| 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 |
9,966.5 |
9,952.0 |
-14.5 |
-0.1% |
10,013.5 |
| High |
9,980.0 |
9,953.0 |
-27.0 |
-0.3% |
10,041.0 |
| Low |
9,903.5 |
9,837.0 |
-66.5 |
-0.7% |
9,837.0 |
| Close |
9,952.0 |
9,929.0 |
-23.0 |
-0.2% |
9,929.0 |
| Range |
76.5 |
116.0 |
39.5 |
51.6% |
204.0 |
| ATR |
88.4 |
90.4 |
2.0 |
2.2% |
0.0 |
| Volume |
15,430 |
30,199 |
14,769 |
95.7% |
62,451 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,254.3 |
10,207.7 |
9,992.8 |
|
| R3 |
10,138.3 |
10,091.7 |
9,960.9 |
|
| R2 |
10,022.3 |
10,022.3 |
9,950.3 |
|
| R1 |
9,975.7 |
9,975.7 |
9,939.6 |
9,941.0 |
| PP |
9,906.3 |
9,906.3 |
9,906.3 |
9,889.0 |
| S1 |
9,859.7 |
9,859.7 |
9,918.4 |
9,825.0 |
| S2 |
9,790.3 |
9,790.3 |
9,907.7 |
|
| S3 |
9,674.3 |
9,743.7 |
9,897.1 |
|
| S4 |
9,558.3 |
9,627.7 |
9,865.2 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,547.7 |
10,442.3 |
10,041.2 |
|
| R3 |
10,343.7 |
10,238.3 |
9,985.1 |
|
| R2 |
10,139.7 |
10,139.7 |
9,966.4 |
|
| R1 |
10,034.3 |
10,034.3 |
9,947.7 |
9,985.0 |
| PP |
9,935.7 |
9,935.7 |
9,935.7 |
9,911.0 |
| S1 |
9,830.3 |
9,830.3 |
9,910.3 |
9,781.0 |
| S2 |
9,731.7 |
9,731.7 |
9,891.6 |
|
| S3 |
9,527.7 |
9,626.3 |
9,872.9 |
|
| S4 |
9,323.7 |
9,422.3 |
9,816.8 |
|
|
| 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 |
9,837.0 |
204.0 |
2.1% |
74.9 |
0.8% |
45% |
False |
True |
12,490 |
| 10 |
10,041.0 |
9,837.0 |
204.0 |
2.1% |
78.1 |
0.8% |
45% |
False |
True |
6,967 |
| 20 |
10,041.0 |
9,556.0 |
485.0 |
4.9% |
79.1 |
0.8% |
77% |
False |
False |
3,750 |
| 40 |
10,041.0 |
9,250.0 |
791.0 |
8.0% |
100.7 |
1.0% |
86% |
False |
False |
2,030 |
| 60 |
10,041.0 |
9,113.5 |
927.5 |
9.3% |
108.1 |
1.1% |
88% |
False |
False |
1,425 |
| 80 |
10,041.0 |
8,953.5 |
1,087.5 |
11.0% |
112.6 |
1.1% |
90% |
False |
False |
1,080 |
| 100 |
10,041.0 |
8,953.5 |
1,087.5 |
11.0% |
114.0 |
1.1% |
90% |
False |
False |
871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,446.0 |
|
2.618 |
10,256.7 |
|
1.618 |
10,140.7 |
|
1.000 |
10,069.0 |
|
0.618 |
10,024.7 |
|
HIGH |
9,953.0 |
|
0.618 |
9,908.7 |
|
0.500 |
9,895.0 |
|
0.382 |
9,881.3 |
|
LOW |
9,837.0 |
|
0.618 |
9,765.3 |
|
1.000 |
9,721.0 |
|
1.618 |
9,649.3 |
|
2.618 |
9,533.3 |
|
4.250 |
9,344.0 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,917.7 |
9,934.5 |
| PP |
9,906.3 |
9,932.7 |
| S1 |
9,895.0 |
9,930.8 |
|