| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,816.5 |
6,770.5 |
-46.0 |
-0.7% |
6,868.0 |
| High |
6,827.5 |
6,779.5 |
-48.0 |
-0.7% |
6,873.0 |
| Low |
6,756.0 |
6,746.0 |
-10.0 |
-0.1% |
6,756.0 |
| Close |
6,787.0 |
6,757.0 |
-30.0 |
-0.4% |
6,787.0 |
| Range |
71.5 |
33.5 |
-38.0 |
-53.1% |
117.0 |
| ATR |
52.3 |
51.5 |
-0.8 |
-1.5% |
0.0 |
| Volume |
256,625 |
359,975 |
103,350 |
40.3% |
659,968 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,861.5 |
6,842.5 |
6,775.5 |
|
| R3 |
6,828.0 |
6,809.0 |
6,766.0 |
|
| R2 |
6,794.5 |
6,794.5 |
6,763.0 |
|
| R1 |
6,775.5 |
6,775.5 |
6,760.0 |
6,768.0 |
| PP |
6,761.0 |
6,761.0 |
6,761.0 |
6,757.0 |
| S1 |
6,742.0 |
6,742.0 |
6,754.0 |
6,735.0 |
| S2 |
6,727.5 |
6,727.5 |
6,751.0 |
|
| S3 |
6,694.0 |
6,708.5 |
6,748.0 |
|
| S4 |
6,660.5 |
6,675.0 |
6,738.5 |
|
|
| 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 |
6,746.0 |
127.0 |
1.9% |
48.0 |
0.7% |
9% |
False |
True |
188,987 |
| 10 |
6,873.0 |
6,746.0 |
127.0 |
1.9% |
46.5 |
0.7% |
9% |
False |
True |
130,832 |
| 20 |
6,873.0 |
6,746.0 |
127.0 |
1.9% |
45.0 |
0.7% |
9% |
False |
True |
99,794 |
| 40 |
6,880.0 |
6,500.0 |
380.0 |
5.6% |
48.5 |
0.7% |
68% |
False |
False |
97,271 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
56.5 |
0.8% |
73% |
False |
False |
99,447 |
| 80 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
60.5 |
0.9% |
73% |
False |
False |
84,227 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
59.5 |
0.9% |
78% |
False |
False |
67,410 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
51.5 |
0.8% |
78% |
False |
False |
56,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,922.0 |
|
2.618 |
6,867.0 |
|
1.618 |
6,833.5 |
|
1.000 |
6,813.0 |
|
0.618 |
6,800.0 |
|
HIGH |
6,779.5 |
|
0.618 |
6,766.5 |
|
0.500 |
6,763.0 |
|
0.382 |
6,759.0 |
|
LOW |
6,746.0 |
|
0.618 |
6,725.5 |
|
1.000 |
6,712.5 |
|
1.618 |
6,692.0 |
|
2.618 |
6,658.5 |
|
4.250 |
6,603.5 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,763.0 |
6,799.5 |
| PP |
6,761.0 |
6,785.5 |
| S1 |
6,759.0 |
6,771.0 |
|