| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,287.0 |
3,276.0 |
-11.0 |
-0.3% |
3,297.0 |
| High |
3,296.0 |
3,288.0 |
-8.0 |
-0.2% |
3,313.0 |
| Low |
3,264.0 |
3,249.0 |
-15.0 |
-0.5% |
3,249.0 |
| Close |
3,280.0 |
3,280.0 |
0.0 |
0.0% |
3,280.0 |
| Range |
32.0 |
39.0 |
7.0 |
21.9% |
64.0 |
| ATR |
31.6 |
32.1 |
0.5 |
1.7% |
0.0 |
| Volume |
384,884 |
858,805 |
473,921 |
123.1% |
1,776,842 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,389.3 |
3,373.7 |
3,301.5 |
|
| R3 |
3,350.3 |
3,334.7 |
3,290.7 |
|
| R2 |
3,311.3 |
3,311.3 |
3,287.2 |
|
| R1 |
3,295.7 |
3,295.7 |
3,283.6 |
3,303.5 |
| PP |
3,272.3 |
3,272.3 |
3,272.3 |
3,276.3 |
| S1 |
3,256.7 |
3,256.7 |
3,276.4 |
3,264.5 |
| S2 |
3,233.3 |
3,233.3 |
3,272.9 |
|
| S3 |
3,194.3 |
3,217.7 |
3,269.3 |
|
| S4 |
3,155.3 |
3,178.7 |
3,258.6 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,472.7 |
3,440.3 |
3,315.2 |
|
| R3 |
3,408.7 |
3,376.3 |
3,297.6 |
|
| R2 |
3,344.7 |
3,344.7 |
3,291.7 |
|
| R1 |
3,312.3 |
3,312.3 |
3,285.9 |
3,296.5 |
| PP |
3,280.7 |
3,280.7 |
3,280.7 |
3,272.8 |
| S1 |
3,248.3 |
3,248.3 |
3,274.1 |
3,232.5 |
| S2 |
3,216.7 |
3,216.7 |
3,268.3 |
|
| S3 |
3,152.7 |
3,184.3 |
3,262.4 |
|
| S4 |
3,088.7 |
3,120.3 |
3,244.8 |
|
|
| 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 |
3,249.0 |
64.0 |
2.0% |
29.8 |
0.9% |
48% |
False |
True |
355,368 |
| 10 |
3,313.0 |
3,213.0 |
100.0 |
3.0% |
31.6 |
1.0% |
67% |
False |
False |
212,240 |
| 20 |
3,313.0 |
3,118.0 |
195.0 |
5.9% |
29.1 |
0.9% |
83% |
False |
False |
108,375 |
| 40 |
3,313.0 |
3,050.0 |
263.0 |
8.0% |
33.0 |
1.0% |
87% |
False |
False |
55,151 |
| 60 |
3,313.0 |
2,967.0 |
346.0 |
10.5% |
35.1 |
1.1% |
90% |
False |
False |
36,901 |
| 80 |
3,313.0 |
2,910.0 |
403.0 |
12.3% |
33.9 |
1.0% |
92% |
False |
False |
27,679 |
| 100 |
3,313.0 |
2,866.0 |
447.0 |
13.6% |
31.5 |
1.0% |
93% |
False |
False |
22,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,453.8 |
|
2.618 |
3,390.1 |
|
1.618 |
3,351.1 |
|
1.000 |
3,327.0 |
|
0.618 |
3,312.1 |
|
HIGH |
3,288.0 |
|
0.618 |
3,273.1 |
|
0.500 |
3,268.5 |
|
0.382 |
3,263.9 |
|
LOW |
3,249.0 |
|
0.618 |
3,224.9 |
|
1.000 |
3,210.0 |
|
1.618 |
3,185.9 |
|
2.618 |
3,146.9 |
|
4.250 |
3,083.3 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,276.2 |
3,279.7 |
| PP |
3,272.3 |
3,279.3 |
| S1 |
3,268.5 |
3,279.0 |
|