| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,599 |
16,633 |
34 |
0.2% |
16,540 |
| High |
16,632 |
16,672 |
40 |
0.2% |
16,632 |
| Low |
16,561 |
16,603 |
42 |
0.3% |
16,520 |
| Close |
16,632 |
16,650 |
18 |
0.1% |
16,632 |
| Range |
71 |
69 |
-2 |
-2.8% |
112 |
| ATR |
104 |
102 |
-3 |
-2.4% |
0 |
| Volume |
127 |
263 |
136 |
107.1% |
1,232 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,849 |
16,818 |
16,688 |
|
| R3 |
16,780 |
16,749 |
16,669 |
|
| R2 |
16,711 |
16,711 |
16,663 |
|
| R1 |
16,680 |
16,680 |
16,656 |
16,696 |
| PP |
16,642 |
16,642 |
16,642 |
16,649 |
| S1 |
16,611 |
16,611 |
16,644 |
16,627 |
| S2 |
16,573 |
16,573 |
16,637 |
|
| S3 |
16,504 |
16,542 |
16,631 |
|
| S4 |
16,435 |
16,473 |
16,612 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,931 |
16,893 |
16,694 |
|
| R3 |
16,819 |
16,781 |
16,663 |
|
| R2 |
16,707 |
16,707 |
16,653 |
|
| R1 |
16,669 |
16,669 |
16,642 |
16,688 |
| PP |
16,595 |
16,595 |
16,595 |
16,604 |
| S1 |
16,557 |
16,557 |
16,622 |
16,576 |
| S2 |
16,483 |
16,483 |
16,612 |
|
| S3 |
16,371 |
16,445 |
16,601 |
|
| S4 |
16,259 |
16,333 |
16,571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,672 |
16,520 |
152 |
0.9% |
70 |
0.4% |
86% |
True |
False |
299 |
| 10 |
16,672 |
16,255 |
417 |
2.5% |
93 |
0.6% |
95% |
True |
False |
189 |
| 20 |
16,672 |
16,252 |
420 |
2.5% |
110 |
0.7% |
95% |
True |
False |
111 |
| 40 |
16,672 |
15,888 |
784 |
4.7% |
108 |
0.6% |
97% |
True |
False |
62 |
| 60 |
16,672 |
15,888 |
784 |
4.7% |
103 |
0.6% |
97% |
True |
False |
44 |
| 80 |
16,672 |
15,410 |
1,262 |
7.6% |
89 |
0.5% |
98% |
True |
False |
34 |
| 100 |
16,672 |
15,154 |
1,518 |
9.1% |
80 |
0.5% |
99% |
True |
False |
28 |
| 120 |
16,672 |
15,154 |
1,518 |
9.1% |
69 |
0.4% |
99% |
True |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,965 |
|
2.618 |
16,853 |
|
1.618 |
16,784 |
|
1.000 |
16,741 |
|
0.618 |
16,715 |
|
HIGH |
16,672 |
|
0.618 |
16,646 |
|
0.500 |
16,638 |
|
0.382 |
16,629 |
|
LOW |
16,603 |
|
0.618 |
16,560 |
|
1.000 |
16,534 |
|
1.618 |
16,491 |
|
2.618 |
16,422 |
|
4.250 |
16,310 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,646 |
16,637 |
| PP |
16,642 |
16,624 |
| S1 |
16,638 |
16,611 |
|