| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,928.0 |
9,951.5 |
23.5 |
0.2% |
10,013.5 |
| High |
9,992.0 |
10,013.5 |
21.5 |
0.2% |
10,041.0 |
| Low |
9,868.5 |
9,928.0 |
59.5 |
0.6% |
9,837.0 |
| Close |
9,929.0 |
9,942.5 |
13.5 |
0.1% |
9,929.0 |
| Range |
123.5 |
85.5 |
-38.0 |
-30.8% |
204.0 |
| ATR |
90.3 |
90.0 |
-0.3 |
-0.4% |
0.0 |
| Volume |
79,676 |
49,465 |
-30,211 |
-37.9% |
62,451 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,217.8 |
10,165.7 |
9,989.5 |
|
| R3 |
10,132.3 |
10,080.2 |
9,966.0 |
|
| R2 |
10,046.8 |
10,046.8 |
9,958.2 |
|
| R1 |
9,994.7 |
9,994.7 |
9,950.3 |
9,978.0 |
| PP |
9,961.3 |
9,961.3 |
9,961.3 |
9,953.0 |
| S1 |
9,909.2 |
9,909.2 |
9,934.7 |
9,892.5 |
| S2 |
9,875.8 |
9,875.8 |
9,926.8 |
|
| S3 |
9,790.3 |
9,823.7 |
9,919.0 |
|
| S4 |
9,704.8 |
9,738.2 |
9,895.5 |
|
|
| 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 |
10,013.5 |
9,837.0 |
176.5 |
1.8% |
91.1 |
0.9% |
60% |
True |
False |
49,204 |
| 10 |
10,041.0 |
9,837.0 |
204.0 |
2.1% |
82.0 |
0.8% |
52% |
False |
False |
26,659 |
| 20 |
10,041.0 |
9,700.0 |
341.0 |
3.4% |
74.5 |
0.7% |
71% |
False |
False |
13,620 |
| 40 |
10,041.0 |
9,395.0 |
646.0 |
6.5% |
95.3 |
1.0% |
85% |
False |
False |
7,029 |
| 60 |
10,041.0 |
9,113.5 |
927.5 |
9.3% |
106.9 |
1.1% |
89% |
False |
False |
4,761 |
| 80 |
10,041.0 |
8,953.5 |
1,087.5 |
10.9% |
112.7 |
1.1% |
91% |
False |
False |
3,584 |
| 100 |
10,041.0 |
8,953.5 |
1,087.5 |
10.9% |
112.5 |
1.1% |
91% |
False |
False |
2,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,376.9 |
|
2.618 |
10,237.3 |
|
1.618 |
10,151.8 |
|
1.000 |
10,099.0 |
|
0.618 |
10,066.3 |
|
HIGH |
10,013.5 |
|
0.618 |
9,980.8 |
|
0.500 |
9,970.8 |
|
0.382 |
9,960.7 |
|
LOW |
9,928.0 |
|
0.618 |
9,875.2 |
|
1.000 |
9,842.5 |
|
1.618 |
9,789.7 |
|
2.618 |
9,704.2 |
|
4.250 |
9,564.6 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,970.8 |
9,942.0 |
| PP |
9,961.3 |
9,941.5 |
| S1 |
9,951.9 |
9,941.0 |
|