| 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 |
1,271.8 |
1,272.1 |
0.3 |
0.0% |
1,253.0 |
| High |
1,273.5 |
1,279.2 |
5.7 |
0.4% |
1,278.1 |
| Low |
1,258.0 |
1,266.5 |
8.5 |
0.7% |
1,250.1 |
| Close |
1,272.0 |
1,272.7 |
0.7 |
0.1% |
1,274.1 |
| Range |
15.5 |
12.7 |
-2.8 |
-18.1% |
28.0 |
| ATR |
13.3 |
13.2 |
0.0 |
-0.3% |
0.0 |
| Volume |
112,826 |
87,914 |
-24,912 |
-22.1% |
438,925 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.9 |
1,304.5 |
1,279.7 |
|
| R3 |
1,298.2 |
1,291.8 |
1,276.2 |
|
| R2 |
1,285.5 |
1,285.5 |
1,275.0 |
|
| R1 |
1,279.1 |
1,279.1 |
1,273.9 |
1,282.3 |
| PP |
1,272.8 |
1,272.8 |
1,272.8 |
1,274.4 |
| S1 |
1,266.4 |
1,266.4 |
1,271.5 |
1,269.6 |
| S2 |
1,260.1 |
1,260.1 |
1,270.4 |
|
| S3 |
1,247.4 |
1,253.7 |
1,269.2 |
|
| S4 |
1,234.7 |
1,241.0 |
1,265.7 |
|
|
| 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 |
1,258.0 |
27.1 |
2.1% |
13.0 |
1.0% |
54% |
False |
False |
100,006 |
| 10 |
1,285.1 |
1,241.2 |
43.9 |
3.4% |
12.1 |
1.0% |
72% |
False |
False |
97,642 |
| 20 |
1,304.1 |
1,240.2 |
63.9 |
5.0% |
12.6 |
1.0% |
51% |
False |
False |
92,671 |
| 40 |
1,315.7 |
1,240.2 |
75.5 |
5.9% |
14.1 |
1.1% |
43% |
False |
False |
52,636 |
| 60 |
1,331.0 |
1,240.2 |
90.8 |
7.1% |
14.3 |
1.1% |
36% |
False |
False |
36,160 |
| 80 |
1,392.0 |
1,240.2 |
151.8 |
11.9% |
15.0 |
1.2% |
21% |
False |
False |
27,695 |
| 100 |
1,392.0 |
1,240.2 |
151.8 |
11.9% |
14.8 |
1.2% |
21% |
False |
False |
22,545 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
16.1% |
14.1 |
1.1% |
42% |
False |
False |
18,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.2 |
|
2.618 |
1,312.4 |
|
1.618 |
1,299.7 |
|
1.000 |
1,291.9 |
|
0.618 |
1,287.0 |
|
HIGH |
1,279.2 |
|
0.618 |
1,274.3 |
|
0.500 |
1,272.9 |
|
0.382 |
1,271.4 |
|
LOW |
1,266.5 |
|
0.618 |
1,258.7 |
|
1.000 |
1,253.8 |
|
1.618 |
1,246.0 |
|
2.618 |
1,233.3 |
|
4.250 |
1,212.5 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,272.9 |
1,272.3 |
| PP |
1,272.8 |
1,271.9 |
| S1 |
1,272.8 |
1,271.6 |
|