| 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 |
15,080 |
15,065 |
-15 |
-0.1% |
14,585 |
| High |
15,100 |
15,180 |
80 |
0.5% |
14,765 |
| Low |
14,970 |
14,990 |
20 |
0.1% |
14,540 |
| Close |
15,065 |
15,170 |
105 |
0.7% |
14,715 |
| Range |
130 |
190 |
60 |
46.2% |
225 |
| ATR |
230 |
227 |
-3 |
-1.2% |
0 |
| Volume |
11,410 |
12,156 |
746 |
6.5% |
53,056 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,683 |
15,617 |
15,275 |
|
| R3 |
15,493 |
15,427 |
15,222 |
|
| R2 |
15,303 |
15,303 |
15,205 |
|
| R1 |
15,237 |
15,237 |
15,188 |
15,270 |
| PP |
15,113 |
15,113 |
15,113 |
15,130 |
| S1 |
15,047 |
15,047 |
15,153 |
15,080 |
| S2 |
14,923 |
14,923 |
15,135 |
|
| S3 |
14,733 |
14,857 |
15,118 |
|
| S4 |
14,543 |
14,667 |
15,066 |
|
|
| 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 |
15,180 |
14,580 |
600 |
4.0% |
210 |
1.4% |
98% |
True |
False |
13,091 |
| 10 |
15,180 |
13,935 |
1,245 |
8.2% |
225 |
1.5% |
99% |
True |
False |
14,996 |
| 20 |
15,180 |
13,910 |
1,270 |
8.4% |
225 |
1.5% |
99% |
True |
False |
15,072 |
| 40 |
15,180 |
13,860 |
1,320 |
8.7% |
242 |
1.6% |
99% |
True |
False |
14,660 |
| 60 |
15,280 |
13,860 |
1,420 |
9.4% |
262 |
1.7% |
92% |
False |
False |
15,944 |
| 80 |
15,440 |
13,860 |
1,580 |
10.4% |
263 |
1.7% |
83% |
False |
False |
12,398 |
| 100 |
15,980 |
13,860 |
2,120 |
14.0% |
252 |
1.7% |
62% |
False |
False |
9,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,988 |
|
2.618 |
15,678 |
|
1.618 |
15,488 |
|
1.000 |
15,370 |
|
0.618 |
15,298 |
|
HIGH |
15,180 |
|
0.618 |
15,108 |
|
0.500 |
15,085 |
|
0.382 |
15,063 |
|
LOW |
14,990 |
|
0.618 |
14,873 |
|
1.000 |
14,800 |
|
1.618 |
14,683 |
|
2.618 |
14,493 |
|
4.250 |
14,183 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,142 |
15,094 |
| PP |
15,113 |
15,018 |
| S1 |
15,085 |
14,943 |
|