| 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 |
16,643 |
16,652 |
9 |
0.1% |
16,540 |
| High |
16,658 |
16,763 |
105 |
0.6% |
16,632 |
| Low |
16,590 |
16,627 |
37 |
0.2% |
16,520 |
| Close |
16,645 |
16,746 |
101 |
0.6% |
16,632 |
| Range |
68 |
136 |
68 |
100.0% |
112 |
| ATR |
95 |
98 |
3 |
3.0% |
0 |
| Volume |
1,247 |
1,514 |
267 |
21.4% |
1,232 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,120 |
17,069 |
16,821 |
|
| R3 |
16,984 |
16,933 |
16,784 |
|
| R2 |
16,848 |
16,848 |
16,771 |
|
| R1 |
16,797 |
16,797 |
16,759 |
16,823 |
| PP |
16,712 |
16,712 |
16,712 |
16,725 |
| S1 |
16,661 |
16,661 |
16,734 |
16,687 |
| S2 |
16,576 |
16,576 |
16,721 |
|
| S3 |
16,440 |
16,525 |
16,709 |
|
| S4 |
16,304 |
16,389 |
16,671 |
|
|
| 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 |
16,763 |
16,561 |
202 |
1.2% |
77 |
0.5% |
92% |
True |
False |
834 |
| 10 |
16,763 |
16,427 |
336 |
2.0% |
71 |
0.4% |
95% |
True |
False |
548 |
| 20 |
16,763 |
16,255 |
508 |
3.0% |
102 |
0.6% |
97% |
True |
False |
299 |
| 40 |
16,763 |
15,888 |
875 |
5.2% |
103 |
0.6% |
98% |
True |
False |
156 |
| 60 |
16,763 |
15,888 |
875 |
5.2% |
104 |
0.6% |
98% |
True |
False |
107 |
| 80 |
16,763 |
15,606 |
1,157 |
6.9% |
90 |
0.5% |
99% |
True |
False |
81 |
| 100 |
16,763 |
15,154 |
1,609 |
9.6% |
82 |
0.5% |
99% |
True |
False |
66 |
| 120 |
16,763 |
15,154 |
1,609 |
9.6% |
72 |
0.4% |
99% |
True |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,341 |
|
2.618 |
17,119 |
|
1.618 |
16,983 |
|
1.000 |
16,899 |
|
0.618 |
16,847 |
|
HIGH |
16,763 |
|
0.618 |
16,711 |
|
0.500 |
16,695 |
|
0.382 |
16,679 |
|
LOW |
16,627 |
|
0.618 |
16,543 |
|
1.000 |
16,491 |
|
1.618 |
16,407 |
|
2.618 |
16,271 |
|
4.250 |
16,049 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,729 |
16,723 |
| PP |
16,712 |
16,700 |
| S1 |
16,695 |
16,677 |
|