| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,777.5 |
6,811.0 |
33.5 |
0.5% |
6,868.0 |
| High |
6,811.0 |
6,839.5 |
28.5 |
0.4% |
6,873.0 |
| Low |
6,775.0 |
6,806.5 |
31.5 |
0.5% |
6,756.0 |
| Close |
6,779.5 |
6,811.0 |
31.5 |
0.5% |
6,787.0 |
| Range |
36.0 |
33.0 |
-3.0 |
-8.3% |
117.0 |
| ATR |
51.1 |
51.7 |
0.6 |
1.2% |
0.0 |
| Volume |
128,940 |
115,586 |
-13,354 |
-10.4% |
659,968 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,918.0 |
6,897.5 |
6,829.0 |
|
| R3 |
6,885.0 |
6,864.5 |
6,820.0 |
|
| R2 |
6,852.0 |
6,852.0 |
6,817.0 |
|
| R1 |
6,831.5 |
6,831.5 |
6,814.0 |
6,827.5 |
| PP |
6,819.0 |
6,819.0 |
6,819.0 |
6,817.0 |
| S1 |
6,798.5 |
6,798.5 |
6,808.0 |
6,794.5 |
| S2 |
6,786.0 |
6,786.0 |
6,805.0 |
|
| S3 |
6,753.0 |
6,765.5 |
6,802.0 |
|
| S4 |
6,720.0 |
6,732.5 |
6,793.0 |
|
|
| 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 |
6,839.5 |
6,734.0 |
105.5 |
1.5% |
45.0 |
0.7% |
73% |
True |
False |
220,307 |
| 10 |
6,873.0 |
6,734.0 |
139.0 |
2.0% |
44.5 |
0.7% |
55% |
False |
False |
155,105 |
| 20 |
6,873.0 |
6,734.0 |
139.0 |
2.0% |
41.5 |
0.6% |
55% |
False |
False |
112,507 |
| 40 |
6,880.0 |
6,613.0 |
267.0 |
3.9% |
46.0 |
0.7% |
74% |
False |
False |
102,976 |
| 60 |
6,880.0 |
6,445.5 |
434.5 |
6.4% |
55.0 |
0.8% |
84% |
False |
False |
102,018 |
| 80 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
60.0 |
0.9% |
85% |
False |
False |
90,285 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
59.0 |
0.9% |
88% |
False |
False |
72,258 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
52.5 |
0.8% |
88% |
False |
False |
60,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,980.0 |
|
2.618 |
6,926.0 |
|
1.618 |
6,893.0 |
|
1.000 |
6,872.5 |
|
0.618 |
6,860.0 |
|
HIGH |
6,839.5 |
|
0.618 |
6,827.0 |
|
0.500 |
6,823.0 |
|
0.382 |
6,819.0 |
|
LOW |
6,806.5 |
|
0.618 |
6,786.0 |
|
1.000 |
6,773.5 |
|
1.618 |
6,753.0 |
|
2.618 |
6,720.0 |
|
4.250 |
6,666.0 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,823.0 |
6,803.0 |
| PP |
6,819.0 |
6,795.0 |
| S1 |
6,815.0 |
6,787.0 |
|