| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
5,532.0 |
5,498.0 |
-34.0 |
-0.6% |
5,521.0 |
| High |
5,539.0 |
5,532.0 |
-7.0 |
-0.1% |
5,553.0 |
| Low |
5,492.0 |
5,486.0 |
-6.0 |
-0.1% |
5,492.0 |
| Close |
5,503.0 |
5,526.0 |
23.0 |
0.4% |
5,503.0 |
| Range |
47.0 |
46.0 |
-1.0 |
-2.1% |
61.0 |
| ATR |
45.6 |
45.7 |
0.0 |
0.1% |
0.0 |
| Volume |
28,216 |
19,022 |
-9,194 |
-32.6% |
87,975 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,652.7 |
5,635.3 |
5,551.3 |
|
| R3 |
5,606.7 |
5,589.3 |
5,538.7 |
|
| R2 |
5,560.7 |
5,560.7 |
5,534.4 |
|
| R1 |
5,543.3 |
5,543.3 |
5,530.2 |
5,552.0 |
| PP |
5,514.7 |
5,514.7 |
5,514.7 |
5,519.0 |
| S1 |
5,497.3 |
5,497.3 |
5,521.8 |
5,506.0 |
| S2 |
5,468.7 |
5,468.7 |
5,517.6 |
|
| S3 |
5,422.7 |
5,451.3 |
5,513.4 |
|
| S4 |
5,376.7 |
5,405.3 |
5,500.7 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,699.0 |
5,662.0 |
5,536.6 |
|
| R3 |
5,638.0 |
5,601.0 |
5,519.8 |
|
| R2 |
5,577.0 |
5,577.0 |
5,514.2 |
|
| R1 |
5,540.0 |
5,540.0 |
5,508.6 |
5,528.0 |
| PP |
5,516.0 |
5,516.0 |
5,516.0 |
5,510.0 |
| S1 |
5,479.0 |
5,479.0 |
5,497.4 |
5,467.0 |
| S2 |
5,455.0 |
5,455.0 |
5,491.8 |
|
| S3 |
5,394.0 |
5,418.0 |
5,486.2 |
|
| S4 |
5,333.0 |
5,357.0 |
5,469.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,553.0 |
5,486.0 |
67.0 |
1.2% |
35.6 |
0.6% |
60% |
False |
True |
19,070 |
| 10 |
5,553.0 |
5,379.0 |
174.0 |
3.1% |
39.5 |
0.7% |
84% |
False |
False |
19,432 |
| 20 |
5,553.0 |
5,379.0 |
174.0 |
3.1% |
41.1 |
0.7% |
84% |
False |
False |
20,863 |
| 40 |
5,553.0 |
5,337.0 |
216.0 |
3.9% |
42.0 |
0.8% |
88% |
False |
False |
21,173 |
| 60 |
5,553.0 |
5,286.0 |
267.0 |
4.8% |
40.8 |
0.7% |
90% |
False |
False |
23,050 |
| 80 |
5,553.0 |
5,050.0 |
503.0 |
9.1% |
34.8 |
0.6% |
95% |
False |
False |
17,313 |
| 100 |
5,553.0 |
4,998.0 |
555.0 |
10.0% |
30.8 |
0.6% |
95% |
False |
False |
13,865 |
| 120 |
5,553.0 |
4,998.0 |
555.0 |
10.0% |
27.5 |
0.5% |
95% |
False |
False |
11,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,727.5 |
|
2.618 |
5,652.4 |
|
1.618 |
5,606.4 |
|
1.000 |
5,578.0 |
|
0.618 |
5,560.4 |
|
HIGH |
5,532.0 |
|
0.618 |
5,514.4 |
|
0.500 |
5,509.0 |
|
0.382 |
5,503.6 |
|
LOW |
5,486.0 |
|
0.618 |
5,457.6 |
|
1.000 |
5,440.0 |
|
1.618 |
5,411.6 |
|
2.618 |
5,365.6 |
|
4.250 |
5,290.5 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,520.3 |
5,521.5 |
| PP |
5,514.7 |
5,517.0 |
| S1 |
5,509.0 |
5,512.5 |
|