| 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 |
1,936.50 |
1,941.50 |
5.00 |
0.3% |
1,949.25 |
| High |
1,943.50 |
1,958.00 |
14.50 |
0.7% |
1,954.75 |
| Low |
1,931.25 |
1,938.00 |
6.75 |
0.3% |
1,924.75 |
| Close |
1,941.50 |
1,957.00 |
15.50 |
0.8% |
1,935.75 |
| Range |
12.25 |
20.00 |
7.75 |
63.3% |
30.00 |
| ATR |
13.94 |
14.37 |
0.43 |
3.1% |
0.00 |
| Volume |
881,102 |
522,409 |
-358,693 |
-40.7% |
6,024,514 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,011.00 |
2,004.00 |
1,968.00 |
|
| R3 |
1,991.00 |
1,984.00 |
1,962.50 |
|
| R2 |
1,971.00 |
1,971.00 |
1,960.75 |
|
| R1 |
1,964.00 |
1,964.00 |
1,958.75 |
1,967.50 |
| PP |
1,951.00 |
1,951.00 |
1,951.00 |
1,952.75 |
| S1 |
1,944.00 |
1,944.00 |
1,955.25 |
1,947.50 |
| S2 |
1,931.00 |
1,931.00 |
1,953.25 |
|
| S3 |
1,911.00 |
1,924.00 |
1,951.50 |
|
| S4 |
1,891.00 |
1,904.00 |
1,946.00 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,028.50 |
2,012.00 |
1,952.25 |
|
| R3 |
1,998.50 |
1,982.00 |
1,944.00 |
|
| R2 |
1,968.50 |
1,968.50 |
1,941.25 |
|
| R1 |
1,952.00 |
1,952.00 |
1,938.50 |
1,945.25 |
| PP |
1,938.50 |
1,938.50 |
1,938.50 |
1,935.00 |
| S1 |
1,922.00 |
1,922.00 |
1,933.00 |
1,915.25 |
| S2 |
1,908.50 |
1,908.50 |
1,930.25 |
|
| S3 |
1,878.50 |
1,892.00 |
1,927.50 |
|
| S4 |
1,848.50 |
1,862.00 |
1,919.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,958.00 |
1,924.75 |
33.25 |
1.7% |
16.00 |
0.8% |
97% |
True |
False |
976,243 |
| 10 |
1,958.00 |
1,921.00 |
37.00 |
1.9% |
14.25 |
0.7% |
97% |
True |
False |
1,117,722 |
| 20 |
1,958.00 |
1,866.50 |
91.50 |
4.7% |
12.75 |
0.6% |
99% |
True |
False |
1,068,908 |
| 40 |
1,958.00 |
1,844.00 |
114.00 |
5.8% |
15.00 |
0.8% |
99% |
True |
False |
1,262,693 |
| 60 |
1,958.00 |
1,803.25 |
154.75 |
7.9% |
17.00 |
0.9% |
99% |
True |
False |
1,411,492 |
| 80 |
1,958.00 |
1,803.25 |
154.75 |
7.9% |
17.75 |
0.9% |
99% |
True |
False |
1,248,344 |
| 100 |
1,958.00 |
1,725.25 |
232.75 |
11.9% |
18.75 |
1.0% |
100% |
True |
False |
1,000,301 |
| 120 |
1,958.00 |
1,725.25 |
232.75 |
11.9% |
18.25 |
0.9% |
100% |
True |
False |
834,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,043.00 |
|
2.618 |
2,010.25 |
|
1.618 |
1,990.25 |
|
1.000 |
1,978.00 |
|
0.618 |
1,970.25 |
|
HIGH |
1,958.00 |
|
0.618 |
1,950.25 |
|
0.500 |
1,948.00 |
|
0.382 |
1,945.75 |
|
LOW |
1,938.00 |
|
0.618 |
1,925.75 |
|
1.000 |
1,918.00 |
|
1.618 |
1,905.75 |
|
2.618 |
1,885.75 |
|
4.250 |
1,853.00 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,954.00 |
1,952.00 |
| PP |
1,951.00 |
1,947.25 |
| S1 |
1,948.00 |
1,942.25 |
|