| 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 |
1,244.9 |
1,244.3 |
-0.6 |
0.0% |
1,294.3 |
| High |
1,249.5 |
1,257.9 |
8.4 |
0.7% |
1,294.7 |
| Low |
1,242.8 |
1,241.2 |
-1.6 |
-0.1% |
1,242.2 |
| Close |
1,244.3 |
1,253.3 |
9.0 |
0.7% |
1,246.0 |
| Range |
6.7 |
16.7 |
10.0 |
149.3% |
52.5 |
| ATR |
14.1 |
14.3 |
0.2 |
1.3% |
0.0 |
| Volume |
76,990 |
125,573 |
48,583 |
63.1% |
501,405 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,300.9 |
1,293.8 |
1,262.5 |
|
| R3 |
1,284.2 |
1,277.1 |
1,257.9 |
|
| R2 |
1,267.5 |
1,267.5 |
1,256.4 |
|
| R1 |
1,260.4 |
1,260.4 |
1,254.8 |
1,264.0 |
| PP |
1,250.8 |
1,250.8 |
1,250.8 |
1,252.6 |
| S1 |
1,243.7 |
1,243.7 |
1,251.8 |
1,247.3 |
| S2 |
1,234.1 |
1,234.1 |
1,250.2 |
|
| S3 |
1,217.4 |
1,227.0 |
1,248.7 |
|
| S4 |
1,200.7 |
1,210.3 |
1,244.1 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.5 |
1,384.7 |
1,274.9 |
|
| R3 |
1,366.0 |
1,332.2 |
1,260.4 |
|
| R2 |
1,313.5 |
1,313.5 |
1,255.6 |
|
| R1 |
1,279.7 |
1,279.7 |
1,250.8 |
1,270.4 |
| PP |
1,261.0 |
1,261.0 |
1,261.0 |
1,256.3 |
| S1 |
1,227.2 |
1,227.2 |
1,241.2 |
1,217.9 |
| S2 |
1,208.5 |
1,208.5 |
1,236.4 |
|
| S3 |
1,156.0 |
1,174.7 |
1,231.6 |
|
| S4 |
1,103.5 |
1,122.2 |
1,217.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,260.6 |
1,240.2 |
20.4 |
1.6% |
11.9 |
0.9% |
64% |
False |
False |
104,111 |
| 10 |
1,304.1 |
1,240.2 |
63.9 |
5.1% |
13.5 |
1.1% |
21% |
False |
False |
98,294 |
| 20 |
1,309.4 |
1,240.2 |
69.2 |
5.5% |
13.5 |
1.1% |
19% |
False |
False |
58,088 |
| 40 |
1,331.0 |
1,240.2 |
90.8 |
7.2% |
15.1 |
1.2% |
14% |
False |
False |
32,177 |
| 60 |
1,392.0 |
1,240.2 |
151.8 |
12.1% |
15.5 |
1.2% |
9% |
False |
False |
22,460 |
| 80 |
1,392.0 |
1,240.2 |
151.8 |
12.1% |
15.2 |
1.2% |
9% |
False |
False |
17,258 |
| 100 |
1,392.0 |
1,234.6 |
157.4 |
12.6% |
14.7 |
1.2% |
12% |
False |
False |
14,128 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
16.3% |
14.5 |
1.2% |
32% |
False |
False |
11,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,328.9 |
|
2.618 |
1,301.6 |
|
1.618 |
1,284.9 |
|
1.000 |
1,274.6 |
|
0.618 |
1,268.2 |
|
HIGH |
1,257.9 |
|
0.618 |
1,251.5 |
|
0.500 |
1,249.6 |
|
0.382 |
1,247.6 |
|
LOW |
1,241.2 |
|
0.618 |
1,230.9 |
|
1.000 |
1,224.5 |
|
1.618 |
1,214.2 |
|
2.618 |
1,197.5 |
|
4.250 |
1,170.2 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,252.1 |
1,251.9 |
| PP |
1,250.8 |
1,250.5 |
| S1 |
1,249.6 |
1,249.1 |
|