| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,260.3 |
1,261.1 |
0.8 |
0.1% |
1,250.5 |
| High |
1,265.5 |
1,275.1 |
9.6 |
0.8% |
1,258.2 |
| Low |
1,257.9 |
1,260.0 |
2.1 |
0.2% |
1,240.2 |
| Close |
1,261.2 |
1,274.0 |
12.8 |
1.0% |
1,252.5 |
| Range |
7.6 |
15.1 |
7.5 |
98.7% |
18.0 |
| ATR |
13.1 |
13.3 |
0.1 |
1.1% |
0.0 |
| Volume |
77,036 |
117,418 |
40,382 |
52.4% |
496,955 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.0 |
1,309.6 |
1,282.3 |
|
| R3 |
1,299.9 |
1,294.5 |
1,278.2 |
|
| R2 |
1,284.8 |
1,284.8 |
1,276.8 |
|
| R1 |
1,279.4 |
1,279.4 |
1,275.4 |
1,282.1 |
| PP |
1,269.7 |
1,269.7 |
1,269.7 |
1,271.1 |
| S1 |
1,264.3 |
1,264.3 |
1,272.6 |
1,267.0 |
| S2 |
1,254.6 |
1,254.6 |
1,271.2 |
|
| S3 |
1,239.5 |
1,249.2 |
1,269.8 |
|
| S4 |
1,224.4 |
1,234.1 |
1,265.7 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,304.3 |
1,296.4 |
1,262.4 |
|
| R3 |
1,286.3 |
1,278.4 |
1,257.5 |
|
| R2 |
1,268.3 |
1,268.3 |
1,255.8 |
|
| R1 |
1,260.4 |
1,260.4 |
1,254.2 |
1,264.4 |
| PP |
1,250.3 |
1,250.3 |
1,250.3 |
1,252.3 |
| S1 |
1,242.4 |
1,242.4 |
1,250.9 |
1,246.4 |
| S2 |
1,232.3 |
1,232.3 |
1,249.2 |
|
| S3 |
1,214.3 |
1,224.4 |
1,247.6 |
|
| S4 |
1,196.3 |
1,206.4 |
1,242.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,275.1 |
1,245.7 |
29.4 |
2.3% |
10.9 |
0.9% |
96% |
True |
False |
93,647 |
| 10 |
1,275.1 |
1,240.2 |
34.9 |
2.7% |
11.4 |
0.9% |
97% |
True |
False |
98,879 |
| 20 |
1,307.2 |
1,240.2 |
67.0 |
5.3% |
12.8 |
1.0% |
50% |
False |
False |
76,515 |
| 40 |
1,315.7 |
1,240.2 |
75.5 |
5.9% |
14.3 |
1.1% |
45% |
False |
False |
43,435 |
| 60 |
1,359.0 |
1,240.2 |
118.8 |
9.3% |
14.8 |
1.2% |
28% |
False |
False |
29,920 |
| 80 |
1,392.0 |
1,240.2 |
151.8 |
11.9% |
14.9 |
1.2% |
22% |
False |
False |
23,017 |
| 100 |
1,392.0 |
1,234.6 |
157.4 |
12.4% |
15.0 |
1.2% |
25% |
False |
False |
18,741 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
16.1% |
14.2 |
1.1% |
42% |
False |
False |
15,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,339.3 |
|
2.618 |
1,314.6 |
|
1.618 |
1,299.5 |
|
1.000 |
1,290.2 |
|
0.618 |
1,284.4 |
|
HIGH |
1,275.1 |
|
0.618 |
1,269.3 |
|
0.500 |
1,267.6 |
|
0.382 |
1,265.8 |
|
LOW |
1,260.0 |
|
0.618 |
1,250.7 |
|
1.000 |
1,244.9 |
|
1.618 |
1,235.6 |
|
2.618 |
1,220.5 |
|
4.250 |
1,195.8 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,271.9 |
1,270.2 |
| PP |
1,269.7 |
1,266.4 |
| S1 |
1,267.6 |
1,262.6 |
|