| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,839.64 |
16,926.08 |
86.44 |
0.5% |
16,716.85 |
| High |
16,924.28 |
16,970.17 |
45.89 |
0.3% |
16,924.28 |
| Low |
16,839.64 |
16,912.92 |
73.28 |
0.4% |
16,673.65 |
| Close |
16,924.28 |
16,943.10 |
18.82 |
0.1% |
16,924.28 |
| Range |
84.64 |
57.25 |
-27.39 |
-32.4% |
250.63 |
| ATR |
103.05 |
99.78 |
-3.27 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,113.81 |
17,085.71 |
16,974.59 |
|
| R3 |
17,056.56 |
17,028.46 |
16,958.84 |
|
| R2 |
16,999.31 |
16,999.31 |
16,953.60 |
|
| R1 |
16,971.21 |
16,971.21 |
16,948.35 |
16,985.26 |
| PP |
16,942.06 |
16,942.06 |
16,942.06 |
16,949.09 |
| S1 |
16,913.96 |
16,913.96 |
16,937.85 |
16,928.01 |
| S2 |
16,884.81 |
16,884.81 |
16,932.60 |
|
| S3 |
16,827.56 |
16,856.71 |
16,927.36 |
|
| S4 |
16,770.31 |
16,799.46 |
16,911.61 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,592.63 |
17,509.08 |
17,062.13 |
|
| R3 |
17,342.00 |
17,258.45 |
16,993.20 |
|
| R2 |
17,091.37 |
17,091.37 |
16,970.23 |
|
| R1 |
17,007.82 |
17,007.82 |
16,947.25 |
17,049.60 |
| PP |
16,840.74 |
16,840.74 |
16,840.74 |
16,861.62 |
| S1 |
16,757.19 |
16,757.19 |
16,901.31 |
16,798.97 |
| S2 |
16,590.11 |
16,590.11 |
16,878.33 |
|
| S3 |
16,339.48 |
16,506.56 |
16,855.36 |
|
| S4 |
16,088.85 |
16,255.93 |
16,786.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,970.17 |
16,673.65 |
296.52 |
1.8% |
78.74 |
0.5% |
91% |
True |
False |
|
| 10 |
16,970.17 |
16,607.42 |
362.75 |
2.1% |
75.50 |
0.4% |
93% |
True |
False |
|
| 20 |
16,970.17 |
16,341.30 |
628.87 |
3.7% |
95.71 |
0.6% |
96% |
True |
False |
|
| 40 |
16,970.17 |
16,015.32 |
954.85 |
5.6% |
110.80 |
0.7% |
97% |
True |
False |
|
| 60 |
16,970.17 |
16,015.32 |
954.85 |
5.6% |
127.69 |
0.8% |
97% |
True |
False |
|
| 80 |
16,970.17 |
15,863.25 |
1,106.92 |
6.5% |
133.32 |
0.8% |
98% |
True |
False |
|
| 100 |
16,970.17 |
15,340.69 |
1,629.48 |
9.6% |
141.57 |
0.8% |
98% |
True |
False |
|
| 120 |
16,970.17 |
15,340.69 |
1,629.48 |
9.6% |
138.23 |
0.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,213.48 |
|
2.618 |
17,120.05 |
|
1.618 |
17,062.80 |
|
1.000 |
17,027.42 |
|
0.618 |
17,005.55 |
|
HIGH |
16,970.17 |
|
0.618 |
16,948.30 |
|
0.500 |
16,941.55 |
|
0.382 |
16,934.79 |
|
LOW |
16,912.92 |
|
0.618 |
16,877.54 |
|
1.000 |
16,855.67 |
|
1.618 |
16,820.29 |
|
2.618 |
16,763.04 |
|
4.250 |
16,669.61 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,942.58 |
16,908.75 |
| PP |
16,942.06 |
16,874.41 |
| S1 |
16,941.55 |
16,840.06 |
|