| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,865.5 |
6,841.0 |
-24.5 |
-0.4% |
6,842.0 |
| High |
6,871.5 |
6,853.0 |
-18.5 |
-0.3% |
6,871.5 |
| Low |
6,824.0 |
6,812.0 |
-12.0 |
-0.2% |
6,786.5 |
| Close |
6,838.5 |
6,846.5 |
8.0 |
0.1% |
6,846.5 |
| Range |
47.5 |
41.0 |
-6.5 |
-13.7% |
85.0 |
| ATR |
50.0 |
49.3 |
-0.6 |
-1.3% |
0.0 |
| Volume |
89,239 |
145,570 |
56,331 |
63.1% |
364,364 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,960.0 |
6,944.5 |
6,869.0 |
|
| R3 |
6,919.0 |
6,903.5 |
6,858.0 |
|
| R2 |
6,878.0 |
6,878.0 |
6,854.0 |
|
| R1 |
6,862.5 |
6,862.5 |
6,850.5 |
6,870.0 |
| PP |
6,837.0 |
6,837.0 |
6,837.0 |
6,841.0 |
| S1 |
6,821.5 |
6,821.5 |
6,842.5 |
6,829.0 |
| S2 |
6,796.0 |
6,796.0 |
6,839.0 |
|
| S3 |
6,755.0 |
6,780.5 |
6,835.0 |
|
| S4 |
6,714.0 |
6,739.5 |
6,824.0 |
|
|
| 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 |
6,808.0 |
65.0 |
0.9% |
44.0 |
0.6% |
59% |
False |
False |
89,903 |
| 10 |
6,873.0 |
6,786.5 |
86.5 |
1.3% |
43.5 |
0.6% |
69% |
False |
False |
82,653 |
| 20 |
6,880.0 |
6,762.5 |
117.5 |
1.7% |
46.5 |
0.7% |
71% |
False |
False |
79,305 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
50.0 |
0.7% |
92% |
False |
False |
87,221 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
59.0 |
0.9% |
93% |
False |
False |
97,328 |
| 80 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
61.0 |
0.9% |
93% |
False |
False |
76,528 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
58.5 |
0.9% |
94% |
False |
False |
61,245 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
50.5 |
0.7% |
94% |
False |
False |
51,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,027.0 |
|
2.618 |
6,960.5 |
|
1.618 |
6,919.5 |
|
1.000 |
6,894.0 |
|
0.618 |
6,878.5 |
|
HIGH |
6,853.0 |
|
0.618 |
6,837.5 |
|
0.500 |
6,832.5 |
|
0.382 |
6,827.5 |
|
LOW |
6,812.0 |
|
0.618 |
6,786.5 |
|
1.000 |
6,771.0 |
|
1.618 |
6,745.5 |
|
2.618 |
6,704.5 |
|
4.250 |
6,638.0 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,842.0 |
6,845.0 |
| PP |
6,837.0 |
6,844.0 |
| S1 |
6,832.5 |
6,842.5 |
|