| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,942.0 |
9,885.0 |
-57.0 |
-0.6% |
10,008.0 |
| High |
9,947.5 |
9,927.5 |
-20.0 |
-0.2% |
10,038.0 |
| Low |
9,828.0 |
9,872.5 |
44.5 |
0.5% |
9,828.0 |
| Close |
9,921.0 |
9,901.0 |
-20.0 |
-0.2% |
9,921.0 |
| Range |
119.5 |
55.0 |
-64.5 |
-54.0% |
210.0 |
| ATR |
97.5 |
94.4 |
-3.0 |
-3.1% |
0.0 |
| Volume |
98,696 |
160,588 |
61,892 |
62.7% |
445,284 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,065.3 |
10,038.2 |
9,931.3 |
|
| R3 |
10,010.3 |
9,983.2 |
9,916.1 |
|
| R2 |
9,955.3 |
9,955.3 |
9,911.1 |
|
| R1 |
9,928.2 |
9,928.2 |
9,906.0 |
9,941.8 |
| PP |
9,900.3 |
9,900.3 |
9,900.3 |
9,907.1 |
| S1 |
9,873.2 |
9,873.2 |
9,896.0 |
9,886.8 |
| S2 |
9,845.3 |
9,845.3 |
9,890.9 |
|
| S3 |
9,790.3 |
9,818.2 |
9,885.9 |
|
| S4 |
9,735.3 |
9,763.2 |
9,870.8 |
|
|
| 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% |
81.5 |
0.8% |
35% |
False |
False |
108,242 |
| 10 |
10,038.0 |
9,828.0 |
210.0 |
2.1% |
78.3 |
0.8% |
35% |
False |
False |
99,044 |
| 20 |
10,038.0 |
9,536.5 |
501.5 |
5.1% |
80.5 |
0.8% |
73% |
False |
False |
82,460 |
| 40 |
10,038.0 |
9,236.5 |
801.5 |
8.1% |
104.8 |
1.1% |
83% |
False |
False |
92,017 |
| 60 |
10,038.0 |
9,102.5 |
935.5 |
9.4% |
115.3 |
1.2% |
85% |
False |
False |
96,511 |
| 80 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
120.6 |
1.2% |
88% |
False |
False |
74,488 |
| 100 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
124.9 |
1.3% |
88% |
False |
False |
59,622 |
| 120 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
119.5 |
1.2% |
88% |
False |
False |
49,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,161.3 |
|
2.618 |
10,071.5 |
|
1.618 |
10,016.5 |
|
1.000 |
9,982.5 |
|
0.618 |
9,961.5 |
|
HIGH |
9,927.5 |
|
0.618 |
9,906.5 |
|
0.500 |
9,900.0 |
|
0.382 |
9,893.5 |
|
LOW |
9,872.5 |
|
0.618 |
9,838.5 |
|
1.000 |
9,817.5 |
|
1.618 |
9,783.5 |
|
2.618 |
9,728.5 |
|
4.250 |
9,638.8 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,900.7 |
9,900.8 |
| PP |
9,900.3 |
9,900.7 |
| S1 |
9,900.0 |
9,900.5 |
|