| 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 |
6,811.0 |
6,813.0 |
2.0 |
0.0% |
6,842.0 |
| High |
6,841.0 |
6,871.5 |
30.5 |
0.4% |
6,871.5 |
| Low |
6,786.5 |
6,808.0 |
21.5 |
0.3% |
6,786.5 |
| Close |
6,805.0 |
6,846.5 |
41.5 |
0.6% |
6,846.5 |
| Range |
54.5 |
63.5 |
9.0 |
16.5% |
85.0 |
| ATR |
51.2 |
52.3 |
1.1 |
2.1% |
0.0 |
| Volume |
71,511 |
46,176 |
-25,335 |
-35.4% |
364,364 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,032.5 |
7,003.0 |
6,881.5 |
|
| R3 |
6,969.0 |
6,939.5 |
6,864.0 |
|
| R2 |
6,905.5 |
6,905.5 |
6,858.0 |
|
| R1 |
6,876.0 |
6,876.0 |
6,852.5 |
6,891.0 |
| PP |
6,842.0 |
6,842.0 |
6,842.0 |
6,849.5 |
| S1 |
6,812.5 |
6,812.5 |
6,840.5 |
6,827.0 |
| S2 |
6,778.5 |
6,778.5 |
6,835.0 |
|
| S3 |
6,715.0 |
6,749.0 |
6,829.0 |
|
| S4 |
6,651.5 |
6,685.5 |
6,811.5 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,090.0 |
7,053.0 |
6,893.0 |
|
| R3 |
7,005.0 |
6,968.0 |
6,870.0 |
|
| R2 |
6,920.0 |
6,920.0 |
6,862.0 |
|
| R1 |
6,883.0 |
6,883.0 |
6,854.5 |
6,901.5 |
| PP |
6,835.0 |
6,835.0 |
6,835.0 |
6,844.0 |
| S1 |
6,798.0 |
6,798.0 |
6,838.5 |
6,816.5 |
| S2 |
6,750.0 |
6,750.0 |
6,831.0 |
|
| S3 |
6,665.0 |
6,713.0 |
6,823.0 |
|
| S4 |
6,580.0 |
6,628.0 |
6,800.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,871.5 |
6,786.5 |
85.0 |
1.2% |
46.5 |
0.7% |
71% |
True |
False |
72,872 |
| 10 |
6,872.0 |
6,782.0 |
90.0 |
1.3% |
41.5 |
0.6% |
72% |
False |
False |
69,392 |
| 20 |
6,880.0 |
6,762.5 |
117.5 |
1.7% |
46.0 |
0.7% |
71% |
False |
False |
77,549 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
55.0 |
0.8% |
92% |
False |
False |
88,135 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
61.0 |
0.9% |
93% |
False |
False |
94,499 |
| 80 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
61.0 |
0.9% |
93% |
False |
False |
71,489 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
58.0 |
0.8% |
94% |
False |
False |
57,211 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
49.5 |
0.7% |
94% |
False |
False |
47,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,141.5 |
|
2.618 |
7,037.5 |
|
1.618 |
6,974.0 |
|
1.000 |
6,935.0 |
|
0.618 |
6,910.5 |
|
HIGH |
6,871.5 |
|
0.618 |
6,847.0 |
|
0.500 |
6,840.0 |
|
0.382 |
6,832.5 |
|
LOW |
6,808.0 |
|
0.618 |
6,769.0 |
|
1.000 |
6,744.5 |
|
1.618 |
6,705.5 |
|
2.618 |
6,642.0 |
|
4.250 |
6,538.0 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,844.0 |
6,840.5 |
| PP |
6,842.0 |
6,835.0 |
| S1 |
6,840.0 |
6,829.0 |
|