.5 |
43.5 |
16.0 |
58.2% |
58.5 |
| ATR |
51.2 |
51.5 |
0.4 |
0.7% |
0.0 |
| Volume |
75,979 |
72,396 |
-3,583 |
-4.7% |
265,423 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,953.0 |
6,928.5 |
6,840.5 |
|
| R3 |
6,909.5 |
6,885.0 |
6,828.5 |
|
| R2 |
6,866.0 |
6,866.0 |
6,824.5 |
|
| R1 |
6,841.5 |
6,841.5 |
6,820.5 |
6,832.0 |
| PP |
6,822.5 |
6,822.5 |
6,822.5 |
6,818.0 |
| S1 |
6,798.0 |
6,798.0 |
6,812.5 |
6,788.5 |
| S2 |
6,779.0 |
6,779.0 |
6,808.5 |
|
| S3 |
6,735.5 |
6,754.5 |
6,804.5 |
|
| S4 |
6,692.0 |
6,711.0 |
6,792.5 |
|
|
| 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 |
6,804.0 |
68.0 |
1.0% |
37.5 |
0.6% |
18% |
False |
True |
71,097 |
| 10 |
6,872.0 |
6,762.5 |
109.5 |
1.6% |
41.0 |
0.6% |
49% |
False |
False |
67,793 |
| 20 |
6,880.0 |
6,734.5 |
145.5 |
2.1% |
45.0 |
0.7% |
56% |
False |
False |
82,194 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
56.0 |
0.8% |
85% |
False |
False |
90,836 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
61.5 |
0.9% |
86% |
False |
False |
91,547 |
| 80 |
6,880.0 |
6,360.5 |
519.5 |
7.6% |
61.0 |
0.9% |
88% |
False |
False |
68,800 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
57.0 |
0.8% |
89% |
False |
False |
55,052 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
48.5 |
0.7% |
89% |
False |
False |
45,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,032.5 |
|
2.618 |
6,961.5 |
|
1.618 |
6,918.0 |
|
1.000 |
6,891.0 |
|
0.618 |
6,874.5 |
|
HIGH |
6,847.5 |
|
0.618 |
6,831.0 |
|
0.500 |
6,826.0 |
|
0.382 |
6,820.5 |
|
LOW |
6,804.0 |
|
0.618 |
6,777.0 |
|
1.000 |
6,760.5 |
|
1.618 |
6,733.5 |
|
2.618 |
6,690.0 |
|
4.250 |
6,619.0 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,826.0 |
6,835.5 |
| PP |
6,822.5 |
6,829.0 |
| S1 |
6,819.5 |
6,823.0 |
|