| 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 |
16,704 |
16,722 |
18 |
0.1% |
16,593 |
| High |
16,744 |
16,727 |
-17 |
-0.1% |
16,708 |
| Low |
16,669 |
16,678 |
9 |
0.1% |
16,589 |
| Close |
16,722 |
16,713 |
-9 |
-0.1% |
16,704 |
| Range |
75 |
49 |
-26 |
-34.7% |
119 |
| ATR |
121 |
115 |
-5 |
-4.2% |
0 |
| Volume |
91,660 |
82,001 |
-9,659 |
-10.5% |
359,236 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,853 |
16,832 |
16,740 |
|
| R3 |
16,804 |
16,783 |
16,727 |
|
| R2 |
16,755 |
16,755 |
16,722 |
|
| R1 |
16,734 |
16,734 |
16,718 |
16,720 |
| PP |
16,706 |
16,706 |
16,706 |
16,699 |
| S1 |
16,685 |
16,685 |
16,709 |
16,671 |
| S2 |
16,657 |
16,657 |
16,704 |
|
| S3 |
16,608 |
16,636 |
16,700 |
|
| S4 |
16,559 |
16,587 |
16,686 |
|
|
| 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 |
16,601 |
143 |
0.9% |
73 |
0.4% |
78% |
False |
False |
87,784 |
| 10 |
16,744 |
16,310 |
434 |
2.6% |
100 |
0.6% |
93% |
False |
False |
100,099 |
| 20 |
16,744 |
16,305 |
439 |
2.6% |
116 |
0.7% |
93% |
False |
False |
121,908 |
| 40 |
16,744 |
15,881 |
863 |
5.2% |
137 |
0.8% |
96% |
False |
False |
139,368 |
| 60 |
16,744 |
15,881 |
863 |
5.2% |
148 |
0.9% |
96% |
False |
False |
139,000 |
| 80 |
16,744 |
15,430 |
1,314 |
7.9% |
148 |
0.9% |
98% |
False |
False |
104,379 |
| 100 |
16,744 |
15,216 |
1,528 |
9.1% |
151 |
0.9% |
98% |
False |
False |
83,510 |
| 120 |
16,744 |
15,216 |
1,528 |
9.1% |
137 |
0.8% |
98% |
False |
False |
69,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,935 |
|
2.618 |
16,855 |
|
1.618 |
16,806 |
|
1.000 |
16,776 |
|
0.618 |
16,757 |
|
HIGH |
16,727 |
|
0.618 |
16,708 |
|
0.500 |
16,703 |
|
0.382 |
16,697 |
|
LOW |
16,678 |
|
0.618 |
16,648 |
|
1.000 |
16,629 |
|
1.618 |
16,599 |
|
2.618 |
16,550 |
|
4.250 |
16,470 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,710 |
16,705 |
| PP |
16,706 |
16,697 |
| S1 |
16,703 |
16,690 |
|