| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,885.0 |
9,920.0 |
35.0 |
0.4% |
10,008.0 |
| High |
9,927.5 |
9,986.0 |
58.5 |
0.6% |
10,038.0 |
| Low |
9,872.5 |
9,859.0 |
-13.5 |
-0.1% |
9,828.0 |
| Close |
9,901.0 |
9,921.0 |
20.0 |
0.2% |
9,921.0 |
| Range |
55.0 |
127.0 |
72.0 |
130.9% |
210.0 |
| ATR |
94.4 |
96.8 |
2.3 |
2.5% |
0.0 |
| Volume |
160,588 |
136,360 |
-24,228 |
-15.1% |
445,284 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,303.0 |
10,239.0 |
9,990.9 |
|
| R3 |
10,176.0 |
10,112.0 |
9,955.9 |
|
| R2 |
10,049.0 |
10,049.0 |
9,944.3 |
|
| R1 |
9,985.0 |
9,985.0 |
9,932.6 |
10,017.0 |
| PP |
9,922.0 |
9,922.0 |
9,922.0 |
9,938.0 |
| S1 |
9,858.0 |
9,858.0 |
9,909.4 |
9,890.0 |
| S2 |
9,795.0 |
9,795.0 |
9,897.7 |
|
| S3 |
9,668.0 |
9,731.0 |
9,886.1 |
|
| S4 |
9,541.0 |
9,604.0 |
9,851.2 |
|
|
| 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 |
10,024.5 |
9,828.0 |
196.5 |
2.0% |
96.8 |
1.0% |
47% |
False |
False |
117,222 |
| 10 |
10,038.0 |
9,828.0 |
210.0 |
2.1% |
83.5 |
0.8% |
44% |
False |
False |
105,301 |
| 20 |
10,038.0 |
9,586.5 |
451.5 |
4.6% |
79.4 |
0.8% |
74% |
False |
False |
85,091 |
| 40 |
10,038.0 |
9,292.0 |
746.0 |
7.5% |
104.6 |
1.1% |
84% |
False |
False |
93,068 |
| 60 |
10,038.0 |
9,102.5 |
935.5 |
9.4% |
113.9 |
1.1% |
87% |
False |
False |
97,491 |
| 80 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
121.4 |
1.2% |
89% |
False |
False |
76,191 |
| 100 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
125.4 |
1.3% |
89% |
False |
False |
60,985 |
| 120 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
120.1 |
1.2% |
89% |
False |
False |
50,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,525.8 |
|
2.618 |
10,318.5 |
|
1.618 |
10,191.5 |
|
1.000 |
10,113.0 |
|
0.618 |
10,064.5 |
|
HIGH |
9,986.0 |
|
0.618 |
9,937.5 |
|
0.500 |
9,922.5 |
|
0.382 |
9,907.5 |
|
LOW |
9,859.0 |
|
0.618 |
9,780.5 |
|
1.000 |
9,732.0 |
|
1.618 |
9,653.5 |
|
2.618 |
9,526.5 |
|
4.250 |
9,319.3 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,922.5 |
9,916.3 |
| PP |
9,922.0 |
9,911.7 |
| S1 |
9,921.5 |
9,907.0 |
|