| 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 |
9,999.5 |
10,020.0 |
20.5 |
0.2% |
9,972.0 |
| High |
10,038.0 |
10,024.5 |
-13.5 |
-0.1% |
10,017.0 |
| Low |
9,987.5 |
9,920.0 |
-67.5 |
-0.7% |
9,868.0 |
| Close |
10,022.5 |
9,945.5 |
-77.0 |
-0.8% |
9,982.0 |
| Range |
50.5 |
104.5 |
54.0 |
106.9% |
149.0 |
| ATR |
96.6 |
97.1 |
0.6 |
0.6% |
0.0 |
| Volume |
91,463 |
81,548 |
-9,915 |
-10.8% |
450,709 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,276.8 |
10,215.7 |
10,003.0 |
|
| R3 |
10,172.3 |
10,111.2 |
9,974.2 |
|
| R2 |
10,067.8 |
10,067.8 |
9,964.7 |
|
| R1 |
10,006.7 |
10,006.7 |
9,955.1 |
9,985.0 |
| PP |
9,963.3 |
9,963.3 |
9,963.3 |
9,952.5 |
| S1 |
9,902.2 |
9,902.2 |
9,935.9 |
9,880.5 |
| S2 |
9,858.8 |
9,858.8 |
9,926.3 |
|
| S3 |
9,754.3 |
9,797.7 |
9,916.8 |
|
| S4 |
9,649.8 |
9,693.2 |
9,888.0 |
|
|
| 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 |
9,896.0 |
142.0 |
1.4% |
76.2 |
0.8% |
35% |
False |
False |
82,637 |
| 10 |
10,038.0 |
9,868.0 |
170.0 |
1.7% |
71.2 |
0.7% |
46% |
False |
False |
81,805 |
| 20 |
10,038.0 |
9,536.5 |
501.5 |
5.0% |
85.1 |
0.9% |
82% |
False |
False |
81,581 |
| 40 |
10,038.0 |
9,102.5 |
935.5 |
9.4% |
112.1 |
1.1% |
90% |
False |
False |
92,688 |
| 60 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
121.5 |
1.2% |
92% |
False |
False |
92,539 |
| 80 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
120.5 |
1.2% |
92% |
False |
False |
69,891 |
| 100 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
124.2 |
1.2% |
92% |
False |
False |
55,945 |
| 120 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
119.5 |
1.2% |
92% |
False |
False |
46,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,468.6 |
|
2.618 |
10,298.1 |
|
1.618 |
10,193.6 |
|
1.000 |
10,129.0 |
|
0.618 |
10,089.1 |
|
HIGH |
10,024.5 |
|
0.618 |
9,984.6 |
|
0.500 |
9,972.3 |
|
0.382 |
9,959.9 |
|
LOW |
9,920.0 |
|
0.618 |
9,855.4 |
|
1.000 |
9,815.5 |
|
1.618 |
9,750.9 |
|
2.618 |
9,646.4 |
|
4.250 |
9,475.9 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,972.3 |
9,979.0 |
| PP |
9,963.3 |
9,967.8 |
| S1 |
9,954.4 |
9,956.7 |
|