| 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 |
5,529.0 |
5,500.0 |
-29.0 |
-0.5% |
5,521.0 |
| High |
5,534.0 |
5,504.0 |
-30.0 |
-0.5% |
5,553.0 |
| Low |
5,479.0 |
5,442.0 |
-37.0 |
-0.7% |
5,492.0 |
| Close |
5,482.0 |
5,445.0 |
-37.0 |
-0.7% |
5,503.0 |
| Range |
55.0 |
62.0 |
7.0 |
12.7% |
61.0 |
| ATR |
46.3 |
47.5 |
1.1 |
2.4% |
0.0 |
| Volume |
25,601 |
25,606 |
5 |
0.0% |
87,975 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,649.7 |
5,609.3 |
5,479.1 |
|
| R3 |
5,587.7 |
5,547.3 |
5,462.1 |
|
| R2 |
5,525.7 |
5,525.7 |
5,456.4 |
|
| R1 |
5,485.3 |
5,485.3 |
5,450.7 |
5,474.5 |
| PP |
5,463.7 |
5,463.7 |
5,463.7 |
5,458.3 |
| S1 |
5,423.3 |
5,423.3 |
5,439.3 |
5,412.5 |
| S2 |
5,401.7 |
5,401.7 |
5,433.6 |
|
| S3 |
5,339.7 |
5,361.3 |
5,428.0 |
|
| S4 |
5,277.7 |
5,299.3 |
5,410.9 |
|
|
| 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 |
5,539.0 |
5,442.0 |
97.0 |
1.8% |
49.0 |
0.9% |
3% |
False |
True |
22,916 |
| 10 |
5,553.0 |
5,442.0 |
111.0 |
2.0% |
39.9 |
0.7% |
3% |
False |
True |
19,770 |
| 20 |
5,553.0 |
5,379.0 |
174.0 |
3.2% |
42.8 |
0.8% |
38% |
False |
False |
21,321 |
| 40 |
5,553.0 |
5,337.0 |
216.0 |
4.0% |
43.6 |
0.8% |
50% |
False |
False |
21,710 |
| 60 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
42.1 |
0.8% |
60% |
False |
False |
23,899 |
| 80 |
5,553.0 |
5,142.0 |
411.0 |
7.5% |
35.9 |
0.7% |
74% |
False |
False |
17,951 |
| 100 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
31.9 |
0.6% |
81% |
False |
False |
14,377 |
| 120 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
28.4 |
0.5% |
81% |
False |
False |
11,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,767.5 |
|
2.618 |
5,666.3 |
|
1.618 |
5,604.3 |
|
1.000 |
5,566.0 |
|
0.618 |
5,542.3 |
|
HIGH |
5,504.0 |
|
0.618 |
5,480.3 |
|
0.500 |
5,473.0 |
|
0.382 |
5,465.7 |
|
LOW |
5,442.0 |
|
0.618 |
5,403.7 |
|
1.000 |
5,380.0 |
|
1.618 |
5,341.7 |
|
2.618 |
5,279.7 |
|
4.250 |
5,178.5 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,473.0 |
5,488.0 |
| PP |
5,463.7 |
5,473.7 |
| S1 |
5,454.3 |
5,459.3 |
|