| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
10,008.0 |
9,999.5 |
-8.5 |
-0.1% |
9,972.0 |
| High |
10,022.5 |
10,038.0 |
15.5 |
0.2% |
10,017.0 |
| Low |
9,985.0 |
9,987.5 |
2.5 |
0.0% |
9,868.0 |
| Close |
10,006.0 |
10,022.5 |
16.5 |
0.2% |
9,982.0 |
| Range |
37.5 |
50.5 |
13.0 |
34.7% |
149.0 |
| ATR |
100.1 |
96.6 |
-3.5 |
-3.5% |
0.0 |
| Volume |
64,658 |
91,463 |
26,805 |
41.5% |
450,709 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,167.5 |
10,145.5 |
10,050.3 |
|
| R3 |
10,117.0 |
10,095.0 |
10,036.4 |
|
| R2 |
10,066.5 |
10,066.5 |
10,031.8 |
|
| R1 |
10,044.5 |
10,044.5 |
10,027.1 |
10,055.5 |
| PP |
10,016.0 |
10,016.0 |
10,016.0 |
10,021.5 |
| S1 |
9,994.0 |
9,994.0 |
10,017.9 |
10,005.0 |
| S2 |
9,965.5 |
9,965.5 |
10,013.2 |
|
| S3 |
9,915.0 |
9,943.5 |
10,008.6 |
|
| S4 |
9,864.5 |
9,893.0 |
9,994.7 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,402.7 |
10,341.3 |
10,064.0 |
|
| R3 |
10,253.7 |
10,192.3 |
10,023.0 |
|
| R2 |
10,104.7 |
10,104.7 |
10,009.3 |
|
| R1 |
10,043.3 |
10,043.3 |
9,995.7 |
10,074.0 |
| PP |
9,955.7 |
9,955.7 |
9,955.7 |
9,971.0 |
| S1 |
9,894.3 |
9,894.3 |
9,968.3 |
9,925.0 |
| S2 |
9,806.7 |
9,806.7 |
9,954.7 |
|
| S3 |
9,657.7 |
9,745.3 |
9,941.0 |
|
| S4 |
9,508.7 |
9,596.3 |
9,900.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,038.0 |
9,868.0 |
170.0 |
1.7% |
70.2 |
0.7% |
91% |
True |
False |
93,380 |
| 10 |
10,038.0 |
9,868.0 |
170.0 |
1.7% |
68.1 |
0.7% |
91% |
True |
False |
77,769 |
| 20 |
10,038.0 |
9,536.5 |
501.5 |
5.0% |
82.5 |
0.8% |
97% |
True |
False |
81,598 |
| 40 |
10,038.0 |
9,102.5 |
935.5 |
9.3% |
115.7 |
1.2% |
98% |
True |
False |
94,152 |
| 60 |
10,038.0 |
8,934.5 |
1,103.5 |
11.0% |
121.8 |
1.2% |
99% |
True |
False |
91,382 |
| 80 |
10,038.0 |
8,934.5 |
1,103.5 |
11.0% |
120.4 |
1.2% |
99% |
True |
False |
68,874 |
| 100 |
10,038.0 |
8,934.5 |
1,103.5 |
11.0% |
125.1 |
1.2% |
99% |
True |
False |
55,132 |
| 120 |
10,038.0 |
8,934.5 |
1,103.5 |
11.0% |
119.4 |
1.2% |
99% |
True |
False |
45,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,252.6 |
|
2.618 |
10,170.2 |
|
1.618 |
10,119.7 |
|
1.000 |
10,088.5 |
|
0.618 |
10,069.2 |
|
HIGH |
10,038.0 |
|
0.618 |
10,018.7 |
|
0.500 |
10,012.8 |
|
0.382 |
10,006.8 |
|
LOW |
9,987.5 |
|
0.618 |
9,956.3 |
|
1.000 |
9,937.0 |
|
1.618 |
9,905.8 |
|
2.618 |
9,855.3 |
|
4.250 |
9,772.9 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
10,019.3 |
10,011.8 |
| PP |
10,016.0 |
10,001.0 |
| S1 |
10,012.8 |
9,990.3 |
|