| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,855.0 |
6,865.5 |
10.5 |
0.2% |
6,842.0 |
| High |
6,873.0 |
6,871.5 |
-1.5 |
0.0% |
6,871.5 |
| Low |
6,826.5 |
6,824.0 |
-2.5 |
0.0% |
6,786.5 |
| Close |
6,859.5 |
6,838.5 |
-21.0 |
-0.3% |
6,846.5 |
| Range |
46.5 |
47.5 |
1.0 |
2.2% |
85.0 |
| ATR |
50.2 |
50.0 |
-0.2 |
-0.4% |
0.0 |
| Volume |
93,530 |
89,239 |
-4,291 |
-4.6% |
364,364 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,987.0 |
6,960.5 |
6,864.5 |
|
| R3 |
6,939.5 |
6,913.0 |
6,851.5 |
|
| R2 |
6,892.0 |
6,892.0 |
6,847.0 |
|
| R1 |
6,865.5 |
6,865.5 |
6,843.0 |
6,855.0 |
| PP |
6,844.5 |
6,844.5 |
6,844.5 |
6,839.5 |
| S1 |
6,818.0 |
6,818.0 |
6,834.0 |
6,807.5 |
| S2 |
6,797.0 |
6,797.0 |
6,830.0 |
|
| S3 |
6,749.5 |
6,770.5 |
6,825.5 |
|
| S4 |
6,702.0 |
6,723.0 |
6,812.5 |
|
|
| 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% |
46.5 |
0.7% |
60% |
False |
False |
75,092 |
| 10 |
6,873.0 |
6,786.5 |
86.5 |
1.3% |
44.0 |
0.6% |
60% |
False |
False |
77,381 |
| 20 |
6,880.0 |
6,762.5 |
117.5 |
1.7% |
46.0 |
0.7% |
65% |
False |
False |
78,885 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
51.0 |
0.7% |
90% |
False |
False |
86,224 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
59.0 |
0.9% |
91% |
False |
False |
97,246 |
| 80 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
60.5 |
0.9% |
91% |
False |
False |
74,708 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
58.5 |
0.9% |
93% |
False |
False |
59,789 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
50.0 |
0.7% |
93% |
False |
False |
49,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,073.5 |
|
2.618 |
6,996.0 |
|
1.618 |
6,948.5 |
|
1.000 |
6,919.0 |
|
0.618 |
6,901.0 |
|
HIGH |
6,871.5 |
|
0.618 |
6,853.5 |
|
0.500 |
6,848.0 |
|
0.382 |
6,842.0 |
|
LOW |
6,824.0 |
|
0.618 |
6,794.5 |
|
1.000 |
6,776.5 |
|
1.618 |
6,747.0 |
|
2.618 |
6,699.5 |
|
4.250 |
6,622.0 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,848.0 |
6,848.5 |
| PP |
6,844.5 |
6,845.0 |
| S1 |
6,841.5 |
6,842.0 |
|