| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
10,013.5 |
10,006.5 |
-7.0 |
-0.1% |
9,976.5 |
| High |
10,030.0 |
10,041.0 |
11.0 |
0.1% |
10,023.0 |
| Low |
9,995.0 |
9,997.0 |
2.0 |
0.0% |
9,877.5 |
| Close |
10,014.5 |
10,030.5 |
16.0 |
0.2% |
9,990.0 |
| Range |
35.0 |
44.0 |
9.0 |
25.7% |
145.5 |
| ATR |
91.7 |
88.2 |
-3.4 |
-3.7% |
0.0 |
| Volume |
1,499 |
4,480 |
2,981 |
198.9% |
7,220 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,154.8 |
10,136.7 |
10,054.7 |
|
| R3 |
10,110.8 |
10,092.7 |
10,042.6 |
|
| R2 |
10,066.8 |
10,066.8 |
10,038.6 |
|
| R1 |
10,048.7 |
10,048.7 |
10,034.5 |
10,057.8 |
| PP |
10,022.8 |
10,022.8 |
10,022.8 |
10,027.4 |
| S1 |
10,004.7 |
10,004.7 |
10,026.5 |
10,013.8 |
| S2 |
9,978.8 |
9,978.8 |
10,022.4 |
|
| S3 |
9,934.8 |
9,960.7 |
10,018.4 |
|
| S4 |
9,890.8 |
9,916.7 |
10,006.3 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,400.0 |
10,340.5 |
10,070.0 |
|
| R3 |
10,254.5 |
10,195.0 |
10,030.0 |
|
| R2 |
10,109.0 |
10,109.0 |
10,016.7 |
|
| R1 |
10,049.5 |
10,049.5 |
10,003.3 |
10,079.3 |
| PP |
9,963.5 |
9,963.5 |
9,963.5 |
9,978.4 |
| S1 |
9,904.0 |
9,904.0 |
9,976.7 |
9,933.8 |
| S2 |
9,818.0 |
9,818.0 |
9,963.3 |
|
| S3 |
9,672.5 |
9,758.5 |
9,950.0 |
|
| S4 |
9,527.0 |
9,613.0 |
9,910.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,041.0 |
9,877.5 |
163.5 |
1.6% |
66.4 |
0.7% |
94% |
True |
False |
2,416 |
| 10 |
10,041.0 |
9,877.5 |
163.5 |
1.6% |
62.8 |
0.6% |
94% |
True |
False |
1,443 |
| 20 |
10,041.0 |
9,556.0 |
485.0 |
4.8% |
81.3 |
0.8% |
98% |
True |
False |
1,033 |
| 40 |
10,041.0 |
9,113.5 |
927.5 |
9.2% |
106.5 |
1.1% |
99% |
True |
False |
647 |
| 60 |
10,041.0 |
8,953.5 |
1,087.5 |
10.8% |
111.2 |
1.1% |
99% |
True |
False |
487 |
| 80 |
10,041.0 |
8,953.5 |
1,087.5 |
10.8% |
110.9 |
1.1% |
99% |
True |
False |
376 |
| 100 |
10,041.0 |
8,953.5 |
1,087.5 |
10.8% |
112.6 |
1.1% |
99% |
True |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,228.0 |
|
2.618 |
10,156.2 |
|
1.618 |
10,112.2 |
|
1.000 |
10,085.0 |
|
0.618 |
10,068.2 |
|
HIGH |
10,041.0 |
|
0.618 |
10,024.2 |
|
0.500 |
10,019.0 |
|
0.382 |
10,013.8 |
|
LOW |
9,997.0 |
|
0.618 |
9,969.8 |
|
1.000 |
9,953.0 |
|
1.618 |
9,925.8 |
|
2.618 |
9,881.8 |
|
4.250 |
9,810.0 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
10,026.7 |
10,019.3 |
| PP |
10,022.8 |
10,008.0 |
| S1 |
10,019.0 |
9,996.8 |
|