| 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 |
3,722.00 |
3,734.25 |
12.25 |
0.3% |
3,674.50 |
| High |
3,741.75 |
3,774.50 |
32.75 |
0.9% |
3,732.75 |
| Low |
3,706.50 |
3,726.75 |
20.25 |
0.5% |
3,673.00 |
| Close |
3,735.75 |
3,769.00 |
33.25 |
0.9% |
3,728.00 |
| Range |
35.25 |
47.75 |
12.50 |
35.5% |
59.75 |
| ATR |
37.53 |
38.26 |
0.73 |
1.9% |
0.00 |
| Volume |
1,583 |
4,520 |
2,937 |
185.5% |
10,039 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,900.00 |
3,882.25 |
3,795.25 |
|
| R3 |
3,852.25 |
3,834.50 |
3,782.25 |
|
| R2 |
3,804.50 |
3,804.50 |
3,777.75 |
|
| R1 |
3,786.75 |
3,786.75 |
3,773.50 |
3,795.50 |
| PP |
3,756.75 |
3,756.75 |
3,756.75 |
3,761.25 |
| S1 |
3,739.00 |
3,739.00 |
3,764.50 |
3,748.00 |
| S2 |
3,709.00 |
3,709.00 |
3,760.25 |
|
| S3 |
3,661.25 |
3,691.25 |
3,755.75 |
|
| S4 |
3,613.50 |
3,643.50 |
3,742.75 |
|
|
| 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 |
3,774.50 |
3,700.25 |
74.25 |
2.0% |
32.50 |
0.9% |
93% |
True |
False |
1,816 |
| 10 |
3,774.50 |
3,625.00 |
149.50 |
4.0% |
30.75 |
0.8% |
96% |
True |
False |
2,278 |
| 20 |
3,774.50 |
3,509.00 |
265.50 |
7.0% |
36.50 |
1.0% |
98% |
True |
False |
1,232 |
| 40 |
3,774.50 |
3,404.00 |
370.50 |
9.8% |
43.25 |
1.1% |
99% |
True |
False |
644 |
| 60 |
3,774.50 |
3,404.00 |
370.50 |
9.8% |
46.25 |
1.2% |
99% |
True |
False |
446 |
| 80 |
3,774.50 |
3,404.00 |
370.50 |
9.8% |
38.00 |
1.0% |
99% |
True |
False |
336 |
| 100 |
3,774.50 |
3,404.00 |
370.50 |
9.8% |
32.00 |
0.9% |
99% |
True |
False |
270 |
| 120 |
3,774.50 |
3,404.00 |
370.50 |
9.8% |
27.75 |
0.7% |
99% |
True |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,977.50 |
|
2.618 |
3,899.50 |
|
1.618 |
3,851.75 |
|
1.000 |
3,822.25 |
|
0.618 |
3,804.00 |
|
HIGH |
3,774.50 |
|
0.618 |
3,756.25 |
|
0.500 |
3,750.50 |
|
0.382 |
3,745.00 |
|
LOW |
3,726.75 |
|
0.618 |
3,697.25 |
|
1.000 |
3,679.00 |
|
1.618 |
3,649.50 |
|
2.618 |
3,601.75 |
|
4.250 |
3,523.75 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,763.00 |
3,759.50 |
| PP |
3,756.75 |
3,750.00 |
| S1 |
3,750.50 |
3,740.50 |
|