| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,813.0 |
6,868.0 |
55.0 |
0.8% |
6,842.0 |
| High |
6,871.5 |
6,873.0 |
1.5 |
0.0% |
6,871.5 |
| Low |
6,808.0 |
6,852.5 |
44.5 |
0.7% |
6,786.5 |
| Close |
6,846.5 |
6,866.0 |
19.5 |
0.3% |
6,846.5 |
| Range |
63.5 |
20.5 |
-43.0 |
-67.7% |
85.0 |
| ATR |
52.3 |
50.4 |
-1.8 |
-3.5% |
0.0 |
| Volume |
46,176 |
75,004 |
28,828 |
62.4% |
364,364 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,925.5 |
6,916.0 |
6,877.5 |
|
| R3 |
6,905.0 |
6,895.5 |
6,871.5 |
|
| R2 |
6,884.5 |
6,884.5 |
6,870.0 |
|
| R1 |
6,875.0 |
6,875.0 |
6,868.0 |
6,869.5 |
| PP |
6,864.0 |
6,864.0 |
6,864.0 |
6,861.0 |
| S1 |
6,854.5 |
6,854.5 |
6,864.0 |
6,849.0 |
| S2 |
6,843.5 |
6,843.5 |
6,862.0 |
|
| S3 |
6,823.0 |
6,834.0 |
6,860.5 |
|
| S4 |
6,802.5 |
6,813.5 |
6,854.5 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,090.0 |
7,053.0 |
6,893.0 |
|
| R3 |
7,005.0 |
6,968.0 |
6,870.0 |
|
| R2 |
6,920.0 |
6,920.0 |
6,862.0 |
|
| R1 |
6,883.0 |
6,883.0 |
6,854.5 |
6,901.5 |
| PP |
6,835.0 |
6,835.0 |
6,835.0 |
6,844.0 |
| S1 |
6,798.0 |
6,798.0 |
6,838.5 |
6,816.5 |
| S2 |
6,750.0 |
6,750.0 |
6,831.0 |
|
| S3 |
6,665.0 |
6,713.0 |
6,823.0 |
|
| S4 |
6,580.0 |
6,628.0 |
6,800.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,873.0 |
6,786.5 |
86.5 |
1.3% |
45.0 |
0.7% |
92% |
True |
False |
72,677 |
| 10 |
6,873.0 |
6,786.5 |
86.5 |
1.3% |
40.5 |
0.6% |
92% |
True |
False |
70,479 |
| 20 |
6,880.0 |
6,762.5 |
117.5 |
1.7% |
45.5 |
0.7% |
88% |
False |
False |
77,602 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.2% |
53.5 |
0.8% |
97% |
False |
False |
87,686 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.5% |
60.5 |
0.9% |
97% |
False |
False |
95,525 |
| 80 |
6,880.0 |
6,431.5 |
448.5 |
6.5% |
60.5 |
0.9% |
97% |
False |
False |
72,426 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
58.0 |
0.8% |
98% |
False |
False |
57,961 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
49.5 |
0.7% |
98% |
False |
False |
48,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,960.0 |
|
2.618 |
6,926.5 |
|
1.618 |
6,906.0 |
|
1.000 |
6,893.5 |
|
0.618 |
6,885.5 |
|
HIGH |
6,873.0 |
|
0.618 |
6,865.0 |
|
0.500 |
6,863.0 |
|
0.382 |
6,860.5 |
|
LOW |
6,852.5 |
|
0.618 |
6,840.0 |
|
1.000 |
6,832.0 |
|
1.618 |
6,819.5 |
|
2.618 |
6,799.0 |
|
4.250 |
6,765.5 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,865.0 |
6,854.0 |
| PP |
6,864.0 |
6,842.0 |
| S1 |
6,863.0 |
6,830.0 |
|