| 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 |
3,230.0 |
3,235.0 |
5.0 |
0.2% |
3,198.0 |
| High |
3,237.0 |
3,287.0 |
50.0 |
1.5% |
3,244.0 |
| Low |
3,213.0 |
3,223.0 |
10.0 |
0.3% |
3,196.0 |
| Close |
3,233.0 |
3,261.0 |
28.0 |
0.9% |
3,235.0 |
| Range |
24.0 |
64.0 |
40.0 |
166.7% |
48.0 |
| ATR |
29.7 |
32.1 |
2.5 |
8.3% |
0.0 |
| Volume |
86,500 |
86,500 |
0 |
0.0% |
31,533 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,449.0 |
3,419.0 |
3,296.2 |
|
| R3 |
3,385.0 |
3,355.0 |
3,278.6 |
|
| R2 |
3,321.0 |
3,321.0 |
3,272.7 |
|
| R1 |
3,291.0 |
3,291.0 |
3,266.9 |
3,306.0 |
| PP |
3,257.0 |
3,257.0 |
3,257.0 |
3,264.5 |
| S1 |
3,227.0 |
3,227.0 |
3,255.1 |
3,242.0 |
| S2 |
3,193.0 |
3,193.0 |
3,249.3 |
|
| S3 |
3,129.0 |
3,163.0 |
3,243.4 |
|
| S4 |
3,065.0 |
3,099.0 |
3,225.8 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,369.0 |
3,350.0 |
3,261.4 |
|
| R3 |
3,321.0 |
3,302.0 |
3,248.2 |
|
| R2 |
3,273.0 |
3,273.0 |
3,243.8 |
|
| R1 |
3,254.0 |
3,254.0 |
3,239.4 |
3,263.5 |
| PP |
3,225.0 |
3,225.0 |
3,225.0 |
3,229.8 |
| S1 |
3,206.0 |
3,206.0 |
3,230.6 |
3,215.5 |
| S2 |
3,177.0 |
3,177.0 |
3,226.2 |
|
| S3 |
3,129.0 |
3,158.0 |
3,221.8 |
|
| S4 |
3,081.0 |
3,110.0 |
3,208.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,287.0 |
3,213.0 |
74.0 |
2.3% |
28.8 |
0.9% |
65% |
True |
False |
62,007 |
| 10 |
3,287.0 |
3,167.0 |
120.0 |
3.7% |
24.9 |
0.8% |
78% |
True |
False |
33,767 |
| 20 |
3,287.0 |
3,118.0 |
169.0 |
5.2% |
28.7 |
0.9% |
85% |
True |
False |
17,625 |
| 40 |
3,287.0 |
3,009.0 |
278.0 |
8.5% |
35.6 |
1.1% |
91% |
True |
False |
9,804 |
| 60 |
3,287.0 |
2,910.0 |
377.0 |
11.6% |
36.0 |
1.1% |
93% |
True |
False |
6,614 |
| 80 |
3,287.0 |
2,910.0 |
377.0 |
11.6% |
32.0 |
1.0% |
93% |
True |
False |
4,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,559.0 |
|
2.618 |
3,454.6 |
|
1.618 |
3,390.6 |
|
1.000 |
3,351.0 |
|
0.618 |
3,326.6 |
|
HIGH |
3,287.0 |
|
0.618 |
3,262.6 |
|
0.500 |
3,255.0 |
|
0.382 |
3,247.4 |
|
LOW |
3,223.0 |
|
0.618 |
3,183.4 |
|
1.000 |
3,159.0 |
|
1.618 |
3,119.4 |
|
2.618 |
3,055.4 |
|
4.250 |
2,951.0 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,259.0 |
3,257.3 |
| PP |
3,257.0 |
3,253.7 |
| S1 |
3,255.0 |
3,250.0 |
|