| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,960.0 |
9,942.0 |
-18.0 |
-0.2% |
10,008.0 |
| High |
9,973.0 |
9,947.5 |
-25.5 |
-0.3% |
10,038.0 |
| Low |
9,895.0 |
9,828.0 |
-67.0 |
-0.7% |
9,828.0 |
| Close |
9,943.5 |
9,921.0 |
-22.5 |
-0.2% |
9,921.0 |
| Range |
78.0 |
119.5 |
41.5 |
53.2% |
210.0 |
| ATR |
95.8 |
97.5 |
1.7 |
1.8% |
0.0 |
| Volume |
108,919 |
98,696 |
-10,223 |
-9.4% |
445,284 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,257.3 |
10,208.7 |
9,986.7 |
|
| R3 |
10,137.8 |
10,089.2 |
9,953.9 |
|
| R2 |
10,018.3 |
10,018.3 |
9,942.9 |
|
| R1 |
9,969.7 |
9,969.7 |
9,932.0 |
9,934.3 |
| PP |
9,898.8 |
9,898.8 |
9,898.8 |
9,881.1 |
| S1 |
9,850.2 |
9,850.2 |
9,910.0 |
9,814.8 |
| S2 |
9,779.3 |
9,779.3 |
9,899.1 |
|
| S3 |
9,659.8 |
9,730.7 |
9,888.1 |
|
| S4 |
9,540.3 |
9,611.2 |
9,855.3 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,559.0 |
10,450.0 |
10,036.5 |
|
| R3 |
10,349.0 |
10,240.0 |
9,978.8 |
|
| R2 |
10,139.0 |
10,139.0 |
9,959.5 |
|
| R1 |
10,030.0 |
10,030.0 |
9,940.3 |
9,979.5 |
| PP |
9,929.0 |
9,929.0 |
9,929.0 |
9,903.8 |
| S1 |
9,820.0 |
9,820.0 |
9,901.8 |
9,769.5 |
| S2 |
9,719.0 |
9,719.0 |
9,882.5 |
|
| S3 |
9,509.0 |
9,610.0 |
9,863.3 |
|
| S4 |
9,299.0 |
9,400.0 |
9,805.5 |
|
|
| 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 |
9,828.0 |
210.0 |
2.1% |
78.0 |
0.8% |
44% |
False |
True |
89,056 |
| 10 |
10,038.0 |
9,828.0 |
210.0 |
2.1% |
81.3 |
0.8% |
44% |
False |
True |
89,599 |
| 20 |
10,038.0 |
9,536.5 |
501.5 |
5.1% |
83.1 |
0.8% |
77% |
False |
False |
79,318 |
| 40 |
10,038.0 |
9,102.5 |
935.5 |
9.4% |
110.0 |
1.1% |
87% |
False |
False |
90,791 |
| 60 |
10,038.0 |
9,075.5 |
962.5 |
9.7% |
116.7 |
1.2% |
88% |
False |
False |
94,913 |
| 80 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
120.3 |
1.2% |
89% |
False |
False |
72,482 |
| 100 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
124.8 |
1.3% |
89% |
False |
False |
58,018 |
| 120 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
120.3 |
1.2% |
89% |
False |
False |
48,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,455.4 |
|
2.618 |
10,260.4 |
|
1.618 |
10,140.9 |
|
1.000 |
10,067.0 |
|
0.618 |
10,021.4 |
|
HIGH |
9,947.5 |
|
0.618 |
9,901.9 |
|
0.500 |
9,887.8 |
|
0.382 |
9,873.6 |
|
LOW |
9,828.0 |
|
0.618 |
9,754.1 |
|
1.000 |
9,708.5 |
|
1.618 |
9,634.6 |
|
2.618 |
9,515.1 |
|
4.250 |
9,320.1 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,909.9 |
9,926.3 |
| PP |
9,898.8 |
9,924.5 |
| S1 |
9,887.8 |
9,922.8 |
|