| 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 |
1,921.50 |
1,922.75 |
1.25 |
0.1% |
1,898.00 |
| High |
1,923.50 |
1,927.00 |
3.50 |
0.2% |
1,922.25 |
| Low |
1,916.00 |
1,916.00 |
0.00 |
0.0% |
1,897.00 |
| Close |
1,922.00 |
1,925.75 |
3.75 |
0.2% |
1,921.50 |
| Range |
7.50 |
11.00 |
3.50 |
46.7% |
25.25 |
| ATR |
14.62 |
14.36 |
-0.26 |
-1.8% |
0.00 |
| Volume |
948,001 |
917,108 |
-30,893 |
-3.3% |
4,135,429 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,956.00 |
1,951.75 |
1,931.75 |
|
| R3 |
1,945.00 |
1,940.75 |
1,928.75 |
|
| R2 |
1,934.00 |
1,934.00 |
1,927.75 |
|
| R1 |
1,929.75 |
1,929.75 |
1,926.75 |
1,932.00 |
| PP |
1,923.00 |
1,923.00 |
1,923.00 |
1,924.00 |
| S1 |
1,918.75 |
1,918.75 |
1,924.75 |
1,921.00 |
| S2 |
1,912.00 |
1,912.00 |
1,923.75 |
|
| S3 |
1,901.00 |
1,907.75 |
1,922.75 |
|
| S4 |
1,890.00 |
1,896.75 |
1,919.75 |
|
|
| 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 |
1,927.00 |
1,907.25 |
19.75 |
1.0% |
9.50 |
0.5% |
94% |
True |
False |
1,013,897 |
| 10 |
1,927.00 |
1,866.50 |
60.50 |
3.1% |
11.00 |
0.6% |
98% |
True |
False |
1,020,094 |
| 20 |
1,927.00 |
1,854.50 |
72.50 |
3.8% |
14.25 |
0.7% |
98% |
True |
False |
1,262,362 |
| 40 |
1,927.00 |
1,803.25 |
123.75 |
6.4% |
17.25 |
0.9% |
99% |
True |
False |
1,413,494 |
| 60 |
1,927.00 |
1,803.25 |
123.75 |
6.4% |
18.50 |
1.0% |
99% |
True |
False |
1,473,376 |
| 80 |
1,927.00 |
1,779.50 |
147.50 |
7.7% |
18.25 |
0.9% |
99% |
True |
False |
1,109,582 |
| 100 |
1,927.00 |
1,725.25 |
201.75 |
10.5% |
19.50 |
1.0% |
99% |
True |
False |
888,872 |
| 120 |
1,927.00 |
1,725.25 |
201.75 |
10.5% |
18.75 |
1.0% |
99% |
True |
False |
741,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,973.75 |
|
2.618 |
1,955.75 |
|
1.618 |
1,944.75 |
|
1.000 |
1,938.00 |
|
0.618 |
1,933.75 |
|
HIGH |
1,927.00 |
|
0.618 |
1,922.75 |
|
0.500 |
1,921.50 |
|
0.382 |
1,920.25 |
|
LOW |
1,916.00 |
|
0.618 |
1,909.25 |
|
1.000 |
1,905.00 |
|
1.618 |
1,898.25 |
|
2.618 |
1,887.25 |
|
4.250 |
1,869.25 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,924.25 |
1,924.00 |
| PP |
1,923.00 |
1,922.25 |
| S1 |
1,921.50 |
1,920.50 |
|