| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,945.0 |
10,006.0 |
61.0 |
0.6% |
10,008.0 |
| High |
10,007.0 |
10,024.0 |
17.0 |
0.2% |
10,038.0 |
| Low |
9,921.0 |
9,992.5 |
71.5 |
0.7% |
9,828.0 |
| Close |
9,935.5 |
10,005.0 |
69.5 |
0.7% |
9,921.0 |
| Range |
86.0 |
31.5 |
-54.5 |
-63.4% |
210.0 |
| ATR |
96.0 |
95.5 |
-0.5 |
-0.6% |
0.0 |
| Volume |
84,780 |
12,294 |
-72,486 |
-85.5% |
445,284 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,101.7 |
10,084.8 |
10,022.3 |
|
| R3 |
10,070.2 |
10,053.3 |
10,013.7 |
|
| R2 |
10,038.7 |
10,038.7 |
10,010.8 |
|
| R1 |
10,021.8 |
10,021.8 |
10,007.9 |
10,014.5 |
| PP |
10,007.2 |
10,007.2 |
10,007.2 |
10,003.5 |
| S1 |
9,990.3 |
9,990.3 |
10,002.1 |
9,983.0 |
| S2 |
9,975.7 |
9,975.7 |
9,999.2 |
|
| S3 |
9,944.2 |
9,958.8 |
9,996.3 |
|
| S4 |
9,912.7 |
9,927.3 |
9,987.7 |
|
|
| 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 |
10,024.0 |
9,828.0 |
196.0 |
2.0% |
83.8 |
0.8% |
90% |
True |
False |
98,543 |
| 10 |
10,038.0 |
9,828.0 |
210.0 |
2.1% |
75.7 |
0.8% |
84% |
False |
False |
87,956 |
| 20 |
10,038.0 |
9,692.5 |
345.5 |
3.5% |
74.1 |
0.7% |
90% |
False |
False |
81,896 |
| 40 |
10,038.0 |
9,382.0 |
656.0 |
6.6% |
98.3 |
1.0% |
95% |
False |
False |
91,489 |
| 60 |
10,038.0 |
9,102.5 |
935.5 |
9.4% |
110.8 |
1.1% |
96% |
False |
False |
96,296 |
| 80 |
10,038.0 |
8,934.5 |
1,103.5 |
11.0% |
119.9 |
1.2% |
97% |
False |
False |
77,399 |
| 100 |
10,038.0 |
8,934.5 |
1,103.5 |
11.0% |
124.4 |
1.2% |
97% |
False |
False |
61,952 |
| 120 |
10,038.0 |
8,934.5 |
1,103.5 |
11.0% |
119.3 |
1.2% |
97% |
False |
False |
51,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,157.9 |
|
2.618 |
10,106.5 |
|
1.618 |
10,075.0 |
|
1.000 |
10,055.5 |
|
0.618 |
10,043.5 |
|
HIGH |
10,024.0 |
|
0.618 |
10,012.0 |
|
0.500 |
10,008.3 |
|
0.382 |
10,004.5 |
|
LOW |
9,992.5 |
|
0.618 |
9,973.0 |
|
1.000 |
9,961.0 |
|
1.618 |
9,941.5 |
|
2.618 |
9,910.0 |
|
4.250 |
9,858.6 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
10,008.3 |
9,983.8 |
| PP |
10,007.2 |
9,962.7 |
| S1 |
10,006.1 |
9,941.5 |
|