| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,920.0 |
9,945.0 |
25.0 |
0.3% |
10,008.0 |
| High |
9,986.0 |
10,007.0 |
21.0 |
0.2% |
10,038.0 |
| Low |
9,859.0 |
9,921.0 |
62.0 |
0.6% |
9,828.0 |
| Close |
9,921.0 |
9,935.5 |
14.5 |
0.1% |
9,921.0 |
| Range |
127.0 |
86.0 |
-41.0 |
-32.3% |
210.0 |
| ATR |
96.8 |
96.0 |
-0.8 |
-0.8% |
0.0 |
| Volume |
136,360 |
84,780 |
-51,580 |
-37.8% |
445,284 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,212.5 |
10,160.0 |
9,982.8 |
|
| R3 |
10,126.5 |
10,074.0 |
9,959.2 |
|
| R2 |
10,040.5 |
10,040.5 |
9,951.3 |
|
| R1 |
9,988.0 |
9,988.0 |
9,943.4 |
9,971.3 |
| PP |
9,954.5 |
9,954.5 |
9,954.5 |
9,946.1 |
| S1 |
9,902.0 |
9,902.0 |
9,927.6 |
9,885.3 |
| S2 |
9,868.5 |
9,868.5 |
9,919.7 |
|
| S3 |
9,782.5 |
9,816.0 |
9,911.9 |
|
| S4 |
9,696.5 |
9,730.0 |
9,888.2 |
|
|
| 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 |
10,007.0 |
9,828.0 |
179.0 |
1.8% |
93.1 |
0.9% |
60% |
True |
False |
117,868 |
| 10 |
10,038.0 |
9,828.0 |
210.0 |
2.1% |
84.7 |
0.9% |
51% |
False |
False |
100,252 |
| 20 |
10,038.0 |
9,586.5 |
451.5 |
4.5% |
78.8 |
0.8% |
77% |
False |
False |
84,838 |
| 40 |
10,038.0 |
9,382.0 |
656.0 |
6.6% |
102.0 |
1.0% |
84% |
False |
False |
93,046 |
| 60 |
10,038.0 |
9,102.5 |
935.5 |
9.4% |
112.7 |
1.1% |
89% |
False |
False |
97,497 |
| 80 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
121.0 |
1.2% |
91% |
False |
False |
77,249 |
| 100 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
125.4 |
1.3% |
91% |
False |
False |
61,831 |
| 120 |
10,038.0 |
8,934.5 |
1,103.5 |
11.1% |
119.7 |
1.2% |
91% |
False |
False |
51,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,372.5 |
|
2.618 |
10,232.1 |
|
1.618 |
10,146.1 |
|
1.000 |
10,093.0 |
|
0.618 |
10,060.1 |
|
HIGH |
10,007.0 |
|
0.618 |
9,974.1 |
|
0.500 |
9,964.0 |
|
0.382 |
9,953.9 |
|
LOW |
9,921.0 |
|
0.618 |
9,867.9 |
|
1.000 |
9,835.0 |
|
1.618 |
9,781.9 |
|
2.618 |
9,695.9 |
|
4.250 |
9,555.5 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,964.0 |
9,934.7 |
| PP |
9,954.5 |
9,933.8 |
| S1 |
9,945.0 |
9,933.0 |
|