| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
10,006.5 |
10,012.5 |
6.0 |
0.1% |
9,897.0 |
| High |
10,056.0 |
10,020.5 |
-35.5 |
-0.4% |
10,056.0 |
| Low |
9,982.0 |
9,881.0 |
-101.0 |
-1.0% |
9,868.5 |
| Close |
10,006.0 |
9,932.5 |
-73.5 |
-0.7% |
10,006.0 |
| Range |
74.0 |
139.5 |
65.5 |
88.5% |
187.5 |
| ATR |
88.7 |
92.3 |
3.6 |
4.1% |
0.0 |
| Volume |
89,772 |
68,776 |
-20,996 |
-23.4% |
365,729 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,363.2 |
10,287.3 |
10,009.2 |
|
| R3 |
10,223.7 |
10,147.8 |
9,970.9 |
|
| R2 |
10,084.2 |
10,084.2 |
9,958.1 |
|
| R1 |
10,008.3 |
10,008.3 |
9,945.3 |
9,976.5 |
| PP |
9,944.7 |
9,944.7 |
9,944.7 |
9,928.8 |
| S1 |
9,868.8 |
9,868.8 |
9,919.7 |
9,837.0 |
| S2 |
9,805.2 |
9,805.2 |
9,906.9 |
|
| S3 |
9,665.7 |
9,729.3 |
9,894.1 |
|
| S4 |
9,526.2 |
9,589.8 |
9,855.8 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,539.3 |
10,460.2 |
10,109.1 |
|
| R3 |
10,351.8 |
10,272.7 |
10,057.6 |
|
| R2 |
10,164.3 |
10,164.3 |
10,040.4 |
|
| R1 |
10,085.2 |
10,085.2 |
10,023.2 |
10,124.8 |
| PP |
9,976.8 |
9,976.8 |
9,976.8 |
9,996.6 |
| S1 |
9,897.7 |
9,897.7 |
9,988.8 |
9,937.3 |
| S2 |
9,789.3 |
9,789.3 |
9,971.6 |
|
| S3 |
9,601.8 |
9,710.2 |
9,954.4 |
|
| S4 |
9,414.3 |
9,522.7 |
9,902.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,056.0 |
9,868.5 |
187.5 |
1.9% |
90.6 |
0.9% |
34% |
False |
False |
72,650 |
| 10 |
10,056.0 |
9,837.0 |
219.0 |
2.2% |
84.7 |
0.9% |
44% |
False |
False |
49,545 |
| 20 |
10,056.0 |
9,837.0 |
219.0 |
2.2% |
75.4 |
0.8% |
44% |
False |
False |
25,295 |
| 40 |
10,056.0 |
9,397.5 |
658.5 |
6.6% |
90.5 |
0.9% |
81% |
False |
False |
12,869 |
| 60 |
10,056.0 |
9,113.5 |
942.5 |
9.5% |
103.2 |
1.0% |
87% |
False |
False |
8,652 |
| 80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
112.5 |
1.1% |
89% |
False |
False |
6,509 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
110.5 |
1.1% |
89% |
False |
False |
5,215 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
107.0 |
1.1% |
89% |
False |
False |
4,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,613.4 |
|
2.618 |
10,385.7 |
|
1.618 |
10,246.2 |
|
1.000 |
10,160.0 |
|
0.618 |
10,106.7 |
|
HIGH |
10,020.5 |
|
0.618 |
9,967.2 |
|
0.500 |
9,950.8 |
|
0.382 |
9,934.3 |
|
LOW |
9,881.0 |
|
0.618 |
9,794.8 |
|
1.000 |
9,741.5 |
|
1.618 |
9,655.3 |
|
2.618 |
9,515.8 |
|
4.250 |
9,288.1 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,950.8 |
9,968.5 |
| PP |
9,944.7 |
9,956.5 |
| S1 |
9,938.6 |
9,944.5 |
|