| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,774.75 |
3,780.25 |
5.50 |
0.1% |
3,800.00 |
| High |
3,790.50 |
3,792.25 |
1.75 |
0.0% |
3,806.50 |
| Low |
3,757.00 |
3,769.75 |
12.75 |
0.3% |
3,751.50 |
| Close |
3,779.25 |
3,779.50 |
0.25 |
0.0% |
3,775.75 |
| Range |
33.50 |
22.50 |
-11.00 |
-32.8% |
55.00 |
| ATR |
36.69 |
35.67 |
-1.01 |
-2.8% |
0.00 |
| Volume |
119,711 |
111,338 |
-8,373 |
-7.0% |
961,632 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,848.00 |
3,836.25 |
3,792.00 |
|
| R3 |
3,825.50 |
3,813.75 |
3,785.75 |
|
| R2 |
3,803.00 |
3,803.00 |
3,783.50 |
|
| R1 |
3,791.25 |
3,791.25 |
3,781.50 |
3,786.00 |
| PP |
3,780.50 |
3,780.50 |
3,780.50 |
3,777.75 |
| S1 |
3,768.75 |
3,768.75 |
3,777.50 |
3,763.50 |
| S2 |
3,758.00 |
3,758.00 |
3,775.50 |
|
| S3 |
3,735.50 |
3,746.25 |
3,773.25 |
|
| S4 |
3,713.00 |
3,723.75 |
3,767.00 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,943.00 |
3,914.25 |
3,806.00 |
|
| R3 |
3,888.00 |
3,859.25 |
3,791.00 |
|
| R2 |
3,833.00 |
3,833.00 |
3,785.75 |
|
| R1 |
3,804.25 |
3,804.25 |
3,780.75 |
3,791.00 |
| PP |
3,778.00 |
3,778.00 |
3,778.00 |
3,771.25 |
| S1 |
3,749.25 |
3,749.25 |
3,770.75 |
3,736.00 |
| S2 |
3,723.00 |
3,723.00 |
3,765.75 |
|
| S3 |
3,668.00 |
3,694.25 |
3,760.50 |
|
| S4 |
3,613.00 |
3,639.25 |
3,745.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,806.50 |
3,751.50 |
55.00 |
1.5% |
32.50 |
0.9% |
51% |
False |
False |
177,814 |
| 10 |
3,806.50 |
3,714.00 |
92.50 |
2.4% |
30.75 |
0.8% |
71% |
False |
False |
186,519 |
| 20 |
3,806.50 |
3,584.50 |
222.00 |
5.9% |
31.25 |
0.8% |
88% |
False |
False |
201,780 |
| 40 |
3,806.50 |
3,480.50 |
326.00 |
8.6% |
41.50 |
1.1% |
92% |
False |
False |
251,552 |
| 60 |
3,806.50 |
3,404.75 |
401.75 |
10.6% |
49.50 |
1.3% |
93% |
False |
False |
295,583 |
| 80 |
3,806.50 |
3,404.75 |
401.75 |
10.6% |
49.25 |
1.3% |
93% |
False |
False |
249,840 |
| 100 |
3,806.50 |
3,404.75 |
401.75 |
10.6% |
49.00 |
1.3% |
93% |
False |
False |
199,980 |
| 120 |
3,806.50 |
3,404.75 |
401.75 |
10.6% |
45.00 |
1.2% |
93% |
False |
False |
166,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,888.00 |
|
2.618 |
3,851.25 |
|
1.618 |
3,828.75 |
|
1.000 |
3,814.75 |
|
0.618 |
3,806.25 |
|
HIGH |
3,792.25 |
|
0.618 |
3,783.75 |
|
0.500 |
3,781.00 |
|
0.382 |
3,778.25 |
|
LOW |
3,769.75 |
|
0.618 |
3,755.75 |
|
1.000 |
3,747.25 |
|
1.618 |
3,733.25 |
|
2.618 |
3,710.75 |
|
4.250 |
3,674.00 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,781.00 |
3,778.00 |
| PP |
3,780.50 |
3,776.25 |
| S1 |
3,780.00 |
3,774.50 |
|