| 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 |
9,950.5 |
9,976.5 |
26.0 |
0.3% |
9,802.0 |
| High |
9,980.0 |
10,000.0 |
20.0 |
0.2% |
9,980.0 |
| Low |
9,939.0 |
9,918.0 |
-21.0 |
-0.2% |
9,800.5 |
| Close |
9,946.5 |
9,968.0 |
21.5 |
0.2% |
9,946.5 |
| Range |
41.0 |
82.0 |
41.0 |
100.0% |
179.5 |
| ATR |
102.0 |
100.6 |
-1.4 |
-1.4% |
0.0 |
| Volume |
716 |
682 |
-34 |
-4.7% |
2,006 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,208.0 |
10,170.0 |
10,013.1 |
|
| R3 |
10,126.0 |
10,088.0 |
9,990.6 |
|
| R2 |
10,044.0 |
10,044.0 |
9,983.0 |
|
| R1 |
10,006.0 |
10,006.0 |
9,975.5 |
9,984.0 |
| PP |
9,962.0 |
9,962.0 |
9,962.0 |
9,951.0 |
| S1 |
9,924.0 |
9,924.0 |
9,960.5 |
9,902.0 |
| S2 |
9,880.0 |
9,880.0 |
9,953.0 |
|
| S3 |
9,798.0 |
9,842.0 |
9,945.5 |
|
| S4 |
9,716.0 |
9,760.0 |
9,922.9 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,447.5 |
10,376.5 |
10,045.2 |
|
| R3 |
10,268.0 |
10,197.0 |
9,995.9 |
|
| R2 |
10,088.5 |
10,088.5 |
9,979.4 |
|
| R1 |
10,017.5 |
10,017.5 |
9,963.0 |
10,053.0 |
| PP |
9,909.0 |
9,909.0 |
9,909.0 |
9,926.8 |
| S1 |
9,838.0 |
9,838.0 |
9,930.0 |
9,873.5 |
| S2 |
9,729.5 |
9,729.5 |
9,913.6 |
|
| S3 |
9,550.0 |
9,658.5 |
9,897.1 |
|
| S4 |
9,370.5 |
9,479.0 |
9,847.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,000.0 |
9,884.0 |
116.0 |
1.2% |
60.5 |
0.6% |
72% |
True |
False |
481 |
| 10 |
10,000.0 |
9,595.5 |
404.5 |
4.1% |
74.9 |
0.8% |
92% |
True |
False |
571 |
| 20 |
10,000.0 |
9,426.5 |
573.5 |
5.8% |
93.9 |
0.9% |
94% |
True |
False |
519 |
| 40 |
10,000.0 |
9,113.5 |
886.5 |
8.9% |
116.0 |
1.2% |
96% |
True |
False |
371 |
| 60 |
10,000.0 |
8,953.5 |
1,046.5 |
10.5% |
118.7 |
1.2% |
97% |
True |
False |
285 |
| 80 |
10,000.0 |
8,953.5 |
1,046.5 |
10.5% |
114.6 |
1.1% |
97% |
True |
False |
222 |
| 100 |
10,000.0 |
8,953.5 |
1,046.5 |
10.5% |
113.8 |
1.1% |
97% |
True |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,348.5 |
|
2.618 |
10,214.7 |
|
1.618 |
10,132.7 |
|
1.000 |
10,082.0 |
|
0.618 |
10,050.7 |
|
HIGH |
10,000.0 |
|
0.618 |
9,968.7 |
|
0.500 |
9,959.0 |
|
0.382 |
9,949.3 |
|
LOW |
9,918.0 |
|
0.618 |
9,867.3 |
|
1.000 |
9,836.0 |
|
1.618 |
9,785.3 |
|
2.618 |
9,703.3 |
|
4.250 |
9,569.5 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,965.0 |
9,965.0 |
| PP |
9,962.0 |
9,962.0 |
| S1 |
9,959.0 |
9,959.0 |
|