| 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 |
16,722 |
16,715 |
-7 |
0.0% |
16,593 |
| High |
16,727 |
16,733 |
6 |
0.0% |
16,708 |
| Low |
16,678 |
16,662 |
-16 |
-0.1% |
16,589 |
| Close |
16,713 |
16,718 |
5 |
0.0% |
16,704 |
| Range |
49 |
71 |
22 |
44.9% |
119 |
| ATR |
115 |
112 |
-3 |
-2.7% |
0 |
| Volume |
82,001 |
83,973 |
1,972 |
2.4% |
359,236 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,917 |
16,889 |
16,757 |
|
| R3 |
16,846 |
16,818 |
16,738 |
|
| R2 |
16,775 |
16,775 |
16,731 |
|
| R1 |
16,747 |
16,747 |
16,725 |
16,761 |
| PP |
16,704 |
16,704 |
16,704 |
16,712 |
| S1 |
16,676 |
16,676 |
16,712 |
16,690 |
| S2 |
16,633 |
16,633 |
16,705 |
|
| S3 |
16,562 |
16,605 |
16,699 |
|
| S4 |
16,491 |
16,534 |
16,679 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,024 |
16,983 |
16,770 |
|
| R3 |
16,905 |
16,864 |
16,737 |
|
| R2 |
16,786 |
16,786 |
16,726 |
|
| R1 |
16,745 |
16,745 |
16,715 |
16,766 |
| PP |
16,667 |
16,667 |
16,667 |
16,677 |
| S1 |
16,626 |
16,626 |
16,693 |
16,647 |
| S2 |
16,548 |
16,548 |
16,682 |
|
| S3 |
16,429 |
16,507 |
16,671 |
|
| S4 |
16,310 |
16,388 |
16,639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,744 |
16,608 |
136 |
0.8% |
70 |
0.4% |
81% |
False |
False |
85,782 |
| 10 |
16,744 |
16,326 |
418 |
2.5% |
87 |
0.5% |
94% |
False |
False |
93,355 |
| 20 |
16,744 |
16,305 |
439 |
2.6% |
112 |
0.7% |
94% |
False |
False |
119,645 |
| 40 |
16,744 |
15,881 |
863 |
5.2% |
134 |
0.8% |
97% |
False |
False |
136,400 |
| 60 |
16,744 |
15,881 |
863 |
5.2% |
147 |
0.9% |
97% |
False |
False |
140,360 |
| 80 |
16,744 |
15,635 |
1,109 |
6.6% |
146 |
0.9% |
98% |
False |
False |
105,428 |
| 100 |
16,744 |
15,216 |
1,528 |
9.1% |
150 |
0.9% |
98% |
False |
False |
84,350 |
| 120 |
16,744 |
15,216 |
1,528 |
9.1% |
137 |
0.8% |
98% |
False |
False |
70,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,035 |
|
2.618 |
16,919 |
|
1.618 |
16,848 |
|
1.000 |
16,804 |
|
0.618 |
16,777 |
|
HIGH |
16,733 |
|
0.618 |
16,706 |
|
0.500 |
16,698 |
|
0.382 |
16,689 |
|
LOW |
16,662 |
|
0.618 |
16,618 |
|
1.000 |
16,591 |
|
1.618 |
16,547 |
|
2.618 |
16,476 |
|
4.250 |
16,360 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,711 |
16,713 |
| PP |
16,704 |
16,708 |
| S1 |
16,698 |
16,703 |
|