| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
10,027.5 |
9,966.5 |
-61.0 |
-0.6% |
9,976.5 |
| High |
10,032.0 |
9,980.0 |
-52.0 |
-0.5% |
10,023.0 |
| Low |
9,929.0 |
9,903.5 |
-25.5 |
-0.3% |
9,877.5 |
| Close |
9,954.0 |
9,952.0 |
-2.0 |
0.0% |
9,990.0 |
| Range |
103.0 |
76.5 |
-26.5 |
-25.7% |
145.5 |
| ATR |
89.3 |
88.4 |
-0.9 |
-1.0% |
0.0 |
| Volume |
10,843 |
15,430 |
4,587 |
42.3% |
7,220 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,174.7 |
10,139.8 |
9,994.1 |
|
| R3 |
10,098.2 |
10,063.3 |
9,973.0 |
|
| R2 |
10,021.7 |
10,021.7 |
9,966.0 |
|
| R1 |
9,986.8 |
9,986.8 |
9,959.0 |
9,966.0 |
| PP |
9,945.2 |
9,945.2 |
9,945.2 |
9,934.8 |
| S1 |
9,910.3 |
9,910.3 |
9,945.0 |
9,889.5 |
| S2 |
9,868.7 |
9,868.7 |
9,938.0 |
|
| S3 |
9,792.2 |
9,833.8 |
9,931.0 |
|
| S4 |
9,715.7 |
9,757.3 |
9,909.9 |
|
|
| 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 |
9,903.5 |
137.5 |
1.4% |
64.4 |
0.6% |
35% |
False |
True |
6,731 |
| 10 |
10,041.0 |
9,877.5 |
163.5 |
1.6% |
70.6 |
0.7% |
46% |
False |
False |
4,018 |
| 20 |
10,041.0 |
9,556.0 |
485.0 |
4.9% |
78.5 |
0.8% |
82% |
False |
False |
2,273 |
| 40 |
10,041.0 |
9,113.5 |
927.5 |
9.3% |
104.2 |
1.0% |
90% |
False |
False |
1,285 |
| 60 |
10,041.0 |
9,113.5 |
927.5 |
9.3% |
109.5 |
1.1% |
90% |
False |
False |
923 |
| 80 |
10,041.0 |
8,953.5 |
1,087.5 |
10.9% |
112.0 |
1.1% |
92% |
False |
False |
704 |
| 100 |
10,041.0 |
8,953.5 |
1,087.5 |
10.9% |
113.6 |
1.1% |
92% |
False |
False |
569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,305.1 |
|
2.618 |
10,180.3 |
|
1.618 |
10,103.8 |
|
1.000 |
10,056.5 |
|
0.618 |
10,027.3 |
|
HIGH |
9,980.0 |
|
0.618 |
9,950.8 |
|
0.500 |
9,941.8 |
|
0.382 |
9,932.7 |
|
LOW |
9,903.5 |
|
0.618 |
9,856.2 |
|
1.000 |
9,827.0 |
|
1.618 |
9,779.7 |
|
2.618 |
9,703.2 |
|
4.250 |
9,578.4 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,948.6 |
9,972.3 |
| PP |
9,945.2 |
9,965.5 |
| S1 |
9,941.8 |
9,958.8 |
|