| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,811.0 |
6,813.0 |
2.0 |
0.0% |
6,770.5 |
| High |
6,839.5 |
6,834.0 |
-5.5 |
-0.1% |
6,839.5 |
| Low |
6,806.5 |
6,798.0 |
-8.5 |
-0.1% |
6,734.0 |
| Close |
6,811.0 |
6,820.0 |
9.0 |
0.1% |
6,820.0 |
| Range |
33.0 |
36.0 |
3.0 |
9.1% |
105.5 |
| ATR |
51.7 |
50.6 |
-1.1 |
-2.2% |
0.0 |
| Volume |
115,586 |
10,878 |
-104,708 |
-90.6% |
855,790 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,925.5 |
6,908.5 |
6,840.0 |
|
| R3 |
6,889.5 |
6,872.5 |
6,830.0 |
|
| R2 |
6,853.5 |
6,853.5 |
6,826.5 |
|
| R1 |
6,836.5 |
6,836.5 |
6,823.5 |
6,845.0 |
| PP |
6,817.5 |
6,817.5 |
6,817.5 |
6,821.5 |
| S1 |
6,800.5 |
6,800.5 |
6,816.5 |
6,809.0 |
| S2 |
6,781.5 |
6,781.5 |
6,813.5 |
|
| S3 |
6,745.5 |
6,764.5 |
6,810.0 |
|
| S4 |
6,709.5 |
6,728.5 |
6,800.0 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,114.5 |
7,072.5 |
6,878.0 |
|
| R3 |
7,009.0 |
6,967.0 |
6,849.0 |
|
| R2 |
6,903.5 |
6,903.5 |
6,839.5 |
|
| R1 |
6,861.5 |
6,861.5 |
6,829.5 |
6,882.5 |
| PP |
6,798.0 |
6,798.0 |
6,798.0 |
6,808.0 |
| S1 |
6,756.0 |
6,756.0 |
6,810.5 |
6,777.0 |
| S2 |
6,692.5 |
6,692.5 |
6,800.5 |
|
| S3 |
6,587.0 |
6,650.5 |
6,791.0 |
|
| S4 |
6,481.5 |
6,545.0 |
6,762.0 |
|
|
| 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% |
38.0 |
0.6% |
82% |
False |
False |
171,158 |
| 10 |
6,873.0 |
6,734.0 |
139.0 |
2.0% |
41.5 |
0.6% |
62% |
False |
False |
151,575 |
| 20 |
6,873.0 |
6,734.0 |
139.0 |
2.0% |
41.5 |
0.6% |
62% |
False |
False |
110,484 |
| 40 |
6,880.0 |
6,613.0 |
267.0 |
3.9% |
46.0 |
0.7% |
78% |
False |
False |
100,664 |
| 60 |
6,880.0 |
6,452.0 |
428.0 |
6.3% |
54.5 |
0.8% |
86% |
False |
False |
100,295 |
| 80 |
6,880.0 |
6,431.5 |
448.5 |
6.6% |
59.5 |
0.9% |
87% |
False |
False |
90,417 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
59.0 |
0.9% |
89% |
False |
False |
72,367 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.4% |
53.0 |
0.8% |
89% |
False |
False |
60,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,987.0 |
|
2.618 |
6,928.0 |
|
1.618 |
6,892.0 |
|
1.000 |
6,870.0 |
|
0.618 |
6,856.0 |
|
HIGH |
6,834.0 |
|
0.618 |
6,820.0 |
|
0.500 |
6,816.0 |
|
0.382 |
6,812.0 |
|
LOW |
6,798.0 |
|
0.618 |
6,776.0 |
|
1.000 |
6,762.0 |
|
1.618 |
6,740.0 |
|
2.618 |
6,704.0 |
|
4.250 |
6,645.0 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,818.5 |
6,816.0 |
| PP |
6,817.5 |
6,811.5 |
| S1 |
6,816.0 |
6,807.0 |
|