| 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 |
10,006.5 |
10,027.5 |
21.0 |
0.2% |
9,976.5 |
| High |
10,041.0 |
10,032.0 |
-9.0 |
-0.1% |
10,023.0 |
| Low |
9,997.0 |
9,929.0 |
-68.0 |
-0.7% |
9,877.5 |
| Close |
10,030.5 |
9,954.0 |
-76.5 |
-0.8% |
9,990.0 |
| Range |
44.0 |
103.0 |
59.0 |
134.1% |
145.5 |
| ATR |
88.2 |
89.3 |
1.1 |
1.2% |
0.0 |
| Volume |
4,480 |
10,843 |
6,363 |
142.0% |
7,220 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,280.7 |
10,220.3 |
10,010.7 |
|
| R3 |
10,177.7 |
10,117.3 |
9,982.3 |
|
| R2 |
10,074.7 |
10,074.7 |
9,972.9 |
|
| R1 |
10,014.3 |
10,014.3 |
9,963.4 |
9,993.0 |
| PP |
9,971.7 |
9,971.7 |
9,971.7 |
9,961.0 |
| S1 |
9,911.3 |
9,911.3 |
9,944.6 |
9,890.0 |
| S2 |
9,868.7 |
9,868.7 |
9,935.1 |
|
| S3 |
9,765.7 |
9,808.3 |
9,925.7 |
|
| S4 |
9,662.7 |
9,705.3 |
9,897.4 |
|
|
| 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 |
9,904.0 |
137.0 |
1.4% |
72.9 |
0.7% |
36% |
False |
False |
4,115 |
| 10 |
10,041.0 |
9,877.5 |
163.5 |
1.6% |
66.9 |
0.7% |
47% |
False |
False |
2,497 |
| 20 |
10,041.0 |
9,556.0 |
485.0 |
4.9% |
83.8 |
0.8% |
82% |
False |
False |
1,570 |
| 40 |
10,041.0 |
9,113.5 |
927.5 |
9.3% |
105.9 |
1.1% |
91% |
False |
False |
911 |
| 60 |
10,041.0 |
9,097.0 |
944.0 |
9.5% |
110.3 |
1.1% |
91% |
False |
False |
667 |
| 80 |
10,041.0 |
8,953.5 |
1,087.5 |
10.9% |
111.3 |
1.1% |
92% |
False |
False |
511 |
| 100 |
10,041.0 |
8,953.5 |
1,087.5 |
10.9% |
112.9 |
1.1% |
92% |
False |
False |
415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,469.8 |
|
2.618 |
10,301.7 |
|
1.618 |
10,198.7 |
|
1.000 |
10,135.0 |
|
0.618 |
10,095.7 |
|
HIGH |
10,032.0 |
|
0.618 |
9,992.7 |
|
0.500 |
9,980.5 |
|
0.382 |
9,968.3 |
|
LOW |
9,929.0 |
|
0.618 |
9,865.3 |
|
1.000 |
9,826.0 |
|
1.618 |
9,762.3 |
|
2.618 |
9,659.3 |
|
4.250 |
9,491.3 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,980.5 |
9,985.0 |
| PP |
9,971.7 |
9,974.7 |
| S1 |
9,962.8 |
9,964.3 |
|