| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,940.40 |
16,943.16 |
2.76 |
0.0% |
16,716.85 |
| High |
16,946.34 |
16,943.16 |
-3.18 |
0.0% |
16,924.28 |
| Low |
16,897.44 |
16,821.85 |
-75.59 |
-0.4% |
16,673.65 |
| Close |
16,945.92 |
16,843.88 |
-102.04 |
-0.6% |
16,924.28 |
| Range |
48.90 |
121.31 |
72.41 |
148.1% |
250.63 |
| ATR |
96.15 |
98.14 |
1.99 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,233.56 |
17,160.03 |
16,910.60 |
|
| R3 |
17,112.25 |
17,038.72 |
16,877.24 |
|
| R2 |
16,990.94 |
16,990.94 |
16,866.12 |
|
| R1 |
16,917.41 |
16,917.41 |
16,855.00 |
16,893.52 |
| PP |
16,869.63 |
16,869.63 |
16,869.63 |
16,857.69 |
| S1 |
16,796.10 |
16,796.10 |
16,832.76 |
16,772.21 |
| S2 |
16,748.32 |
16,748.32 |
16,821.64 |
|
| S3 |
16,627.01 |
16,674.79 |
16,810.52 |
|
| S4 |
16,505.70 |
16,553.48 |
16,777.16 |
|
|
| 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 |
16,709.95 |
260.22 |
1.5% |
89.59 |
0.5% |
51% |
False |
False |
|
| 10 |
16,970.17 |
16,620.43 |
349.74 |
2.1% |
78.92 |
0.5% |
64% |
False |
False |
|
| 20 |
16,970.17 |
16,341.30 |
628.87 |
3.7% |
96.24 |
0.6% |
80% |
False |
False |
|
| 40 |
16,970.17 |
16,063.20 |
906.97 |
5.4% |
107.30 |
0.6% |
86% |
False |
False |
|
| 60 |
16,970.17 |
16,015.32 |
954.85 |
5.7% |
125.16 |
0.7% |
87% |
False |
False |
|
| 80 |
16,970.17 |
16,006.59 |
963.58 |
5.7% |
130.87 |
0.8% |
87% |
False |
False |
|
| 100 |
16,970.17 |
15,340.69 |
1,629.48 |
9.7% |
140.97 |
0.8% |
92% |
False |
False |
|
| 120 |
16,970.17 |
15,340.69 |
1,629.48 |
9.7% |
137.55 |
0.8% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,458.73 |
|
2.618 |
17,260.75 |
|
1.618 |
17,139.44 |
|
1.000 |
17,064.47 |
|
0.618 |
17,018.13 |
|
HIGH |
16,943.16 |
|
0.618 |
16,896.82 |
|
0.500 |
16,882.51 |
|
0.382 |
16,868.19 |
|
LOW |
16,821.85 |
|
0.618 |
16,746.88 |
|
1.000 |
16,700.54 |
|
1.618 |
16,625.57 |
|
2.618 |
16,504.26 |
|
4.250 |
16,306.28 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,882.51 |
16,896.01 |
| PP |
16,869.63 |
16,878.63 |
| S1 |
16,856.76 |
16,861.26 |
|