| 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 |
1,169.5 |
1,173.9 |
4.4 |
0.4% |
1,166.6 |
| High |
1,180.1 |
1,185.7 |
5.6 |
0.5% |
1,180.4 |
| Low |
1,163.5 |
1,170.5 |
7.0 |
0.6% |
1,152.1 |
| Close |
1,174.2 |
1,184.6 |
10.4 |
0.9% |
1,162.2 |
| Range |
16.6 |
15.2 |
-1.4 |
-8.4% |
28.3 |
| ATR |
16.5 |
16.4 |
-0.1 |
-0.6% |
0.0 |
| Volume |
71,975 |
50,400 |
-21,575 |
-30.0% |
561,681 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,225.8 |
1,220.5 |
1,193.0 |
|
| R3 |
1,210.8 |
1,205.3 |
1,188.8 |
|
| R2 |
1,195.5 |
1,195.5 |
1,187.5 |
|
| R1 |
1,190.0 |
1,190.0 |
1,186.0 |
1,192.8 |
| PP |
1,180.3 |
1,180.3 |
1,180.3 |
1,181.5 |
| S1 |
1,174.8 |
1,174.8 |
1,183.3 |
1,177.5 |
| S2 |
1,165.0 |
1,165.0 |
1,181.8 |
|
| S3 |
1,149.8 |
1,159.8 |
1,180.5 |
|
| S4 |
1,134.8 |
1,144.5 |
1,176.3 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,249.8 |
1,234.3 |
1,177.8 |
|
| R3 |
1,221.5 |
1,206.0 |
1,170.0 |
|
| R2 |
1,193.3 |
1,193.3 |
1,167.5 |
|
| R1 |
1,177.8 |
1,177.8 |
1,164.8 |
1,171.3 |
| PP |
1,165.0 |
1,165.0 |
1,165.0 |
1,161.8 |
| S1 |
1,149.5 |
1,149.5 |
1,159.5 |
1,143.0 |
| S2 |
1,136.5 |
1,136.5 |
1,157.0 |
|
| S3 |
1,108.3 |
1,121.0 |
1,154.5 |
|
| S4 |
1,080.0 |
1,092.8 |
1,146.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,185.7 |
1,152.1 |
33.6 |
2.8% |
14.3 |
1.2% |
97% |
True |
False |
93,227 |
| 10 |
1,185.7 |
1,126.0 |
59.7 |
5.0% |
15.5 |
1.3% |
98% |
True |
False |
102,656 |
| 20 |
1,185.7 |
1,090.0 |
95.7 |
8.1% |
14.8 |
1.2% |
99% |
True |
False |
99,311 |
| 40 |
1,185.7 |
1,078.7 |
107.0 |
9.0% |
18.0 |
1.5% |
99% |
True |
False |
124,254 |
| 60 |
1,191.1 |
1,078.7 |
112.4 |
9.5% |
19.5 |
1.6% |
94% |
False |
False |
128,076 |
| 80 |
1,208.2 |
1,078.7 |
129.5 |
10.9% |
18.8 |
1.6% |
82% |
False |
False |
111,051 |
| 100 |
1,208.2 |
1,078.7 |
129.5 |
10.9% |
16.0 |
1.3% |
82% |
False |
False |
88,845 |
| 120 |
1,208.2 |
1,078.7 |
129.5 |
10.9% |
13.5 |
1.1% |
82% |
False |
False |
74,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,250.3 |
|
2.618 |
1,225.5 |
|
1.618 |
1,210.3 |
|
1.000 |
1,201.0 |
|
0.618 |
1,195.0 |
|
HIGH |
1,185.8 |
|
0.618 |
1,180.0 |
|
0.500 |
1,178.0 |
|
0.382 |
1,176.3 |
|
LOW |
1,170.5 |
|
0.618 |
1,161.0 |
|
1.000 |
1,155.3 |
|
1.618 |
1,146.0 |
|
2.618 |
1,130.8 |
|
4.250 |
1,106.0 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,182.5 |
1,179.8 |
| PP |
1,180.3 |
1,175.0 |
| S1 |
1,178.0 |
1,170.3 |
|