| 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 |
9,907.0 |
9,940.0 |
33.0 |
0.3% |
9,802.0 |
| High |
9,948.0 |
10,023.0 |
75.0 |
0.8% |
9,980.0 |
| Low |
9,877.5 |
9,904.0 |
26.5 |
0.3% |
9,800.5 |
| Close |
9,936.5 |
9,956.0 |
19.5 |
0.2% |
9,946.5 |
| Range |
70.5 |
119.0 |
48.5 |
68.8% |
179.5 |
| ATR |
96.5 |
98.1 |
1.6 |
1.7% |
0.0 |
| Volume |
2,348 |
2,348 |
0 |
0.0% |
2,006 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,318.0 |
10,256.0 |
10,021.5 |
|
| R3 |
10,199.0 |
10,137.0 |
9,988.7 |
|
| R2 |
10,080.0 |
10,080.0 |
9,977.8 |
|
| R1 |
10,018.0 |
10,018.0 |
9,966.9 |
10,049.0 |
| PP |
9,961.0 |
9,961.0 |
9,961.0 |
9,976.5 |
| S1 |
9,899.0 |
9,899.0 |
9,945.1 |
9,930.0 |
| S2 |
9,842.0 |
9,842.0 |
9,934.2 |
|
| S3 |
9,723.0 |
9,780.0 |
9,923.3 |
|
| S4 |
9,604.0 |
9,661.0 |
9,890.6 |
|
|
| 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 |
10,023.0 |
9,877.5 |
145.5 |
1.5% |
76.7 |
0.8% |
54% |
True |
False |
1,306 |
| 10 |
10,023.0 |
9,716.5 |
306.5 |
3.1% |
73.8 |
0.7% |
78% |
True |
False |
800 |
| 20 |
10,023.0 |
9,556.0 |
467.0 |
4.7% |
86.4 |
0.9% |
86% |
True |
False |
717 |
| 40 |
10,023.0 |
9,113.5 |
909.5 |
9.1% |
113.8 |
1.1% |
93% |
True |
False |
488 |
| 60 |
10,023.0 |
8,953.5 |
1,069.5 |
10.7% |
116.5 |
1.2% |
94% |
True |
False |
367 |
| 80 |
10,023.0 |
8,953.5 |
1,069.5 |
10.7% |
114.3 |
1.1% |
94% |
True |
False |
284 |
| 100 |
10,023.0 |
8,953.5 |
1,069.5 |
10.7% |
114.2 |
1.1% |
94% |
True |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,528.8 |
|
2.618 |
10,334.5 |
|
1.618 |
10,215.5 |
|
1.000 |
10,142.0 |
|
0.618 |
10,096.5 |
|
HIGH |
10,023.0 |
|
0.618 |
9,977.5 |
|
0.500 |
9,963.5 |
|
0.382 |
9,949.5 |
|
LOW |
9,904.0 |
|
0.618 |
9,830.5 |
|
1.000 |
9,785.0 |
|
1.618 |
9,711.5 |
|
2.618 |
9,592.5 |
|
4.250 |
9,398.3 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,963.5 |
9,954.1 |
| PP |
9,961.0 |
9,952.2 |
| S1 |
9,958.5 |
9,950.3 |
|