| 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 |
6,847.0 |
6,832.0 |
-15.0 |
-0.2% |
6,813.5 |
| High |
6,847.5 |
6,834.0 |
-13.5 |
-0.2% |
6,872.0 |
| Low |
6,804.0 |
6,791.0 |
-13.0 |
-0.2% |
6,813.5 |
| Close |
6,816.5 |
6,807.5 |
-9.0 |
-0.1% |
6,822.5 |
| Range |
43.5 |
43.0 |
-0.5 |
-1.1% |
58.5 |
| ATR |
51.5 |
50.9 |
-0.6 |
-1.2% |
0.0 |
| Volume |
72,396 |
98,302 |
25,906 |
35.8% |
265,423 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,940.0 |
6,916.5 |
6,831.0 |
|
| R3 |
6,897.0 |
6,873.5 |
6,819.5 |
|
| R2 |
6,854.0 |
6,854.0 |
6,815.5 |
|
| R1 |
6,830.5 |
6,830.5 |
6,811.5 |
6,821.0 |
| PP |
6,811.0 |
6,811.0 |
6,811.0 |
6,806.0 |
| S1 |
6,787.5 |
6,787.5 |
6,803.5 |
6,778.0 |
| S2 |
6,768.0 |
6,768.0 |
6,799.5 |
|
| S3 |
6,725.0 |
6,744.5 |
6,795.5 |
|
| S4 |
6,682.0 |
6,701.5 |
6,784.0 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,011.5 |
6,975.5 |
6,854.5 |
|
| R3 |
6,953.0 |
6,917.0 |
6,838.5 |
|
| R2 |
6,894.5 |
6,894.5 |
6,833.0 |
|
| R1 |
6,858.5 |
6,858.5 |
6,828.0 |
6,876.5 |
| PP |
6,836.0 |
6,836.0 |
6,836.0 |
6,845.0 |
| S1 |
6,800.0 |
6,800.0 |
6,817.0 |
6,818.0 |
| S2 |
6,777.5 |
6,777.5 |
6,812.0 |
|
| S3 |
6,719.0 |
6,741.5 |
6,806.5 |
|
| S4 |
6,660.5 |
6,683.0 |
6,790.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,872.0 |
6,791.0 |
81.0 |
1.2% |
41.5 |
0.6% |
20% |
False |
True |
79,670 |
| 10 |
6,872.0 |
6,771.5 |
100.5 |
1.5% |
38.0 |
0.6% |
36% |
False |
False |
69,814 |
| 20 |
6,880.0 |
6,734.5 |
145.5 |
2.1% |
44.5 |
0.7% |
50% |
False |
False |
81,554 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
55.5 |
0.8% |
83% |
False |
False |
90,844 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
62.0 |
0.9% |
84% |
False |
False |
93,142 |
| 80 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
60.5 |
0.9% |
84% |
False |
False |
70,023 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
56.5 |
0.8% |
87% |
False |
False |
56,035 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
48.5 |
0.7% |
87% |
False |
False |
46,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,017.0 |
|
2.618 |
6,946.5 |
|
1.618 |
6,903.5 |
|
1.000 |
6,877.0 |
|
0.618 |
6,860.5 |
|
HIGH |
6,834.0 |
|
0.618 |
6,817.5 |
|
0.500 |
6,812.5 |
|
0.382 |
6,807.5 |
|
LOW |
6,791.0 |
|
0.618 |
6,764.5 |
|
1.000 |
6,748.0 |
|
1.618 |
6,721.5 |
|
2.618 |
6,678.5 |
|
4.250 |
6,608.0 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,812.5 |
6,827.5 |
| PP |
6,811.0 |
6,821.0 |
| S1 |
6,809.0 |
6,814.0 |
|