| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,272.5 |
1,279.8 |
7.3 |
0.6% |
1,252.7 |
| High |
1,274.7 |
1,282.1 |
7.4 |
0.6% |
1,274.7 |
| Low |
1,271.3 |
1,270.8 |
-0.5 |
0.0% |
1,251.0 |
| Close |
1,273.7 |
1,274.9 |
1.2 |
0.1% |
1,273.7 |
| Range |
3.4 |
11.3 |
7.9 |
232.4% |
23.7 |
| ATR |
12.2 |
12.1 |
-0.1 |
-0.5% |
0.0 |
| Volume |
145 |
334 |
189 |
130.3% |
1,506 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,309.8 |
1,303.7 |
1,281.1 |
|
| R3 |
1,298.5 |
1,292.4 |
1,278.0 |
|
| R2 |
1,287.2 |
1,287.2 |
1,277.0 |
|
| R1 |
1,281.1 |
1,281.1 |
1,275.9 |
1,278.5 |
| PP |
1,275.9 |
1,275.9 |
1,275.9 |
1,274.7 |
| S1 |
1,269.8 |
1,269.8 |
1,273.9 |
1,267.2 |
| S2 |
1,264.6 |
1,264.6 |
1,272.8 |
|
| S3 |
1,253.3 |
1,258.5 |
1,271.8 |
|
| S4 |
1,242.0 |
1,247.2 |
1,268.7 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.6 |
1,329.3 |
1,286.7 |
|
| R3 |
1,313.9 |
1,305.6 |
1,280.2 |
|
| R2 |
1,290.2 |
1,290.2 |
1,278.0 |
|
| R1 |
1,281.9 |
1,281.9 |
1,275.9 |
1,286.1 |
| PP |
1,266.5 |
1,266.5 |
1,266.5 |
1,268.5 |
| S1 |
1,258.2 |
1,258.2 |
1,271.5 |
1,262.4 |
| S2 |
1,242.8 |
1,242.8 |
1,269.4 |
|
| S3 |
1,219.1 |
1,234.5 |
1,267.2 |
|
| S4 |
1,195.4 |
1,210.8 |
1,260.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,282.1 |
1,251.0 |
31.1 |
2.4% |
9.2 |
0.7% |
77% |
True |
False |
348 |
| 10 |
1,282.1 |
1,240.5 |
41.6 |
3.3% |
8.8 |
0.7% |
83% |
True |
False |
479 |
| 20 |
1,305.7 |
1,240.5 |
65.2 |
5.1% |
11.6 |
0.9% |
53% |
False |
False |
55,379 |
| 40 |
1,315.8 |
1,240.5 |
75.3 |
5.9% |
14.3 |
1.1% |
46% |
False |
False |
90,360 |
| 60 |
1,343.2 |
1,240.5 |
102.7 |
8.1% |
15.0 |
1.2% |
33% |
False |
False |
96,360 |
| 80 |
1,392.2 |
1,240.5 |
151.7 |
11.9% |
15.9 |
1.2% |
23% |
False |
False |
76,139 |
| 100 |
1,392.2 |
1,233.0 |
159.2 |
12.5% |
16.4 |
1.3% |
26% |
False |
False |
61,697 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
16.1% |
16.1 |
1.3% |
43% |
False |
False |
51,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.1 |
|
2.618 |
1,311.7 |
|
1.618 |
1,300.4 |
|
1.000 |
1,293.4 |
|
0.618 |
1,289.1 |
|
HIGH |
1,282.1 |
|
0.618 |
1,277.8 |
|
0.500 |
1,276.5 |
|
0.382 |
1,275.1 |
|
LOW |
1,270.8 |
|
0.618 |
1,263.8 |
|
1.000 |
1,259.5 |
|
1.618 |
1,252.5 |
|
2.618 |
1,241.2 |
|
4.250 |
1,222.8 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,276.5 |
1,273.6 |
| PP |
1,275.9 |
1,272.3 |
| S1 |
1,275.4 |
1,271.1 |
|