| 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 |
1,273.4 |
1,276.8 |
3.4 |
0.3% |
1,253.0 |
| High |
1,278.1 |
1,285.1 |
7.0 |
0.5% |
1,278.1 |
| Low |
1,270.9 |
1,270.5 |
-0.4 |
0.0% |
1,250.1 |
| Close |
1,274.1 |
1,275.3 |
1.2 |
0.1% |
1,274.1 |
| Range |
7.2 |
14.6 |
7.4 |
102.8% |
28.0 |
| ATR |
12.8 |
12.9 |
0.1 |
1.0% |
0.0 |
| Volume |
83,626 |
98,247 |
14,621 |
17.5% |
438,925 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.8 |
1,312.6 |
1,283.3 |
|
| R3 |
1,306.2 |
1,298.0 |
1,279.3 |
|
| R2 |
1,291.6 |
1,291.6 |
1,278.0 |
|
| R1 |
1,283.4 |
1,283.4 |
1,276.6 |
1,280.2 |
| PP |
1,277.0 |
1,277.0 |
1,277.0 |
1,275.4 |
| S1 |
1,268.8 |
1,268.8 |
1,274.0 |
1,265.6 |
| S2 |
1,262.4 |
1,262.4 |
1,272.6 |
|
| S3 |
1,247.8 |
1,254.2 |
1,271.3 |
|
| S4 |
1,233.2 |
1,239.6 |
1,267.3 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.4 |
1,340.8 |
1,289.5 |
|
| R3 |
1,323.4 |
1,312.8 |
1,281.8 |
|
| R2 |
1,295.4 |
1,295.4 |
1,279.2 |
|
| R1 |
1,284.8 |
1,284.8 |
1,276.7 |
1,290.1 |
| PP |
1,267.4 |
1,267.4 |
1,267.4 |
1,270.1 |
| S1 |
1,256.8 |
1,256.8 |
1,271.5 |
1,262.1 |
| S2 |
1,239.4 |
1,239.4 |
1,269.0 |
|
| S3 |
1,211.4 |
1,228.8 |
1,266.4 |
|
| S4 |
1,183.4 |
1,200.8 |
1,258.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,285.1 |
1,250.1 |
35.0 |
2.7% |
11.6 |
0.9% |
72% |
True |
False |
96,681 |
| 10 |
1,285.1 |
1,240.2 |
44.9 |
3.5% |
10.8 |
0.8% |
78% |
True |
False |
94,272 |
| 20 |
1,305.8 |
1,240.2 |
65.6 |
5.1% |
12.6 |
1.0% |
54% |
False |
False |
83,848 |
| 40 |
1,315.7 |
1,240.2 |
75.5 |
5.9% |
14.3 |
1.1% |
46% |
False |
False |
47,853 |
| 60 |
1,343.3 |
1,240.2 |
103.1 |
8.1% |
14.5 |
1.1% |
34% |
False |
False |
32,907 |
| 80 |
1,392.0 |
1,240.2 |
151.8 |
11.9% |
14.9 |
1.2% |
23% |
False |
False |
25,241 |
| 100 |
1,392.0 |
1,234.6 |
157.4 |
12.3% |
14.9 |
1.2% |
26% |
False |
False |
20,552 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
16.1% |
14.0 |
1.1% |
43% |
False |
False |
17,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,347.2 |
|
2.618 |
1,323.3 |
|
1.618 |
1,308.7 |
|
1.000 |
1,299.7 |
|
0.618 |
1,294.1 |
|
HIGH |
1,285.1 |
|
0.618 |
1,279.5 |
|
0.500 |
1,277.8 |
|
0.382 |
1,276.1 |
|
LOW |
1,270.5 |
|
0.618 |
1,261.5 |
|
1.000 |
1,255.9 |
|
1.618 |
1,246.9 |
|
2.618 |
1,232.3 |
|
4.250 |
1,208.5 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,277.8 |
1,274.4 |
| PP |
1,277.0 |
1,273.5 |
| S1 |
1,276.1 |
1,272.6 |
|