| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,832.0 |
6,811.0 |
-21.0 |
-0.3% |
6,813.5 |
| High |
6,834.0 |
6,841.0 |
7.0 |
0.1% |
6,872.0 |
| Low |
6,791.0 |
6,786.5 |
-4.5 |
-0.1% |
6,813.5 |
| Close |
6,807.5 |
6,805.0 |
-2.5 |
0.0% |
6,822.5 |
| Range |
43.0 |
54.5 |
11.5 |
26.7% |
58.5 |
| ATR |
50.9 |
51.2 |
0.3 |
0.5% |
0.0 |
| Volume |
98,302 |
71,511 |
-26,791 |
-27.3% |
265,423 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,974.5 |
6,944.0 |
6,835.0 |
|
| R3 |
6,920.0 |
6,889.5 |
6,820.0 |
|
| R2 |
6,865.5 |
6,865.5 |
6,815.0 |
|
| R1 |
6,835.0 |
6,835.0 |
6,810.0 |
6,823.0 |
| PP |
6,811.0 |
6,811.0 |
6,811.0 |
6,805.0 |
| S1 |
6,780.5 |
6,780.5 |
6,800.0 |
6,768.5 |
| S2 |
6,756.5 |
6,756.5 |
6,795.0 |
|
| S3 |
6,702.0 |
6,726.0 |
6,790.0 |
|
| S4 |
6,647.5 |
6,671.5 |
6,775.0 |
|
|
| 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 |
6,867.0 |
6,786.5 |
80.5 |
1.2% |
43.5 |
0.6% |
23% |
False |
True |
75,402 |
| 10 |
6,872.0 |
6,782.0 |
90.0 |
1.3% |
39.0 |
0.6% |
26% |
False |
False |
69,910 |
| 20 |
6,880.0 |
6,762.5 |
117.5 |
1.7% |
45.0 |
0.7% |
36% |
False |
False |
79,358 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
55.5 |
0.8% |
82% |
False |
False |
89,778 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
61.5 |
0.9% |
83% |
False |
False |
93,991 |
| 80 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
60.5 |
0.9% |
83% |
False |
False |
70,915 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
57.0 |
0.8% |
87% |
False |
False |
56,750 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
49.0 |
0.7% |
87% |
False |
False |
47,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,072.5 |
|
2.618 |
6,983.5 |
|
1.618 |
6,929.0 |
|
1.000 |
6,895.5 |
|
0.618 |
6,874.5 |
|
HIGH |
6,841.0 |
|
0.618 |
6,820.0 |
|
0.500 |
6,814.0 |
|
0.382 |
6,807.5 |
|
LOW |
6,786.5 |
|
0.618 |
6,753.0 |
|
1.000 |
6,732.0 |
|
1.618 |
6,698.5 |
|
2.618 |
6,644.0 |
|
4.250 |
6,555.0 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,814.0 |
6,817.0 |
| PP |
6,811.0 |
6,813.0 |
| S1 |
6,808.0 |
6,809.0 |
|