| 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 |
1,272.8 |
1,269.9 |
-2.9 |
-0.2% |
1,252.7 |
| High |
1,272.8 |
1,272.7 |
-0.1 |
0.0% |
1,274.7 |
| Low |
1,260.9 |
1,267.4 |
6.5 |
0.5% |
1,251.0 |
| Close |
1,271.7 |
1,272.4 |
0.7 |
0.1% |
1,273.7 |
| Range |
11.9 |
5.3 |
-6.6 |
-55.5% |
23.7 |
| ATR |
12.2 |
11.7 |
-0.5 |
-4.0% |
0.0 |
| Volume |
819 |
143 |
-676 |
-82.5% |
1,506 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.7 |
1,284.9 |
1,275.3 |
|
| R3 |
1,281.4 |
1,279.6 |
1,273.9 |
|
| R2 |
1,276.1 |
1,276.1 |
1,273.4 |
|
| R1 |
1,274.3 |
1,274.3 |
1,272.9 |
1,275.2 |
| PP |
1,270.8 |
1,270.8 |
1,270.8 |
1,271.3 |
| S1 |
1,269.0 |
1,269.0 |
1,271.9 |
1,269.9 |
| S2 |
1,265.5 |
1,265.5 |
1,271.4 |
|
| S3 |
1,260.2 |
1,263.7 |
1,270.9 |
|
| S4 |
1,254.9 |
1,258.4 |
1,269.5 |
|
|
| 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 |
1,260.0 |
22.1 |
1.7% |
9.3 |
0.7% |
56% |
False |
False |
314 |
| 10 |
1,282.1 |
1,241.2 |
40.9 |
3.2% |
9.2 |
0.7% |
76% |
False |
False |
450 |
| 20 |
1,304.1 |
1,240.5 |
63.6 |
5.0% |
11.1 |
0.9% |
50% |
False |
False |
43,528 |
| 40 |
1,315.8 |
1,240.5 |
75.3 |
5.9% |
13.8 |
1.1% |
42% |
False |
False |
84,869 |
| 60 |
1,331.4 |
1,240.5 |
90.9 |
7.1% |
14.6 |
1.1% |
35% |
False |
False |
94,766 |
| 80 |
1,392.2 |
1,240.5 |
151.7 |
11.9% |
15.7 |
1.2% |
21% |
False |
False |
75,830 |
| 100 |
1,392.2 |
1,238.5 |
153.7 |
12.1% |
16.1 |
1.3% |
22% |
False |
False |
61,643 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
16.2% |
16.1 |
1.3% |
42% |
False |
False |
51,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,295.2 |
|
2.618 |
1,286.6 |
|
1.618 |
1,281.3 |
|
1.000 |
1,278.0 |
|
0.618 |
1,276.0 |
|
HIGH |
1,272.7 |
|
0.618 |
1,270.7 |
|
0.500 |
1,270.1 |
|
0.382 |
1,269.4 |
|
LOW |
1,267.4 |
|
0.618 |
1,264.1 |
|
1.000 |
1,262.1 |
|
1.618 |
1,258.8 |
|
2.618 |
1,253.5 |
|
4.250 |
1,244.9 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,271.6 |
1,272.1 |
| PP |
1,270.8 |
1,271.8 |
| S1 |
1,270.1 |
1,271.5 |
|