| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,633 |
16,645 |
12 |
0.1% |
16,540 |
| High |
16,672 |
16,652 |
-20 |
-0.1% |
16,632 |
| Low |
16,603 |
16,610 |
7 |
0.0% |
16,520 |
| Close |
16,650 |
16,640 |
-10 |
-0.1% |
16,632 |
| Range |
69 |
42 |
-27 |
-39.1% |
112 |
| ATR |
102 |
97 |
-4 |
-4.2% |
0 |
| Volume |
263 |
1,023 |
760 |
289.0% |
1,232 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,760 |
16,742 |
16,663 |
|
| R3 |
16,718 |
16,700 |
16,652 |
|
| R2 |
16,676 |
16,676 |
16,648 |
|
| R1 |
16,658 |
16,658 |
16,644 |
16,646 |
| PP |
16,634 |
16,634 |
16,634 |
16,628 |
| S1 |
16,616 |
16,616 |
16,636 |
16,604 |
| S2 |
16,592 |
16,592 |
16,632 |
|
| S3 |
16,550 |
16,574 |
16,629 |
|
| S4 |
16,508 |
16,532 |
16,617 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,931 |
16,893 |
16,694 |
|
| R3 |
16,819 |
16,781 |
16,663 |
|
| R2 |
16,707 |
16,707 |
16,653 |
|
| R1 |
16,669 |
16,669 |
16,642 |
16,688 |
| PP |
16,595 |
16,595 |
16,595 |
16,604 |
| S1 |
16,557 |
16,557 |
16,622 |
16,576 |
| S2 |
16,483 |
16,483 |
16,612 |
|
| S3 |
16,371 |
16,445 |
16,601 |
|
| S4 |
16,259 |
16,333 |
16,571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,672 |
16,535 |
137 |
0.8% |
64 |
0.4% |
77% |
False |
False |
488 |
| 10 |
16,672 |
16,255 |
417 |
2.5% |
87 |
0.5% |
92% |
False |
False |
286 |
| 20 |
16,672 |
16,255 |
417 |
2.5% |
106 |
0.6% |
92% |
False |
False |
162 |
| 40 |
16,672 |
15,888 |
784 |
4.7% |
103 |
0.6% |
96% |
False |
False |
87 |
| 60 |
16,672 |
15,888 |
784 |
4.7% |
103 |
0.6% |
96% |
False |
False |
61 |
| 80 |
16,672 |
15,450 |
1,222 |
7.3% |
89 |
0.5% |
97% |
False |
False |
47 |
| 100 |
16,672 |
15,154 |
1,518 |
9.1% |
80 |
0.5% |
98% |
False |
False |
38 |
| 120 |
16,672 |
15,154 |
1,518 |
9.1% |
70 |
0.4% |
98% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,831 |
|
2.618 |
16,762 |
|
1.618 |
16,720 |
|
1.000 |
16,694 |
|
0.618 |
16,678 |
|
HIGH |
16,652 |
|
0.618 |
16,636 |
|
0.500 |
16,631 |
|
0.382 |
16,626 |
|
LOW |
16,610 |
|
0.618 |
16,584 |
|
1.000 |
16,568 |
|
1.618 |
16,542 |
|
2.618 |
16,500 |
|
4.250 |
16,432 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,637 |
16,632 |
| PP |
16,634 |
16,624 |
| S1 |
16,631 |
16,617 |
|