| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,841.0 |
6,816.5 |
-24.5 |
-0.4% |
6,868.0 |
| High |
6,853.0 |
6,827.5 |
-25.5 |
-0.4% |
6,873.0 |
| Low |
6,812.0 |
6,756.0 |
-56.0 |
-0.8% |
6,756.0 |
| Close |
6,846.5 |
6,787.0 |
-59.5 |
-0.9% |
6,787.0 |
| Range |
41.0 |
71.5 |
30.5 |
74.4% |
117.0 |
| ATR |
49.3 |
52.3 |
2.9 |
6.0% |
0.0 |
| Volume |
145,570 |
256,625 |
111,055 |
76.3% |
659,968 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,004.5 |
6,967.5 |
6,826.5 |
|
| R3 |
6,933.0 |
6,896.0 |
6,806.5 |
|
| R2 |
6,861.5 |
6,861.5 |
6,800.0 |
|
| R1 |
6,824.5 |
6,824.5 |
6,793.5 |
6,807.0 |
| PP |
6,790.0 |
6,790.0 |
6,790.0 |
6,781.5 |
| S1 |
6,753.0 |
6,753.0 |
6,780.5 |
6,736.0 |
| S2 |
6,718.5 |
6,718.5 |
6,774.0 |
|
| S3 |
6,647.0 |
6,681.5 |
6,767.5 |
|
| S4 |
6,575.5 |
6,610.0 |
6,747.5 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,156.5 |
7,088.5 |
6,851.5 |
|
| R3 |
7,039.5 |
6,971.5 |
6,819.0 |
|
| R2 |
6,922.5 |
6,922.5 |
6,808.5 |
|
| R1 |
6,854.5 |
6,854.5 |
6,797.5 |
6,830.0 |
| PP |
6,805.5 |
6,805.5 |
6,805.5 |
6,793.0 |
| S1 |
6,737.5 |
6,737.5 |
6,776.5 |
6,713.0 |
| S2 |
6,688.5 |
6,688.5 |
6,765.5 |
|
| S3 |
6,571.5 |
6,620.5 |
6,755.0 |
|
| S4 |
6,454.5 |
6,503.5 |
6,722.5 |
|
|
| 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 |
6,756.0 |
117.0 |
1.7% |
45.5 |
0.7% |
26% |
False |
True |
131,993 |
| 10 |
6,873.0 |
6,756.0 |
117.0 |
1.7% |
46.0 |
0.7% |
26% |
False |
True |
102,433 |
| 20 |
6,873.0 |
6,756.0 |
117.0 |
1.7% |
46.0 |
0.7% |
26% |
False |
True |
86,224 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
50.0 |
0.7% |
78% |
False |
False |
90,862 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
58.5 |
0.9% |
79% |
False |
False |
96,137 |
| 80 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
61.5 |
0.9% |
79% |
False |
False |
79,734 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
59.5 |
0.9% |
84% |
False |
False |
63,811 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
51.0 |
0.8% |
84% |
False |
False |
53,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,131.5 |
|
2.618 |
7,014.5 |
|
1.618 |
6,943.0 |
|
1.000 |
6,899.0 |
|
0.618 |
6,871.5 |
|
HIGH |
6,827.5 |
|
0.618 |
6,800.0 |
|
0.500 |
6,792.0 |
|
0.382 |
6,783.5 |
|
LOW |
6,756.0 |
|
0.618 |
6,712.0 |
|
1.000 |
6,684.5 |
|
1.618 |
6,640.5 |
|
2.618 |
6,569.0 |
|
4.250 |
6,452.0 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,792.0 |
6,814.0 |
| PP |
6,790.0 |
6,805.0 |
| S1 |
6,788.5 |
6,796.0 |
|