| 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 |
1,123.7 |
1,129.5 |
5.8 |
0.5% |
1,131.0 |
| High |
1,130.8 |
1,154.2 |
23.4 |
2.1% |
1,145.2 |
| Low |
1,116.6 |
1,126.0 |
9.4 |
0.8% |
1,128.5 |
| Close |
1,129.4 |
1,153.1 |
23.7 |
2.1% |
1,133.2 |
| Range |
14.2 |
28.2 |
14.0 |
98.6% |
16.7 |
| ATR |
17.8 |
18.5 |
0.7 |
4.2% |
0.0 |
| Volume |
82,408 |
156,642 |
74,234 |
90.1% |
416,877 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,229.0 |
1,219.3 |
1,168.5 |
|
| R3 |
1,200.8 |
1,191.0 |
1,160.8 |
|
| R2 |
1,172.8 |
1,172.8 |
1,158.3 |
|
| R1 |
1,162.8 |
1,162.8 |
1,155.8 |
1,167.8 |
| PP |
1,144.5 |
1,144.5 |
1,144.5 |
1,147.0 |
| S1 |
1,134.8 |
1,134.8 |
1,150.5 |
1,139.5 |
| S2 |
1,116.3 |
1,116.3 |
1,148.0 |
|
| S3 |
1,088.0 |
1,106.5 |
1,145.3 |
|
| S4 |
1,059.8 |
1,078.3 |
1,137.5 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,185.8 |
1,176.3 |
1,142.5 |
|
| R3 |
1,169.0 |
1,159.5 |
1,137.8 |
|
| R2 |
1,152.3 |
1,152.3 |
1,136.3 |
|
| R1 |
1,142.8 |
1,142.8 |
1,134.8 |
1,147.5 |
| PP |
1,135.8 |
1,135.8 |
1,135.8 |
1,138.0 |
| S1 |
1,126.0 |
1,126.0 |
1,131.8 |
1,130.8 |
| S2 |
1,119.0 |
1,119.0 |
1,130.3 |
|
| S3 |
1,102.3 |
1,109.3 |
1,128.5 |
|
| S4 |
1,085.5 |
1,092.8 |
1,124.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,154.2 |
1,116.0 |
38.2 |
3.3% |
17.0 |
1.5% |
97% |
True |
False |
110,726 |
| 10 |
1,154.2 |
1,100.3 |
53.9 |
4.7% |
15.3 |
1.3% |
98% |
True |
False |
97,508 |
| 20 |
1,154.2 |
1,078.7 |
75.5 |
6.5% |
18.5 |
1.6% |
99% |
True |
False |
125,865 |
| 40 |
1,157.5 |
1,078.7 |
78.8 |
6.8% |
19.8 |
1.7% |
94% |
False |
False |
132,523 |
| 60 |
1,204.8 |
1,078.7 |
126.1 |
10.9% |
20.5 |
1.8% |
59% |
False |
False |
133,350 |
| 80 |
1,208.2 |
1,078.7 |
129.5 |
11.2% |
18.3 |
1.6% |
57% |
False |
False |
100,180 |
| 100 |
1,208.2 |
1,078.7 |
129.5 |
11.2% |
15.0 |
1.3% |
57% |
False |
False |
80,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,274.0 |
|
2.618 |
1,228.0 |
|
1.618 |
1,199.8 |
|
1.000 |
1,182.5 |
|
0.618 |
1,171.8 |
|
HIGH |
1,154.3 |
|
0.618 |
1,143.5 |
|
0.500 |
1,140.0 |
|
0.382 |
1,136.8 |
|
LOW |
1,126.0 |
|
0.618 |
1,108.5 |
|
1.000 |
1,097.8 |
|
1.618 |
1,080.3 |
|
2.618 |
1,052.3 |
|
4.250 |
1,006.3 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,148.8 |
1,147.0 |
| PP |
1,144.5 |
1,141.0 |
| S1 |
1,140.0 |
1,135.0 |
|