| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
10,006.0 |
9,994.0 |
-12.0 |
-0.1% |
9,885.0 |
| High |
10,024.0 |
10,049.0 |
25.0 |
0.2% |
10,049.0 |
| Low |
9,992.5 |
9,990.0 |
-2.5 |
0.0% |
9,859.0 |
| Close |
10,005.0 |
10,018.1 |
13.1 |
0.1% |
10,018.1 |
| Range |
31.5 |
59.0 |
27.5 |
87.3% |
190.0 |
| ATR |
95.5 |
92.9 |
-2.6 |
-2.7% |
0.0 |
| Volume |
12,294 |
12,294 |
0 |
0.0% |
406,316 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,196.0 |
10,166.1 |
10,050.6 |
|
| R3 |
10,137.0 |
10,107.1 |
10,034.3 |
|
| R2 |
10,078.0 |
10,078.0 |
10,028.9 |
|
| R1 |
10,048.1 |
10,048.1 |
10,023.5 |
10,063.1 |
| PP |
10,019.0 |
10,019.0 |
10,019.0 |
10,026.5 |
| S1 |
9,989.1 |
9,989.1 |
10,012.7 |
10,004.1 |
| S2 |
9,960.0 |
9,960.0 |
10,007.3 |
|
| S3 |
9,901.0 |
9,930.1 |
10,001.9 |
|
| S4 |
9,842.0 |
9,871.1 |
9,985.7 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,545.4 |
10,471.7 |
10,122.6 |
|
| R3 |
10,355.4 |
10,281.7 |
10,070.4 |
|
| R2 |
10,165.4 |
10,165.4 |
10,052.9 |
|
| R1 |
10,091.7 |
10,091.7 |
10,035.5 |
10,128.6 |
| PP |
9,975.4 |
9,975.4 |
9,975.4 |
9,993.8 |
| S1 |
9,901.7 |
9,901.7 |
10,000.7 |
9,938.6 |
| S2 |
9,785.4 |
9,785.4 |
9,983.3 |
|
| S3 |
9,595.4 |
9,711.7 |
9,965.9 |
|
| S4 |
9,405.4 |
9,521.7 |
9,913.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,049.0 |
9,859.0 |
190.0 |
1.9% |
71.7 |
0.7% |
84% |
True |
False |
81,263 |
| 10 |
10,049.0 |
9,828.0 |
221.0 |
2.2% |
74.9 |
0.7% |
86% |
True |
False |
85,160 |
| 20 |
10,049.0 |
9,709.0 |
340.0 |
3.4% |
74.4 |
0.7% |
91% |
True |
False |
79,532 |
| 40 |
10,049.0 |
9,382.0 |
667.0 |
6.7% |
97.9 |
1.0% |
95% |
True |
False |
88,707 |
| 60 |
10,049.0 |
9,102.5 |
946.5 |
9.4% |
109.9 |
1.1% |
97% |
True |
False |
94,806 |
| 80 |
10,049.0 |
8,934.5 |
1,114.5 |
11.1% |
119.8 |
1.2% |
97% |
True |
False |
77,551 |
| 100 |
10,049.0 |
8,934.5 |
1,114.5 |
11.1% |
121.8 |
1.2% |
97% |
True |
False |
62,072 |
| 120 |
10,049.0 |
8,934.5 |
1,114.5 |
11.1% |
119.4 |
1.2% |
97% |
True |
False |
51,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,299.8 |
|
2.618 |
10,203.5 |
|
1.618 |
10,144.5 |
|
1.000 |
10,108.0 |
|
0.618 |
10,085.5 |
|
HIGH |
10,049.0 |
|
0.618 |
10,026.5 |
|
0.500 |
10,019.5 |
|
0.382 |
10,012.5 |
|
LOW |
9,990.0 |
|
0.618 |
9,953.5 |
|
1.000 |
9,931.0 |
|
1.618 |
9,894.5 |
|
2.618 |
9,835.5 |
|
4.250 |
9,739.3 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
10,019.5 |
10,007.1 |
| PP |
10,019.0 |
9,996.0 |
| S1 |
10,018.6 |
9,985.0 |
|