| 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 |
16,676 |
16,704 |
28 |
0.2% |
16,593 |
| High |
16,708 |
16,744 |
36 |
0.2% |
16,708 |
| Low |
16,635 |
16,669 |
34 |
0.2% |
16,589 |
| Close |
16,704 |
16,722 |
18 |
0.1% |
16,704 |
| Range |
73 |
75 |
2 |
2.7% |
119 |
| ATR |
124 |
121 |
-4 |
-2.8% |
0 |
| Volume |
92,528 |
91,660 |
-868 |
-0.9% |
359,236 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,937 |
16,904 |
16,763 |
|
| R3 |
16,862 |
16,829 |
16,743 |
|
| R2 |
16,787 |
16,787 |
16,736 |
|
| R1 |
16,754 |
16,754 |
16,729 |
16,771 |
| PP |
16,712 |
16,712 |
16,712 |
16,720 |
| S1 |
16,679 |
16,679 |
16,715 |
16,696 |
| S2 |
16,637 |
16,637 |
16,708 |
|
| S3 |
16,562 |
16,604 |
16,702 |
|
| S4 |
16,487 |
16,529 |
16,681 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,024 |
16,983 |
16,770 |
|
| R3 |
16,905 |
16,864 |
16,737 |
|
| R2 |
16,786 |
16,786 |
16,726 |
|
| R1 |
16,745 |
16,745 |
16,715 |
16,766 |
| PP |
16,667 |
16,667 |
16,667 |
16,677 |
| S1 |
16,626 |
16,626 |
16,693 |
16,647 |
| S2 |
16,548 |
16,548 |
16,682 |
|
| S3 |
16,429 |
16,507 |
16,671 |
|
| S4 |
16,310 |
16,388 |
16,639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,744 |
16,589 |
155 |
0.9% |
79 |
0.5% |
86% |
True |
False |
90,179 |
| 10 |
16,744 |
16,310 |
434 |
2.6% |
106 |
0.6% |
95% |
True |
False |
102,014 |
| 20 |
16,744 |
16,305 |
439 |
2.6% |
123 |
0.7% |
95% |
True |
False |
124,129 |
| 40 |
16,744 |
15,881 |
863 |
5.2% |
142 |
0.8% |
97% |
True |
False |
143,444 |
| 60 |
16,744 |
15,881 |
863 |
5.2% |
149 |
0.9% |
97% |
True |
False |
137,660 |
| 80 |
16,744 |
15,301 |
1,443 |
8.6% |
150 |
0.9% |
98% |
True |
False |
103,355 |
| 100 |
16,744 |
15,216 |
1,528 |
9.1% |
151 |
0.9% |
99% |
True |
False |
82,690 |
| 120 |
16,744 |
15,216 |
1,528 |
9.1% |
136 |
0.8% |
99% |
True |
False |
68,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,063 |
|
2.618 |
16,940 |
|
1.618 |
16,865 |
|
1.000 |
16,819 |
|
0.618 |
16,790 |
|
HIGH |
16,744 |
|
0.618 |
16,715 |
|
0.500 |
16,707 |
|
0.382 |
16,698 |
|
LOW |
16,669 |
|
0.618 |
16,623 |
|
1.000 |
16,594 |
|
1.618 |
16,548 |
|
2.618 |
16,473 |
|
4.250 |
16,350 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,717 |
16,707 |
| PP |
16,712 |
16,691 |
| S1 |
16,707 |
16,676 |
|