| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,721 |
16,822 |
101 |
0.6% |
16,704 |
| High |
16,837 |
16,940 |
103 |
0.6% |
16,940 |
| Low |
16,696 |
16,816 |
120 |
0.7% |
16,662 |
| Close |
16,818 |
16,932 |
114 |
0.7% |
16,932 |
| Range |
141 |
124 |
-17 |
-12.1% |
278 |
| ATR |
114 |
115 |
1 |
0.6% |
0 |
| Volume |
157,899 |
104,401 |
-53,498 |
-33.9% |
519,934 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,268 |
17,224 |
17,000 |
|
| R3 |
17,144 |
17,100 |
16,966 |
|
| R2 |
17,020 |
17,020 |
16,955 |
|
| R1 |
16,976 |
16,976 |
16,943 |
16,998 |
| PP |
16,896 |
16,896 |
16,896 |
16,907 |
| S1 |
16,852 |
16,852 |
16,921 |
16,874 |
| S2 |
16,772 |
16,772 |
16,909 |
|
| S3 |
16,648 |
16,728 |
16,898 |
|
| S4 |
16,524 |
16,604 |
16,864 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,679 |
17,583 |
17,085 |
|
| R3 |
17,401 |
17,305 |
17,009 |
|
| R2 |
17,123 |
17,123 |
16,983 |
|
| R1 |
17,027 |
17,027 |
16,958 |
17,075 |
| PP |
16,845 |
16,845 |
16,845 |
16,869 |
| S1 |
16,749 |
16,749 |
16,907 |
16,797 |
| S2 |
16,567 |
16,567 |
16,881 |
|
| S3 |
16,289 |
16,471 |
16,856 |
|
| S4 |
16,011 |
16,193 |
16,779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,940 |
16,662 |
278 |
1.6% |
92 |
0.5% |
97% |
True |
False |
103,986 |
| 10 |
16,940 |
16,522 |
418 |
2.5% |
85 |
0.5% |
98% |
True |
False |
95,311 |
| 20 |
16,940 |
16,310 |
630 |
3.7% |
110 |
0.6% |
99% |
True |
False |
112,697 |
| 40 |
16,940 |
15,881 |
1,059 |
6.3% |
132 |
0.8% |
99% |
True |
False |
134,895 |
| 60 |
16,940 |
15,881 |
1,059 |
6.3% |
147 |
0.9% |
99% |
True |
False |
144,334 |
| 80 |
16,940 |
15,755 |
1,185 |
7.0% |
146 |
0.9% |
99% |
True |
False |
108,705 |
| 100 |
16,940 |
15,216 |
1,724 |
10.2% |
150 |
0.9% |
100% |
True |
False |
86,973 |
| 120 |
16,940 |
15,216 |
1,724 |
10.2% |
138 |
0.8% |
100% |
True |
False |
72,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,467 |
|
2.618 |
17,265 |
|
1.618 |
17,141 |
|
1.000 |
17,064 |
|
0.618 |
17,017 |
|
HIGH |
16,940 |
|
0.618 |
16,893 |
|
0.500 |
16,878 |
|
0.382 |
16,863 |
|
LOW |
16,816 |
|
0.618 |
16,739 |
|
1.000 |
16,692 |
|
1.618 |
16,615 |
|
2.618 |
16,491 |
|
4.250 |
16,289 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,914 |
16,888 |
| PP |
16,896 |
16,845 |
| S1 |
16,878 |
16,801 |
|