| 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 |
9,954.0 |
9,899.0 |
-55.0 |
-0.6% |
9,885.0 |
| High |
9,961.5 |
9,942.5 |
-19.0 |
-0.2% |
9,978.0 |
| Low |
9,887.0 |
9,868.0 |
-19.0 |
-0.2% |
9,882.0 |
| Close |
9,924.5 |
9,929.5 |
5.0 |
0.1% |
9,939.0 |
| Range |
74.5 |
74.5 |
0.0 |
0.0% |
96.0 |
| ATR |
109.0 |
106.5 |
-2.5 |
-2.3% |
0.0 |
| Volume |
73,794 |
135,262 |
61,468 |
83.3% |
245,001 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,136.8 |
10,107.7 |
9,970.5 |
|
| R3 |
10,062.3 |
10,033.2 |
9,950.0 |
|
| R2 |
9,987.8 |
9,987.8 |
9,943.2 |
|
| R1 |
9,958.7 |
9,958.7 |
9,936.3 |
9,973.3 |
| PP |
9,913.3 |
9,913.3 |
9,913.3 |
9,920.6 |
| S1 |
9,884.2 |
9,884.2 |
9,922.7 |
9,898.8 |
| S2 |
9,838.8 |
9,838.8 |
9,915.8 |
|
| S3 |
9,764.3 |
9,809.7 |
9,909.0 |
|
| S4 |
9,689.8 |
9,735.2 |
9,888.5 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,221.0 |
10,176.0 |
9,991.8 |
|
| R3 |
10,125.0 |
10,080.0 |
9,965.4 |
|
| R2 |
10,029.0 |
10,029.0 |
9,956.6 |
|
| R1 |
9,984.0 |
9,984.0 |
9,947.8 |
10,006.5 |
| PP |
9,933.0 |
9,933.0 |
9,933.0 |
9,944.3 |
| S1 |
9,888.0 |
9,888.0 |
9,930.2 |
9,910.5 |
| S2 |
9,837.0 |
9,837.0 |
9,921.4 |
|
| S3 |
9,741.0 |
9,792.0 |
9,912.6 |
|
| S4 |
9,645.0 |
9,696.0 |
9,886.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,993.0 |
9,868.0 |
125.0 |
1.3% |
66.1 |
0.7% |
49% |
False |
True |
80,973 |
| 10 |
9,993.0 |
9,586.5 |
406.5 |
4.1% |
72.9 |
0.7% |
84% |
False |
False |
69,424 |
| 20 |
9,993.0 |
9,404.0 |
589.0 |
5.9% |
93.4 |
0.9% |
89% |
False |
False |
84,890 |
| 40 |
9,993.0 |
9,102.5 |
890.5 |
9.0% |
121.0 |
1.2% |
93% |
False |
False |
97,795 |
| 60 |
9,993.0 |
8,934.5 |
1,058.5 |
10.7% |
126.5 |
1.3% |
94% |
False |
False |
86,090 |
| 80 |
9,993.0 |
8,934.5 |
1,058.5 |
10.7% |
124.6 |
1.3% |
94% |
False |
False |
64,735 |
| 100 |
9,993.0 |
8,934.5 |
1,058.5 |
10.7% |
127.3 |
1.3% |
94% |
False |
False |
51,820 |
| 120 |
9,993.0 |
8,934.5 |
1,058.5 |
10.7% |
119.7 |
1.2% |
94% |
False |
False |
43,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,259.1 |
|
2.618 |
10,137.5 |
|
1.618 |
10,063.0 |
|
1.000 |
10,017.0 |
|
0.618 |
9,988.5 |
|
HIGH |
9,942.5 |
|
0.618 |
9,914.0 |
|
0.500 |
9,905.3 |
|
0.382 |
9,896.5 |
|
LOW |
9,868.0 |
|
0.618 |
9,822.0 |
|
1.000 |
9,793.5 |
|
1.618 |
9,747.5 |
|
2.618 |
9,673.0 |
|
4.250 |
9,551.4 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,921.4 |
9,930.5 |
| PP |
9,913.3 |
9,930.2 |
| S1 |
9,905.3 |
9,929.8 |
|