| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,767.0 |
6,777.5 |
10.5 |
0.2% |
6,868.0 |
| High |
6,785.0 |
6,811.0 |
26.0 |
0.4% |
6,873.0 |
| Low |
6,734.0 |
6,775.0 |
41.0 |
0.6% |
6,756.0 |
| Close |
6,764.0 |
6,779.5 |
15.5 |
0.2% |
6,787.0 |
| Range |
51.0 |
36.0 |
-15.0 |
-29.4% |
117.0 |
| ATR |
51.4 |
51.1 |
-0.3 |
-0.6% |
0.0 |
| Volume |
240,411 |
128,940 |
-111,471 |
-46.4% |
659,968 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,896.5 |
6,874.0 |
6,799.5 |
|
| R3 |
6,860.5 |
6,838.0 |
6,789.5 |
|
| R2 |
6,824.5 |
6,824.5 |
6,786.0 |
|
| R1 |
6,802.0 |
6,802.0 |
6,783.0 |
6,813.0 |
| PP |
6,788.5 |
6,788.5 |
6,788.5 |
6,794.0 |
| S1 |
6,766.0 |
6,766.0 |
6,776.0 |
6,777.0 |
| S2 |
6,752.5 |
6,752.5 |
6,773.0 |
|
| S3 |
6,716.5 |
6,730.0 |
6,769.5 |
|
| S4 |
6,680.5 |
6,694.0 |
6,759.5 |
|
|
| 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 |
6,853.0 |
6,734.0 |
119.0 |
1.8% |
46.5 |
0.7% |
38% |
False |
False |
226,304 |
| 10 |
6,873.0 |
6,734.0 |
139.0 |
2.1% |
46.5 |
0.7% |
33% |
False |
False |
150,698 |
| 20 |
6,873.0 |
6,734.0 |
139.0 |
2.1% |
42.5 |
0.6% |
33% |
False |
False |
110,256 |
| 40 |
6,880.0 |
6,595.5 |
284.5 |
4.2% |
46.5 |
0.7% |
65% |
False |
False |
101,743 |
| 60 |
6,880.0 |
6,445.5 |
434.5 |
6.4% |
55.5 |
0.8% |
77% |
False |
False |
101,875 |
| 80 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
60.5 |
0.9% |
78% |
False |
False |
88,841 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
60.0 |
0.9% |
82% |
False |
False |
71,104 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
52.0 |
0.8% |
82% |
False |
False |
59,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,964.0 |
|
2.618 |
6,905.0 |
|
1.618 |
6,869.0 |
|
1.000 |
6,847.0 |
|
0.618 |
6,833.0 |
|
HIGH |
6,811.0 |
|
0.618 |
6,797.0 |
|
0.500 |
6,793.0 |
|
0.382 |
6,789.0 |
|
LOW |
6,775.0 |
|
0.618 |
6,753.0 |
|
1.000 |
6,739.0 |
|
1.618 |
6,717.0 |
|
2.618 |
6,681.0 |
|
4.250 |
6,622.0 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,793.0 |
6,777.0 |
| PP |
6,788.5 |
6,775.0 |
| S1 |
6,784.0 |
6,772.5 |
|