| 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 |
10,020.0 |
9,960.0 |
-60.0 |
-0.6% |
9,972.0 |
| High |
10,024.5 |
9,973.0 |
-51.5 |
-0.5% |
10,017.0 |
| Low |
9,920.0 |
9,895.0 |
-25.0 |
-0.3% |
9,868.0 |
| Close |
9,945.5 |
9,943.5 |
-2.0 |
0.0% |
9,982.0 |
| Range |
104.5 |
78.0 |
-26.5 |
-25.4% |
149.0 |
| ATR |
97.1 |
95.8 |
-1.4 |
-1.4% |
0.0 |
| Volume |
81,548 |
108,919 |
27,371 |
33.6% |
450,709 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,171.2 |
10,135.3 |
9,986.4 |
|
| R3 |
10,093.2 |
10,057.3 |
9,965.0 |
|
| R2 |
10,015.2 |
10,015.2 |
9,957.8 |
|
| R1 |
9,979.3 |
9,979.3 |
9,950.7 |
9,958.3 |
| PP |
9,937.2 |
9,937.2 |
9,937.2 |
9,926.6 |
| S1 |
9,901.3 |
9,901.3 |
9,936.4 |
9,880.3 |
| S2 |
9,859.2 |
9,859.2 |
9,929.2 |
|
| S3 |
9,781.2 |
9,823.3 |
9,922.1 |
|
| S4 |
9,703.2 |
9,745.3 |
9,900.6 |
|
|
| 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 |
9,895.0 |
143.0 |
1.4% |
67.6 |
0.7% |
34% |
False |
True |
77,368 |
| 10 |
10,038.0 |
9,868.0 |
170.0 |
1.7% |
74.7 |
0.8% |
44% |
False |
False |
85,958 |
| 20 |
10,038.0 |
9,536.5 |
501.5 |
5.0% |
86.2 |
0.9% |
81% |
False |
False |
80,121 |
| 40 |
10,038.0 |
9,102.5 |
935.5 |
9.4% |
110.7 |
1.1% |
90% |
False |
False |
92,618 |
| 60 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
117.8 |
1.2% |
91% |
False |
False |
94,096 |
| 80 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
119.7 |
1.2% |
91% |
False |
False |
71,249 |
| 100 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
124.5 |
1.3% |
91% |
False |
False |
57,032 |
| 120 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
119.6 |
1.2% |
91% |
False |
False |
47,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,304.5 |
|
2.618 |
10,177.2 |
|
1.618 |
10,099.2 |
|
1.000 |
10,051.0 |
|
0.618 |
10,021.2 |
|
HIGH |
9,973.0 |
|
0.618 |
9,943.2 |
|
0.500 |
9,934.0 |
|
0.382 |
9,924.8 |
|
LOW |
9,895.0 |
|
0.618 |
9,846.8 |
|
1.000 |
9,817.0 |
|
1.618 |
9,768.8 |
|
2.618 |
9,690.8 |
|
4.250 |
9,563.5 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,940.3 |
9,966.5 |
| PP |
9,937.2 |
9,958.8 |
| S1 |
9,934.0 |
9,951.2 |
|