| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,940.0 |
9,978.0 |
38.0 |
0.4% |
9,976.5 |
| High |
10,023.0 |
10,016.0 |
-7.0 |
-0.1% |
10,023.0 |
| Low |
9,904.0 |
9,952.5 |
48.5 |
0.5% |
9,877.5 |
| Close |
9,956.0 |
9,990.0 |
34.0 |
0.3% |
9,990.0 |
| Range |
119.0 |
63.5 |
-55.5 |
-46.6% |
145.5 |
| ATR |
98.1 |
95.6 |
-2.5 |
-2.5% |
0.0 |
| Volume |
2,348 |
1,406 |
-942 |
-40.1% |
7,220 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,176.7 |
10,146.8 |
10,024.9 |
|
| R3 |
10,113.2 |
10,083.3 |
10,007.5 |
|
| R2 |
10,049.7 |
10,049.7 |
10,001.6 |
|
| R1 |
10,019.8 |
10,019.8 |
9,995.8 |
10,034.8 |
| PP |
9,986.2 |
9,986.2 |
9,986.2 |
9,993.6 |
| S1 |
9,956.3 |
9,956.3 |
9,984.2 |
9,971.3 |
| S2 |
9,922.7 |
9,922.7 |
9,978.4 |
|
| S3 |
9,859.2 |
9,892.8 |
9,972.5 |
|
| S4 |
9,795.7 |
9,829.3 |
9,955.1 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,400.0 |
10,340.5 |
10,070.0 |
|
| R3 |
10,254.5 |
10,195.0 |
10,030.0 |
|
| R2 |
10,109.0 |
10,109.0 |
10,016.7 |
|
| R1 |
10,049.5 |
10,049.5 |
10,003.3 |
10,079.3 |
| PP |
9,963.5 |
9,963.5 |
9,963.5 |
9,978.4 |
| S1 |
9,904.0 |
9,904.0 |
9,976.7 |
9,933.8 |
| S2 |
9,818.0 |
9,818.0 |
9,963.3 |
|
| S3 |
9,672.5 |
9,758.5 |
9,950.0 |
|
| S4 |
9,527.0 |
9,613.0 |
9,910.0 |
|
|
| 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% |
81.2 |
0.8% |
77% |
False |
False |
1,444 |
| 10 |
10,023.0 |
9,800.5 |
222.5 |
2.2% |
73.2 |
0.7% |
85% |
False |
False |
922 |
| 20 |
10,023.0 |
9,556.0 |
467.0 |
4.7% |
86.9 |
0.9% |
93% |
False |
False |
779 |
| 40 |
10,023.0 |
9,113.5 |
909.5 |
9.1% |
112.2 |
1.1% |
96% |
False |
False |
519 |
| 60 |
10,023.0 |
8,953.5 |
1,069.5 |
10.7% |
116.1 |
1.2% |
97% |
False |
False |
389 |
| 80 |
10,023.0 |
8,953.5 |
1,069.5 |
10.7% |
112.7 |
1.1% |
97% |
False |
False |
301 |
| 100 |
10,023.0 |
8,953.5 |
1,069.5 |
10.7% |
113.6 |
1.1% |
97% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,285.9 |
|
2.618 |
10,182.2 |
|
1.618 |
10,118.7 |
|
1.000 |
10,079.5 |
|
0.618 |
10,055.2 |
|
HIGH |
10,016.0 |
|
0.618 |
9,991.7 |
|
0.500 |
9,984.3 |
|
0.382 |
9,976.8 |
|
LOW |
9,952.5 |
|
0.618 |
9,913.3 |
|
1.000 |
9,889.0 |
|
1.618 |
9,849.8 |
|
2.618 |
9,786.3 |
|
4.250 |
9,682.6 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,988.1 |
9,976.8 |
| PP |
9,986.2 |
9,963.5 |
| S1 |
9,984.3 |
9,950.3 |
|