| 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 |
16,652 |
16,745 |
93 |
0.6% |
16,633 |
| High |
16,763 |
16,866 |
103 |
0.6% |
16,866 |
| Low |
16,627 |
16,745 |
118 |
0.7% |
16,590 |
| Close |
16,746 |
16,858 |
112 |
0.7% |
16,858 |
| Range |
136 |
121 |
-15 |
-11.0% |
276 |
| ATR |
98 |
100 |
2 |
1.7% |
0 |
| Volume |
1,514 |
3,136 |
1,622 |
107.1% |
7,183 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,186 |
17,143 |
16,925 |
|
| R3 |
17,065 |
17,022 |
16,891 |
|
| R2 |
16,944 |
16,944 |
16,880 |
|
| R1 |
16,901 |
16,901 |
16,869 |
16,923 |
| PP |
16,823 |
16,823 |
16,823 |
16,834 |
| S1 |
16,780 |
16,780 |
16,847 |
16,802 |
| S2 |
16,702 |
16,702 |
16,836 |
|
| S3 |
16,581 |
16,659 |
16,825 |
|
| S4 |
16,460 |
16,538 |
16,792 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,599 |
17,505 |
17,010 |
|
| R3 |
17,323 |
17,229 |
16,934 |
|
| R2 |
17,047 |
17,047 |
16,909 |
|
| R1 |
16,953 |
16,953 |
16,883 |
17,000 |
| PP |
16,771 |
16,771 |
16,771 |
16,795 |
| S1 |
16,677 |
16,677 |
16,833 |
16,724 |
| S2 |
16,495 |
16,495 |
16,808 |
|
| S3 |
16,219 |
16,401 |
16,782 |
|
| S4 |
15,943 |
16,125 |
16,706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,866 |
16,590 |
276 |
1.6% |
87 |
0.5% |
97% |
True |
False |
1,436 |
| 10 |
16,866 |
16,455 |
411 |
2.4% |
78 |
0.5% |
98% |
True |
False |
849 |
| 20 |
16,866 |
16,255 |
611 |
3.6% |
101 |
0.6% |
99% |
True |
False |
455 |
| 40 |
16,866 |
15,888 |
978 |
5.8% |
103 |
0.6% |
99% |
True |
False |
234 |
| 60 |
16,866 |
15,888 |
978 |
5.8% |
106 |
0.6% |
99% |
True |
False |
159 |
| 80 |
16,866 |
15,798 |
1,068 |
6.3% |
89 |
0.5% |
99% |
True |
False |
121 |
| 100 |
16,866 |
15,154 |
1,712 |
10.2% |
82 |
0.5% |
100% |
True |
False |
97 |
| 120 |
16,866 |
15,154 |
1,712 |
10.2% |
72 |
0.4% |
100% |
True |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,380 |
|
2.618 |
17,183 |
|
1.618 |
17,062 |
|
1.000 |
16,987 |
|
0.618 |
16,941 |
|
HIGH |
16,866 |
|
0.618 |
16,820 |
|
0.500 |
16,806 |
|
0.382 |
16,791 |
|
LOW |
16,745 |
|
0.618 |
16,670 |
|
1.000 |
16,624 |
|
1.618 |
16,549 |
|
2.618 |
16,428 |
|
4.250 |
16,231 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,841 |
16,815 |
| PP |
16,823 |
16,771 |
| S1 |
16,806 |
16,728 |
|