| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,846.90 |
16,852.49 |
5.59 |
0.0% |
16,946.50 |
| High |
16,862.73 |
16,871.27 |
8.54 |
0.1% |
16,969.70 |
| Low |
16,773.84 |
16,801.94 |
28.10 |
0.2% |
16,746.09 |
| Close |
16,851.84 |
16,826.60 |
-25.24 |
-0.1% |
16,851.84 |
| Range |
88.89 |
69.33 |
-19.56 |
-22.0% |
223.61 |
| ATR |
98.44 |
96.36 |
-2.08 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,041.26 |
17,003.26 |
16,864.73 |
|
| R3 |
16,971.93 |
16,933.93 |
16,845.67 |
|
| R2 |
16,902.60 |
16,902.60 |
16,839.31 |
|
| R1 |
16,864.60 |
16,864.60 |
16,832.96 |
16,848.94 |
| PP |
16,833.27 |
16,833.27 |
16,833.27 |
16,825.44 |
| S1 |
16,795.27 |
16,795.27 |
16,820.24 |
16,779.61 |
| S2 |
16,763.94 |
16,763.94 |
16,813.89 |
|
| S3 |
16,694.61 |
16,725.94 |
16,807.53 |
|
| S4 |
16,625.28 |
16,656.61 |
16,788.47 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,526.71 |
17,412.88 |
16,974.83 |
|
| R3 |
17,303.10 |
17,189.27 |
16,913.33 |
|
| R2 |
17,079.49 |
17,079.49 |
16,892.84 |
|
| R1 |
16,965.66 |
16,965.66 |
16,872.34 |
16,910.77 |
| PP |
16,855.88 |
16,855.88 |
16,855.88 |
16,828.43 |
| S1 |
16,742.05 |
16,742.05 |
16,831.34 |
16,687.16 |
| S2 |
16,632.27 |
16,632.27 |
16,810.84 |
|
| S3 |
16,408.66 |
16,518.44 |
16,790.35 |
|
| S4 |
16,185.05 |
16,294.83 |
16,728.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,969.70 |
16,746.09 |
223.61 |
1.3% |
106.65 |
0.6% |
36% |
False |
False |
|
| 10 |
16,978.02 |
16,732.91 |
245.11 |
1.5% |
96.01 |
0.6% |
38% |
False |
False |
|
| 20 |
16,978.02 |
16,673.65 |
304.37 |
1.8% |
90.52 |
0.5% |
50% |
False |
False |
|
| 40 |
16,978.02 |
16,341.30 |
636.72 |
3.8% |
100.20 |
0.6% |
76% |
False |
False |
|
| 60 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
114.45 |
0.7% |
84% |
False |
False |
|
| 80 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
123.31 |
0.7% |
84% |
False |
False |
|
| 100 |
16,978.02 |
15,443.00 |
1,535.02 |
9.1% |
128.44 |
0.8% |
90% |
False |
False |
|
| 120 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
135.56 |
0.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,165.92 |
|
2.618 |
17,052.78 |
|
1.618 |
16,983.45 |
|
1.000 |
16,940.60 |
|
0.618 |
16,914.12 |
|
HIGH |
16,871.27 |
|
0.618 |
16,844.79 |
|
0.500 |
16,836.61 |
|
0.382 |
16,828.42 |
|
LOW |
16,801.94 |
|
0.618 |
16,759.09 |
|
1.000 |
16,732.61 |
|
1.618 |
16,689.76 |
|
2.618 |
16,620.43 |
|
4.250 |
16,507.29 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,836.61 |
16,820.84 |
| PP |
16,833.27 |
16,815.07 |
| S1 |
16,829.94 |
16,809.31 |
|