| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,715 |
16,721 |
6 |
0.0% |
16,593 |
| High |
16,733 |
16,837 |
104 |
0.6% |
16,708 |
| Low |
16,662 |
16,696 |
34 |
0.2% |
16,589 |
| Close |
16,718 |
16,818 |
100 |
0.6% |
16,704 |
| Range |
71 |
141 |
70 |
98.6% |
119 |
| ATR |
112 |
114 |
2 |
1.8% |
0 |
| Volume |
83,973 |
157,899 |
73,926 |
88.0% |
359,236 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,207 |
17,153 |
16,896 |
|
| R3 |
17,066 |
17,012 |
16,857 |
|
| R2 |
16,925 |
16,925 |
16,844 |
|
| R1 |
16,871 |
16,871 |
16,831 |
16,898 |
| PP |
16,784 |
16,784 |
16,784 |
16,797 |
| S1 |
16,730 |
16,730 |
16,805 |
16,757 |
| S2 |
16,643 |
16,643 |
16,792 |
|
| S3 |
16,502 |
16,589 |
16,779 |
|
| S4 |
16,361 |
16,448 |
16,741 |
|
|
| 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 |
16,837 |
16,635 |
202 |
1.2% |
82 |
0.5% |
91% |
True |
False |
101,612 |
| 10 |
16,837 |
16,467 |
370 |
2.2% |
82 |
0.5% |
95% |
True |
False |
94,748 |
| 20 |
16,837 |
16,310 |
527 |
3.1% |
110 |
0.7% |
96% |
True |
False |
117,018 |
| 40 |
16,837 |
15,881 |
956 |
5.7% |
134 |
0.8% |
98% |
True |
False |
136,099 |
| 60 |
16,837 |
15,881 |
956 |
5.7% |
147 |
0.9% |
98% |
True |
False |
142,872 |
| 80 |
16,837 |
15,661 |
1,176 |
7.0% |
147 |
0.9% |
98% |
True |
False |
107,401 |
| 100 |
16,837 |
15,216 |
1,621 |
9.6% |
151 |
0.9% |
99% |
True |
False |
85,929 |
| 120 |
16,837 |
15,216 |
1,621 |
9.6% |
138 |
0.8% |
99% |
True |
False |
71,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,436 |
|
2.618 |
17,206 |
|
1.618 |
17,065 |
|
1.000 |
16,978 |
|
0.618 |
16,924 |
|
HIGH |
16,837 |
|
0.618 |
16,783 |
|
0.500 |
16,767 |
|
0.382 |
16,750 |
|
LOW |
16,696 |
|
0.618 |
16,609 |
|
1.000 |
16,555 |
|
1.618 |
16,468 |
|
2.618 |
16,327 |
|
4.250 |
16,097 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,801 |
16,795 |
| PP |
16,784 |
16,772 |
| S1 |
16,767 |
16,750 |
|