| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,302.0 |
3,309.0 |
7.0 |
0.2% |
3,244.0 |
| High |
3,313.0 |
3,309.0 |
-4.0 |
-0.1% |
3,300.0 |
| Low |
3,294.0 |
3,278.0 |
-16.0 |
-0.5% |
3,213.0 |
| Close |
3,305.0 |
3,284.0 |
-21.0 |
-0.6% |
3,286.0 |
| Range |
19.0 |
31.0 |
12.0 |
63.2% |
87.0 |
| ATR |
31.6 |
31.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
137,992 |
278,020 |
140,028 |
101.5% |
345,566 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,383.3 |
3,364.7 |
3,301.1 |
|
| R3 |
3,352.3 |
3,333.7 |
3,292.5 |
|
| R2 |
3,321.3 |
3,321.3 |
3,289.7 |
|
| R1 |
3,302.7 |
3,302.7 |
3,286.8 |
3,296.5 |
| PP |
3,290.3 |
3,290.3 |
3,290.3 |
3,287.3 |
| S1 |
3,271.7 |
3,271.7 |
3,281.2 |
3,265.5 |
| S2 |
3,259.3 |
3,259.3 |
3,278.3 |
|
| S3 |
3,228.3 |
3,240.7 |
3,275.5 |
|
| S4 |
3,197.3 |
3,209.7 |
3,267.0 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,527.3 |
3,493.7 |
3,333.9 |
|
| R3 |
3,440.3 |
3,406.7 |
3,309.9 |
|
| R2 |
3,353.3 |
3,353.3 |
3,302.0 |
|
| R1 |
3,319.7 |
3,319.7 |
3,294.0 |
3,336.5 |
| PP |
3,266.3 |
3,266.3 |
3,266.3 |
3,274.8 |
| S1 |
3,232.7 |
3,232.7 |
3,278.0 |
3,249.5 |
| S2 |
3,179.3 |
3,179.3 |
3,270.1 |
|
| S3 |
3,092.3 |
3,145.7 |
3,262.1 |
|
| S4 |
3,005.3 |
3,058.7 |
3,238.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,313.0 |
3,223.0 |
90.0 |
2.7% |
37.0 |
1.1% |
68% |
False |
False |
132,034 |
| 10 |
3,313.0 |
3,213.0 |
100.0 |
3.0% |
27.8 |
0.8% |
71% |
False |
False |
88,706 |
| 20 |
3,313.0 |
3,118.0 |
195.0 |
5.9% |
30.5 |
0.9% |
85% |
False |
False |
46,262 |
| 40 |
3,313.0 |
3,009.0 |
304.0 |
9.3% |
34.1 |
1.0% |
90% |
False |
False |
24,073 |
| 60 |
3,313.0 |
2,937.0 |
376.0 |
11.4% |
35.4 |
1.1% |
92% |
False |
False |
16,174 |
| 80 |
3,313.0 |
2,910.0 |
403.0 |
12.3% |
33.3 |
1.0% |
93% |
False |
False |
12,133 |
| 100 |
3,313.0 |
2,866.0 |
447.0 |
13.6% |
30.9 |
0.9% |
94% |
False |
False |
9,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,440.8 |
|
2.618 |
3,390.2 |
|
1.618 |
3,359.2 |
|
1.000 |
3,340.0 |
|
0.618 |
3,328.2 |
|
HIGH |
3,309.0 |
|
0.618 |
3,297.2 |
|
0.500 |
3,293.5 |
|
0.382 |
3,289.8 |
|
LOW |
3,278.0 |
|
0.618 |
3,258.8 |
|
1.000 |
3,247.0 |
|
1.618 |
3,227.8 |
|
2.618 |
3,196.8 |
|
4.250 |
3,146.3 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,293.5 |
3,295.5 |
| PP |
3,290.3 |
3,291.7 |
| S1 |
3,287.2 |
3,287.8 |
|