| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,897.0 |
9,928.0 |
31.0 |
0.3% |
10,013.5 |
| High |
9,934.5 |
9,992.0 |
57.5 |
0.6% |
10,041.0 |
| Low |
9,880.5 |
9,868.5 |
-12.0 |
-0.1% |
9,837.0 |
| Close |
9,909.0 |
9,929.0 |
20.0 |
0.2% |
9,929.0 |
| Range |
54.0 |
123.5 |
69.5 |
128.7% |
204.0 |
| ATR |
87.8 |
90.3 |
2.6 |
2.9% |
0.0 |
| Volume |
71,252 |
79,676 |
8,424 |
11.8% |
62,451 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,300.3 |
10,238.2 |
9,996.9 |
|
| R3 |
10,176.8 |
10,114.7 |
9,963.0 |
|
| R2 |
10,053.3 |
10,053.3 |
9,951.6 |
|
| R1 |
9,991.2 |
9,991.2 |
9,940.3 |
10,022.3 |
| PP |
9,929.8 |
9,929.8 |
9,929.8 |
9,945.4 |
| S1 |
9,867.7 |
9,867.7 |
9,917.7 |
9,898.8 |
| S2 |
9,806.3 |
9,806.3 |
9,906.4 |
|
| S3 |
9,682.8 |
9,744.2 |
9,895.0 |
|
| S4 |
9,559.3 |
9,620.7 |
9,861.1 |
|
|
| 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 |
10,032.0 |
9,837.0 |
195.0 |
2.0% |
94.6 |
1.0% |
47% |
False |
False |
41,480 |
| 10 |
10,041.0 |
9,837.0 |
204.0 |
2.1% |
80.5 |
0.8% |
45% |
False |
False |
21,948 |
| 20 |
10,041.0 |
9,595.5 |
445.5 |
4.5% |
76.5 |
0.8% |
75% |
False |
False |
11,189 |
| 40 |
10,041.0 |
9,395.0 |
646.0 |
6.5% |
97.5 |
1.0% |
83% |
False |
False |
5,795 |
| 60 |
10,041.0 |
9,113.5 |
927.5 |
9.3% |
107.0 |
1.1% |
88% |
False |
False |
3,938 |
| 80 |
10,041.0 |
8,953.5 |
1,087.5 |
11.0% |
112.4 |
1.1% |
90% |
False |
False |
2,966 |
| 100 |
10,041.0 |
8,953.5 |
1,087.5 |
11.0% |
114.2 |
1.1% |
90% |
False |
False |
2,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,516.9 |
|
2.618 |
10,315.3 |
|
1.618 |
10,191.8 |
|
1.000 |
10,115.5 |
|
0.618 |
10,068.3 |
|
HIGH |
9,992.0 |
|
0.618 |
9,944.8 |
|
0.500 |
9,930.3 |
|
0.382 |
9,915.7 |
|
LOW |
9,868.5 |
|
0.618 |
9,792.2 |
|
1.000 |
9,745.0 |
|
1.618 |
9,668.7 |
|
2.618 |
9,545.2 |
|
4.250 |
9,343.6 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,930.3 |
9,924.2 |
| PP |
9,929.8 |
9,919.3 |
| S1 |
9,929.4 |
9,914.5 |
|