| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,278.2 |
1,320.3 |
42.1 |
3.3% |
1,276.8 |
| High |
1,322.0 |
1,322.5 |
0.5 |
0.0% |
1,322.5 |
| Low |
1,276.2 |
1,307.1 |
30.9 |
2.4% |
1,258.0 |
| Close |
1,314.1 |
1,316.6 |
2.5 |
0.2% |
1,316.6 |
| Range |
45.8 |
15.4 |
-30.4 |
-66.4% |
64.5 |
| ATR |
15.8 |
15.8 |
0.0 |
-0.2% |
0.0 |
| Volume |
237,994 |
167,785 |
-70,209 |
-29.5% |
704,766 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.6 |
1,354.5 |
1,325.1 |
|
| R3 |
1,346.2 |
1,339.1 |
1,320.8 |
|
| R2 |
1,330.8 |
1,330.8 |
1,319.4 |
|
| R1 |
1,323.7 |
1,323.7 |
1,318.0 |
1,319.6 |
| PP |
1,315.4 |
1,315.4 |
1,315.4 |
1,313.3 |
| S1 |
1,308.3 |
1,308.3 |
1,315.2 |
1,304.2 |
| S2 |
1,300.0 |
1,300.0 |
1,313.8 |
|
| S3 |
1,284.6 |
1,292.9 |
1,312.4 |
|
| S4 |
1,269.2 |
1,277.5 |
1,308.1 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,492.5 |
1,469.1 |
1,352.1 |
|
| R3 |
1,428.0 |
1,404.6 |
1,334.3 |
|
| R2 |
1,363.5 |
1,363.5 |
1,328.4 |
|
| R1 |
1,340.1 |
1,340.1 |
1,322.5 |
1,351.8 |
| PP |
1,299.0 |
1,299.0 |
1,299.0 |
1,304.9 |
| S1 |
1,275.6 |
1,275.6 |
1,310.7 |
1,287.3 |
| S2 |
1,234.5 |
1,234.5 |
1,304.8 |
|
| S3 |
1,170.0 |
1,211.1 |
1,298.9 |
|
| S4 |
1,105.5 |
1,146.6 |
1,281.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,322.5 |
1,258.0 |
64.5 |
4.9% |
20.8 |
1.6% |
91% |
True |
False |
140,953 |
| 10 |
1,322.5 |
1,250.1 |
72.4 |
5.5% |
15.3 |
1.2% |
92% |
True |
False |
114,369 |
| 20 |
1,322.5 |
1,240.2 |
82.3 |
6.3% |
14.4 |
1.1% |
93% |
True |
False |
111,037 |
| 40 |
1,322.5 |
1,240.2 |
82.3 |
6.3% |
14.7 |
1.1% |
93% |
True |
False |
62,351 |
| 60 |
1,331.0 |
1,240.2 |
90.8 |
6.9% |
14.9 |
1.1% |
84% |
False |
False |
42,803 |
| 80 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.3 |
1.2% |
50% |
False |
False |
32,731 |
| 100 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.1 |
1.1% |
50% |
False |
False |
26,566 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
15.6% |
14.5 |
1.1% |
63% |
False |
False |
22,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,388.0 |
|
2.618 |
1,362.8 |
|
1.618 |
1,347.4 |
|
1.000 |
1,337.9 |
|
0.618 |
1,332.0 |
|
HIGH |
1,322.5 |
|
0.618 |
1,316.6 |
|
0.500 |
1,314.8 |
|
0.382 |
1,313.0 |
|
LOW |
1,307.1 |
|
0.618 |
1,297.6 |
|
1.000 |
1,291.7 |
|
1.618 |
1,282.2 |
|
2.618 |
1,266.8 |
|
4.250 |
1,241.7 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,316.0 |
1,309.2 |
| PP |
1,315.4 |
1,301.9 |
| S1 |
1,314.8 |
1,294.5 |
|