| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,951.5 |
10,013.0 |
61.5 |
0.6% |
10,013.5 |
| High |
10,013.5 |
10,030.5 |
17.0 |
0.2% |
10,041.0 |
| Low |
9,928.0 |
10,000.0 |
72.0 |
0.7% |
9,837.0 |
| Close |
9,942.5 |
10,012.5 |
70.0 |
0.7% |
9,929.0 |
| Range |
85.5 |
30.5 |
-55.0 |
-64.3% |
204.0 |
| ATR |
90.0 |
89.8 |
-0.1 |
-0.2% |
0.0 |
| Volume |
49,465 |
75,564 |
26,099 |
52.8% |
62,451 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,105.8 |
10,089.7 |
10,029.3 |
|
| R3 |
10,075.3 |
10,059.2 |
10,020.9 |
|
| R2 |
10,044.8 |
10,044.8 |
10,018.1 |
|
| R1 |
10,028.7 |
10,028.7 |
10,015.3 |
10,021.5 |
| PP |
10,014.3 |
10,014.3 |
10,014.3 |
10,010.8 |
| S1 |
9,998.2 |
9,998.2 |
10,009.7 |
9,991.0 |
| S2 |
9,983.8 |
9,983.8 |
10,006.9 |
|
| S3 |
9,953.3 |
9,967.7 |
10,004.1 |
|
| S4 |
9,922.8 |
9,937.2 |
9,995.7 |
|
|
| 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 |
10,030.5 |
9,837.0 |
193.5 |
1.9% |
81.9 |
0.8% |
91% |
True |
False |
61,231 |
| 10 |
10,041.0 |
9,837.0 |
204.0 |
2.0% |
73.2 |
0.7% |
86% |
False |
False |
33,981 |
| 20 |
10,041.0 |
9,716.5 |
324.5 |
3.2% |
73.5 |
0.7% |
91% |
False |
False |
17,391 |
| 40 |
10,041.0 |
9,395.0 |
646.0 |
6.5% |
94.3 |
0.9% |
96% |
False |
False |
8,916 |
| 60 |
10,041.0 |
9,113.5 |
927.5 |
9.3% |
104.4 |
1.0% |
97% |
False |
False |
6,016 |
| 80 |
10,041.0 |
8,953.5 |
1,087.5 |
10.9% |
111.7 |
1.1% |
97% |
False |
False |
4,528 |
| 100 |
10,041.0 |
8,953.5 |
1,087.5 |
10.9% |
111.8 |
1.1% |
97% |
False |
False |
3,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,160.1 |
|
2.618 |
10,110.3 |
|
1.618 |
10,079.8 |
|
1.000 |
10,061.0 |
|
0.618 |
10,049.3 |
|
HIGH |
10,030.5 |
|
0.618 |
10,018.8 |
|
0.500 |
10,015.3 |
|
0.382 |
10,011.7 |
|
LOW |
10,000.0 |
|
0.618 |
9,981.2 |
|
1.000 |
9,969.5 |
|
1.618 |
9,950.7 |
|
2.618 |
9,920.2 |
|
4.250 |
9,870.4 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
10,015.3 |
9,991.5 |
| PP |
10,014.3 |
9,970.5 |
| S1 |
10,013.4 |
9,949.5 |
|