| 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 |
1,276.8 |
1,271.8 |
-5.0 |
-0.4% |
1,253.0 |
| High |
1,285.1 |
1,273.5 |
-11.6 |
-0.9% |
1,278.1 |
| Low |
1,270.5 |
1,258.0 |
-12.5 |
-1.0% |
1,250.1 |
| Close |
1,275.3 |
1,272.0 |
-3.3 |
-0.3% |
1,274.1 |
| Range |
14.6 |
15.5 |
0.9 |
6.2% |
28.0 |
| ATR |
12.9 |
13.3 |
0.3 |
2.4% |
0.0 |
| Volume |
98,247 |
112,826 |
14,579 |
14.8% |
438,925 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.3 |
1,308.7 |
1,280.5 |
|
| R3 |
1,298.8 |
1,293.2 |
1,276.3 |
|
| R2 |
1,283.3 |
1,283.3 |
1,274.8 |
|
| R1 |
1,277.7 |
1,277.7 |
1,273.4 |
1,280.5 |
| PP |
1,267.8 |
1,267.8 |
1,267.8 |
1,269.3 |
| S1 |
1,262.2 |
1,262.2 |
1,270.6 |
1,265.0 |
| S2 |
1,252.3 |
1,252.3 |
1,269.2 |
|
| S3 |
1,236.8 |
1,246.7 |
1,267.7 |
|
| S4 |
1,221.3 |
1,231.2 |
1,263.5 |
|
|
| 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 |
1,257.9 |
27.2 |
2.1% |
12.0 |
0.9% |
52% |
False |
False |
97,830 |
| 10 |
1,285.1 |
1,241.2 |
43.9 |
3.5% |
11.5 |
0.9% |
70% |
False |
False |
96,550 |
| 20 |
1,304.1 |
1,240.2 |
63.9 |
5.0% |
12.5 |
1.0% |
50% |
False |
False |
89,112 |
| 40 |
1,315.7 |
1,240.2 |
75.5 |
5.9% |
14.2 |
1.1% |
42% |
False |
False |
50,472 |
| 60 |
1,333.7 |
1,240.2 |
93.5 |
7.4% |
14.5 |
1.1% |
34% |
False |
False |
34,748 |
| 80 |
1,392.0 |
1,240.2 |
151.8 |
11.9% |
15.0 |
1.2% |
21% |
False |
False |
26,641 |
| 100 |
1,392.0 |
1,240.2 |
151.8 |
11.9% |
14.8 |
1.2% |
21% |
False |
False |
21,672 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
16.1% |
14.0 |
1.1% |
41% |
False |
False |
18,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,339.4 |
|
2.618 |
1,314.1 |
|
1.618 |
1,298.6 |
|
1.000 |
1,289.0 |
|
0.618 |
1,283.1 |
|
HIGH |
1,273.5 |
|
0.618 |
1,267.6 |
|
0.500 |
1,265.8 |
|
0.382 |
1,263.9 |
|
LOW |
1,258.0 |
|
0.618 |
1,248.4 |
|
1.000 |
1,242.5 |
|
1.618 |
1,232.9 |
|
2.618 |
1,217.4 |
|
4.250 |
1,192.1 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,269.9 |
1,271.9 |
| PP |
1,267.8 |
1,271.7 |
| S1 |
1,265.8 |
1,271.6 |
|