| 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 |
14,705 |
15,080 |
375 |
2.6% |
14,585 |
| High |
15,090 |
15,100 |
10 |
0.1% |
14,765 |
| Low |
14,705 |
14,970 |
265 |
1.8% |
14,540 |
| Close |
15,055 |
15,065 |
10 |
0.1% |
14,715 |
| Range |
385 |
130 |
-255 |
-66.2% |
225 |
| ATR |
238 |
230 |
-8 |
-3.2% |
0 |
| Volume |
19,676 |
11,410 |
-8,266 |
-42.0% |
53,056 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,435 |
15,380 |
15,137 |
|
| R3 |
15,305 |
15,250 |
15,101 |
|
| R2 |
15,175 |
15,175 |
15,089 |
|
| R1 |
15,120 |
15,120 |
15,077 |
15,083 |
| PP |
15,045 |
15,045 |
15,045 |
15,026 |
| S1 |
14,990 |
14,990 |
15,053 |
14,953 |
| S2 |
14,915 |
14,915 |
15,041 |
|
| S3 |
14,785 |
14,860 |
15,029 |
|
| S4 |
14,655 |
14,730 |
14,994 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,348 |
15,257 |
14,839 |
|
| R3 |
15,123 |
15,032 |
14,777 |
|
| R2 |
14,898 |
14,898 |
14,756 |
|
| R1 |
14,807 |
14,807 |
14,736 |
14,853 |
| PP |
14,673 |
14,673 |
14,673 |
14,696 |
| S1 |
14,582 |
14,582 |
14,695 |
14,628 |
| S2 |
14,448 |
14,448 |
14,674 |
|
| S3 |
14,223 |
14,357 |
14,653 |
|
| S4 |
13,998 |
14,132 |
14,591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,100 |
14,570 |
530 |
3.5% |
203 |
1.3% |
93% |
True |
False |
12,944 |
| 10 |
15,100 |
13,935 |
1,165 |
7.7% |
227 |
1.5% |
97% |
True |
False |
15,307 |
| 20 |
15,100 |
13,910 |
1,190 |
7.9% |
224 |
1.5% |
97% |
True |
False |
14,852 |
| 40 |
15,100 |
13,860 |
1,240 |
8.2% |
244 |
1.6% |
97% |
True |
False |
14,735 |
| 60 |
15,320 |
13,860 |
1,460 |
9.7% |
263 |
1.7% |
83% |
False |
False |
16,112 |
| 80 |
15,440 |
13,860 |
1,580 |
10.5% |
265 |
1.8% |
76% |
False |
False |
12,247 |
| 100 |
16,000 |
13,860 |
2,140 |
14.2% |
250 |
1.7% |
56% |
False |
False |
9,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,653 |
|
2.618 |
15,440 |
|
1.618 |
15,310 |
|
1.000 |
15,230 |
|
0.618 |
15,180 |
|
HIGH |
15,100 |
|
0.618 |
15,050 |
|
0.500 |
15,035 |
|
0.382 |
15,020 |
|
LOW |
14,970 |
|
0.618 |
14,890 |
|
1.000 |
14,840 |
|
1.618 |
14,760 |
|
2.618 |
14,630 |
|
4.250 |
14,418 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,055 |
14,992 |
| PP |
15,045 |
14,918 |
| S1 |
15,035 |
14,845 |
|