| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,964.0 |
9,907.0 |
-57.0 |
-0.6% |
9,802.0 |
| High |
9,967.5 |
9,948.0 |
-19.5 |
-0.2% |
9,980.0 |
| Low |
9,896.5 |
9,877.5 |
-19.0 |
-0.2% |
9,800.5 |
| Close |
9,932.0 |
9,936.5 |
4.5 |
0.0% |
9,946.5 |
| Range |
71.0 |
70.5 |
-0.5 |
-0.7% |
179.5 |
| ATR |
98.5 |
96.5 |
-2.0 |
-2.0% |
0.0 |
| Volume |
436 |
2,348 |
1,912 |
438.5% |
2,006 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,132.2 |
10,104.8 |
9,975.3 |
|
| R3 |
10,061.7 |
10,034.3 |
9,955.9 |
|
| R2 |
9,991.2 |
9,991.2 |
9,949.4 |
|
| R1 |
9,963.8 |
9,963.8 |
9,943.0 |
9,977.5 |
| PP |
9,920.7 |
9,920.7 |
9,920.7 |
9,927.5 |
| S1 |
9,893.3 |
9,893.3 |
9,930.0 |
9,907.0 |
| S2 |
9,850.2 |
9,850.2 |
9,923.6 |
|
| S3 |
9,779.7 |
9,822.8 |
9,917.1 |
|
| S4 |
9,709.2 |
9,752.3 |
9,897.7 |
|
|
| 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 |
9,877.5 |
122.5 |
1.2% |
60.9 |
0.6% |
48% |
False |
True |
879 |
| 10 |
10,000.0 |
9,700.0 |
300.0 |
3.0% |
66.9 |
0.7% |
79% |
False |
False |
581 |
| 20 |
10,000.0 |
9,507.5 |
492.5 |
5.0% |
87.0 |
0.9% |
87% |
False |
False |
617 |
| 40 |
10,000.0 |
9,113.5 |
886.5 |
8.9% |
115.0 |
1.2% |
93% |
False |
False |
436 |
| 60 |
10,000.0 |
8,953.5 |
1,046.5 |
10.5% |
116.9 |
1.2% |
94% |
False |
False |
328 |
| 80 |
10,000.0 |
8,953.5 |
1,046.5 |
10.5% |
113.4 |
1.1% |
94% |
False |
False |
255 |
| 100 |
10,000.0 |
8,953.5 |
1,046.5 |
10.5% |
113.8 |
1.1% |
94% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,247.6 |
|
2.618 |
10,132.6 |
|
1.618 |
10,062.1 |
|
1.000 |
10,018.5 |
|
0.618 |
9,991.6 |
|
HIGH |
9,948.0 |
|
0.618 |
9,921.1 |
|
0.500 |
9,912.8 |
|
0.382 |
9,904.4 |
|
LOW |
9,877.5 |
|
0.618 |
9,833.9 |
|
1.000 |
9,807.0 |
|
1.618 |
9,763.4 |
|
2.618 |
9,692.9 |
|
4.250 |
9,577.9 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,928.6 |
9,938.8 |
| PP |
9,920.7 |
9,938.0 |
| S1 |
9,912.8 |
9,937.3 |
|