| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,952.0 |
9,897.0 |
-55.0 |
-0.6% |
10,013.5 |
| High |
9,953.0 |
9,934.5 |
-18.5 |
-0.2% |
10,041.0 |
| Low |
9,837.0 |
9,880.5 |
43.5 |
0.4% |
9,837.0 |
| Close |
9,929.0 |
9,909.0 |
-20.0 |
-0.2% |
9,929.0 |
| Range |
116.0 |
54.0 |
-62.0 |
-53.4% |
204.0 |
| ATR |
90.4 |
87.8 |
-2.6 |
-2.9% |
0.0 |
| Volume |
30,199 |
71,252 |
41,053 |
135.9% |
62,451 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,070.0 |
10,043.5 |
9,938.7 |
|
| R3 |
10,016.0 |
9,989.5 |
9,923.9 |
|
| R2 |
9,962.0 |
9,962.0 |
9,918.9 |
|
| R1 |
9,935.5 |
9,935.5 |
9,914.0 |
9,948.8 |
| PP |
9,908.0 |
9,908.0 |
9,908.0 |
9,914.6 |
| S1 |
9,881.5 |
9,881.5 |
9,904.1 |
9,894.8 |
| S2 |
9,854.0 |
9,854.0 |
9,899.1 |
|
| S3 |
9,800.0 |
9,827.5 |
9,894.2 |
|
| S4 |
9,746.0 |
9,773.5 |
9,879.3 |
|
|
| 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% |
78.7 |
0.8% |
35% |
False |
False |
26,440 |
| 10 |
10,041.0 |
9,837.0 |
204.0 |
2.1% |
75.3 |
0.8% |
35% |
False |
False |
14,024 |
| 20 |
10,041.0 |
9,595.5 |
445.5 |
4.5% |
75.1 |
0.8% |
70% |
False |
False |
7,297 |
| 40 |
10,041.0 |
9,303.0 |
738.0 |
7.4% |
99.1 |
1.0% |
82% |
False |
False |
3,807 |
| 60 |
10,041.0 |
9,113.5 |
927.5 |
9.4% |
107.1 |
1.1% |
86% |
False |
False |
2,612 |
| 80 |
10,041.0 |
8,953.5 |
1,087.5 |
11.0% |
112.1 |
1.1% |
88% |
False |
False |
1,970 |
| 100 |
10,041.0 |
8,953.5 |
1,087.5 |
11.0% |
113.7 |
1.1% |
88% |
False |
False |
1,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,164.0 |
|
2.618 |
10,075.9 |
|
1.618 |
10,021.9 |
|
1.000 |
9,988.5 |
|
0.618 |
9,967.9 |
|
HIGH |
9,934.5 |
|
0.618 |
9,913.9 |
|
0.500 |
9,907.5 |
|
0.382 |
9,901.1 |
|
LOW |
9,880.5 |
|
0.618 |
9,847.1 |
|
1.000 |
9,826.5 |
|
1.618 |
9,793.1 |
|
2.618 |
9,739.1 |
|
4.250 |
9,651.0 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,908.5 |
9,908.8 |
| PP |
9,908.0 |
9,908.7 |
| S1 |
9,907.5 |
9,908.5 |
|