| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,770.5 |
6,767.0 |
-3.5 |
-0.1% |
6,868.0 |
| High |
6,779.5 |
6,785.0 |
5.5 |
0.1% |
6,873.0 |
| Low |
6,746.0 |
6,734.0 |
-12.0 |
-0.2% |
6,756.0 |
| Close |
6,757.0 |
6,764.0 |
7.0 |
0.1% |
6,787.0 |
| Range |
33.5 |
51.0 |
17.5 |
52.2% |
117.0 |
| ATR |
51.5 |
51.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
359,975 |
240,411 |
-119,564 |
-33.2% |
659,968 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,914.0 |
6,890.0 |
6,792.0 |
|
| R3 |
6,863.0 |
6,839.0 |
6,778.0 |
|
| R2 |
6,812.0 |
6,812.0 |
6,773.5 |
|
| R1 |
6,788.0 |
6,788.0 |
6,768.5 |
6,774.5 |
| PP |
6,761.0 |
6,761.0 |
6,761.0 |
6,754.0 |
| S1 |
6,737.0 |
6,737.0 |
6,759.5 |
6,723.5 |
| S2 |
6,710.0 |
6,710.0 |
6,754.5 |
|
| S3 |
6,659.0 |
6,686.0 |
6,750.0 |
|
| S4 |
6,608.0 |
6,635.0 |
6,736.0 |
|
|
| 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 |
6,871.5 |
6,734.0 |
137.5 |
2.0% |
49.0 |
0.7% |
22% |
False |
True |
218,364 |
| 10 |
6,873.0 |
6,734.0 |
139.0 |
2.1% |
47.0 |
0.7% |
22% |
False |
True |
147,634 |
| 20 |
6,873.0 |
6,734.0 |
139.0 |
2.1% |
44.0 |
0.7% |
22% |
False |
True |
107,713 |
| 40 |
6,880.0 |
6,500.0 |
380.0 |
5.6% |
48.5 |
0.7% |
69% |
False |
False |
100,996 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
56.0 |
0.8% |
74% |
False |
False |
101,754 |
| 80 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
61.0 |
0.9% |
74% |
False |
False |
87,231 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
60.0 |
0.9% |
80% |
False |
False |
69,814 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
52.0 |
0.8% |
80% |
False |
False |
58,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,002.0 |
|
2.618 |
6,918.5 |
|
1.618 |
6,867.5 |
|
1.000 |
6,836.0 |
|
0.618 |
6,816.5 |
|
HIGH |
6,785.0 |
|
0.618 |
6,765.5 |
|
0.500 |
6,759.5 |
|
0.382 |
6,753.5 |
|
LOW |
6,734.0 |
|
0.618 |
6,702.5 |
|
1.000 |
6,683.0 |
|
1.618 |
6,651.5 |
|
2.618 |
6,600.5 |
|
4.250 |
6,517.0 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,762.5 |
6,781.0 |
| PP |
6,761.0 |
6,775.0 |
| S1 |
6,759.5 |
6,769.5 |
|