| 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 |
16,645 |
16,643 |
-2 |
0.0% |
16,540 |
| High |
16,652 |
16,658 |
6 |
0.0% |
16,632 |
| Low |
16,610 |
16,590 |
-20 |
-0.1% |
16,520 |
| Close |
16,640 |
16,645 |
5 |
0.0% |
16,632 |
| Range |
42 |
68 |
26 |
61.9% |
112 |
| ATR |
97 |
95 |
-2 |
-2.2% |
0 |
| Volume |
1,023 |
1,247 |
224 |
21.9% |
1,232 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,835 |
16,808 |
16,683 |
|
| R3 |
16,767 |
16,740 |
16,664 |
|
| R2 |
16,699 |
16,699 |
16,658 |
|
| R1 |
16,672 |
16,672 |
16,651 |
16,686 |
| PP |
16,631 |
16,631 |
16,631 |
16,638 |
| S1 |
16,604 |
16,604 |
16,639 |
16,618 |
| S2 |
16,563 |
16,563 |
16,633 |
|
| S3 |
16,495 |
16,536 |
16,626 |
|
| S4 |
16,427 |
16,468 |
16,608 |
|
|
| 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 |
16,550 |
122 |
0.7% |
62 |
0.4% |
78% |
False |
False |
716 |
| 10 |
16,672 |
16,257 |
415 |
2.5% |
77 |
0.5% |
93% |
False |
False |
404 |
| 20 |
16,672 |
16,255 |
417 |
2.5% |
102 |
0.6% |
94% |
False |
False |
223 |
| 40 |
16,672 |
15,888 |
784 |
4.7% |
101 |
0.6% |
97% |
False |
False |
118 |
| 60 |
16,672 |
15,888 |
784 |
4.7% |
104 |
0.6% |
97% |
False |
False |
82 |
| 80 |
16,672 |
15,601 |
1,071 |
6.4% |
88 |
0.5% |
97% |
False |
False |
63 |
| 100 |
16,672 |
15,154 |
1,518 |
9.1% |
81 |
0.5% |
98% |
False |
False |
50 |
| 120 |
16,672 |
15,154 |
1,518 |
9.1% |
70 |
0.4% |
98% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,947 |
|
2.618 |
16,836 |
|
1.618 |
16,768 |
|
1.000 |
16,726 |
|
0.618 |
16,700 |
|
HIGH |
16,658 |
|
0.618 |
16,632 |
|
0.500 |
16,624 |
|
0.382 |
16,616 |
|
LOW |
16,590 |
|
0.618 |
16,548 |
|
1.000 |
16,522 |
|
1.618 |
16,480 |
|
2.618 |
16,412 |
|
4.250 |
16,301 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,638 |
16,640 |
| PP |
16,631 |
16,636 |
| S1 |
16,624 |
16,631 |
|