| 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 |
3,726.25 |
3,720.50 |
-5.75 |
-0.2% |
3,674.50 |
| High |
3,734.00 |
3,728.00 |
-6.00 |
-0.2% |
3,732.75 |
| Low |
3,700.25 |
3,707.25 |
7.00 |
0.2% |
3,673.00 |
| Close |
3,720.25 |
3,723.50 |
3.25 |
0.1% |
3,728.00 |
| Range |
33.75 |
20.75 |
-13.00 |
-38.5% |
59.75 |
| ATR |
39.01 |
37.70 |
-1.30 |
-3.3% |
0.00 |
| Volume |
1,394 |
636 |
-758 |
-54.4% |
10,039 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,781.75 |
3,773.50 |
3,735.00 |
|
| R3 |
3,761.00 |
3,752.75 |
3,729.25 |
|
| R2 |
3,740.25 |
3,740.25 |
3,727.25 |
|
| R1 |
3,732.00 |
3,732.00 |
3,725.50 |
3,736.00 |
| PP |
3,719.50 |
3,719.50 |
3,719.50 |
3,721.75 |
| S1 |
3,711.25 |
3,711.25 |
3,721.50 |
3,715.50 |
| S2 |
3,698.75 |
3,698.75 |
3,719.75 |
|
| S3 |
3,678.00 |
3,690.50 |
3,717.75 |
|
| S4 |
3,657.25 |
3,669.75 |
3,712.00 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,890.50 |
3,869.00 |
3,760.75 |
|
| R3 |
3,830.75 |
3,809.25 |
3,744.50 |
|
| R2 |
3,771.00 |
3,771.00 |
3,739.00 |
|
| R1 |
3,749.50 |
3,749.50 |
3,733.50 |
3,760.25 |
| PP |
3,711.25 |
3,711.25 |
3,711.25 |
3,716.50 |
| S1 |
3,689.75 |
3,689.75 |
3,722.50 |
3,700.50 |
| S2 |
3,651.50 |
3,651.50 |
3,717.00 |
|
| S3 |
3,591.75 |
3,630.00 |
3,711.50 |
|
| S4 |
3,532.00 |
3,570.25 |
3,695.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,734.00 |
3,700.25 |
33.75 |
0.9% |
25.00 |
0.7% |
69% |
False |
False |
2,275 |
| 10 |
3,734.00 |
3,579.00 |
155.00 |
4.2% |
30.50 |
0.8% |
93% |
False |
False |
1,743 |
| 20 |
3,734.00 |
3,500.00 |
234.00 |
6.3% |
37.50 |
1.0% |
96% |
False |
False |
932 |
| 40 |
3,734.00 |
3,404.00 |
330.00 |
8.9% |
43.25 |
1.2% |
97% |
False |
False |
495 |
| 60 |
3,734.00 |
3,404.00 |
330.00 |
8.9% |
45.50 |
1.2% |
97% |
False |
False |
345 |
| 80 |
3,734.00 |
3,404.00 |
330.00 |
8.9% |
37.75 |
1.0% |
97% |
False |
False |
260 |
| 100 |
3,734.00 |
3,404.00 |
330.00 |
8.9% |
31.25 |
0.8% |
97% |
False |
False |
209 |
| 120 |
3,734.00 |
3,404.00 |
330.00 |
8.9% |
27.25 |
0.7% |
97% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,816.25 |
|
2.618 |
3,782.25 |
|
1.618 |
3,761.50 |
|
1.000 |
3,748.75 |
|
0.618 |
3,740.75 |
|
HIGH |
3,728.00 |
|
0.618 |
3,720.00 |
|
0.500 |
3,717.50 |
|
0.382 |
3,715.25 |
|
LOW |
3,707.25 |
|
0.618 |
3,694.50 |
|
1.000 |
3,686.50 |
|
1.618 |
3,673.75 |
|
2.618 |
3,653.00 |
|
4.250 |
3,619.00 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,721.50 |
3,721.50 |
| PP |
3,719.50 |
3,719.25 |
| S1 |
3,717.50 |
3,717.00 |
|