| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,921.25 |
1,921.50 |
0.25 |
0.0% |
1,898.00 |
| High |
1,924.25 |
1,923.50 |
-0.75 |
0.0% |
1,922.25 |
| Low |
1,913.75 |
1,916.00 |
2.25 |
0.1% |
1,897.00 |
| Close |
1,921.75 |
1,922.00 |
0.25 |
0.0% |
1,921.50 |
| Range |
10.50 |
7.50 |
-3.00 |
-28.6% |
25.25 |
| ATR |
15.17 |
14.62 |
-0.55 |
-3.6% |
0.00 |
| Volume |
1,053,526 |
948,001 |
-105,525 |
-10.0% |
4,135,429 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,943.00 |
1,940.00 |
1,926.00 |
|
| R3 |
1,935.50 |
1,932.50 |
1,924.00 |
|
| R2 |
1,928.00 |
1,928.00 |
1,923.50 |
|
| R1 |
1,925.00 |
1,925.00 |
1,922.75 |
1,926.50 |
| PP |
1,920.50 |
1,920.50 |
1,920.50 |
1,921.25 |
| S1 |
1,917.50 |
1,917.50 |
1,921.25 |
1,919.00 |
| S2 |
1,913.00 |
1,913.00 |
1,920.50 |
|
| S3 |
1,905.50 |
1,910.00 |
1,920.00 |
|
| S4 |
1,898.00 |
1,902.50 |
1,918.00 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,989.25 |
1,980.75 |
1,935.50 |
|
| R3 |
1,964.00 |
1,955.50 |
1,928.50 |
|
| R2 |
1,938.75 |
1,938.75 |
1,926.25 |
|
| R1 |
1,930.25 |
1,930.25 |
1,923.75 |
1,934.50 |
| PP |
1,913.50 |
1,913.50 |
1,913.50 |
1,915.75 |
| S1 |
1,905.00 |
1,905.00 |
1,919.25 |
1,909.25 |
| S2 |
1,888.25 |
1,888.25 |
1,916.75 |
|
| S3 |
1,863.00 |
1,879.75 |
1,914.50 |
|
| S4 |
1,837.75 |
1,854.50 |
1,907.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,924.25 |
1,904.50 |
19.75 |
1.0% |
9.25 |
0.5% |
89% |
False |
False |
1,042,891 |
| 10 |
1,924.25 |
1,864.75 |
59.50 |
3.1% |
12.00 |
0.6% |
96% |
False |
False |
1,084,801 |
| 20 |
1,924.25 |
1,854.50 |
69.75 |
3.6% |
14.75 |
0.8% |
97% |
False |
False |
1,285,465 |
| 40 |
1,924.25 |
1,803.25 |
121.00 |
6.3% |
17.50 |
0.9% |
98% |
False |
False |
1,445,043 |
| 60 |
1,924.25 |
1,803.25 |
121.00 |
6.3% |
18.50 |
1.0% |
98% |
False |
False |
1,459,221 |
| 80 |
1,924.25 |
1,752.00 |
172.25 |
9.0% |
18.50 |
1.0% |
99% |
False |
False |
1,098,227 |
| 100 |
1,924.25 |
1,725.25 |
199.00 |
10.4% |
19.50 |
1.0% |
99% |
False |
False |
879,730 |
| 120 |
1,924.25 |
1,725.25 |
199.00 |
10.4% |
18.75 |
1.0% |
99% |
False |
False |
733,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,955.50 |
|
2.618 |
1,943.25 |
|
1.618 |
1,935.75 |
|
1.000 |
1,931.00 |
|
0.618 |
1,928.25 |
|
HIGH |
1,923.50 |
|
0.618 |
1,920.75 |
|
0.500 |
1,919.75 |
|
0.382 |
1,918.75 |
|
LOW |
1,916.00 |
|
0.618 |
1,911.25 |
|
1.000 |
1,908.50 |
|
1.618 |
1,903.75 |
|
2.618 |
1,896.25 |
|
4.250 |
1,884.00 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,921.25 |
1,921.00 |
| PP |
1,920.50 |
1,920.00 |
| S1 |
1,919.75 |
1,919.00 |
|