| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,943.16 |
16,840.48 |
-102.68 |
-0.6% |
16,716.85 |
| High |
16,943.16 |
16,841.57 |
-101.59 |
-0.6% |
16,924.28 |
| Low |
16,821.85 |
16,703.73 |
-118.12 |
-0.7% |
16,673.65 |
| Close |
16,843.88 |
16,734.19 |
-109.69 |
-0.7% |
16,924.28 |
| Range |
121.31 |
137.84 |
16.53 |
13.6% |
250.63 |
| ATR |
98.14 |
101.14 |
3.00 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,173.35 |
17,091.61 |
16,810.00 |
|
| R3 |
17,035.51 |
16,953.77 |
16,772.10 |
|
| R2 |
16,897.67 |
16,897.67 |
16,759.46 |
|
| R1 |
16,815.93 |
16,815.93 |
16,746.83 |
16,787.88 |
| PP |
16,759.83 |
16,759.83 |
16,759.83 |
16,745.81 |
| S1 |
16,678.09 |
16,678.09 |
16,721.55 |
16,650.04 |
| S2 |
16,621.99 |
16,621.99 |
16,708.92 |
|
| S3 |
16,484.15 |
16,540.25 |
16,696.28 |
|
| S4 |
16,346.31 |
16,402.41 |
16,658.38 |
|
|
| 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 |
16,703.73 |
266.44 |
1.6% |
89.99 |
0.5% |
11% |
False |
True |
|
| 10 |
16,970.17 |
16,648.85 |
321.32 |
1.9% |
84.87 |
0.5% |
27% |
False |
False |
|
| 20 |
16,970.17 |
16,341.30 |
628.87 |
3.8% |
97.00 |
0.6% |
62% |
False |
False |
|
| 40 |
16,970.17 |
16,266.23 |
703.94 |
4.2% |
105.51 |
0.6% |
66% |
False |
False |
|
| 60 |
16,970.17 |
16,015.32 |
954.85 |
5.7% |
125.39 |
0.7% |
75% |
False |
False |
|
| 80 |
16,970.17 |
16,006.59 |
963.58 |
5.8% |
131.83 |
0.8% |
76% |
False |
False |
|
| 100 |
16,970.17 |
15,340.69 |
1,629.48 |
9.7% |
141.18 |
0.8% |
86% |
False |
False |
|
| 120 |
16,970.17 |
15,340.69 |
1,629.48 |
9.7% |
135.66 |
0.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,427.39 |
|
2.618 |
17,202.44 |
|
1.618 |
17,064.60 |
|
1.000 |
16,979.41 |
|
0.618 |
16,926.76 |
|
HIGH |
16,841.57 |
|
0.618 |
16,788.92 |
|
0.500 |
16,772.65 |
|
0.382 |
16,756.38 |
|
LOW |
16,703.73 |
|
0.618 |
16,618.54 |
|
1.000 |
16,565.89 |
|
1.618 |
16,480.70 |
|
2.618 |
16,342.86 |
|
4.250 |
16,117.91 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,772.65 |
16,825.04 |
| PP |
16,759.83 |
16,794.75 |
| S1 |
16,747.01 |
16,764.47 |
|