| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
10,012.5 |
9,935.0 |
-77.5 |
-0.8% |
9,897.0 |
| High |
10,020.5 |
9,959.0 |
-61.5 |
-0.6% |
10,056.0 |
| Low |
9,881.0 |
9,901.0 |
20.0 |
0.2% |
9,868.5 |
| Close |
9,932.5 |
9,954.0 |
21.5 |
0.2% |
10,006.0 |
| Range |
139.5 |
58.0 |
-81.5 |
-58.4% |
187.5 |
| ATR |
92.3 |
89.9 |
-2.5 |
-2.7% |
0.0 |
| Volume |
68,776 |
91,018 |
22,242 |
32.3% |
365,729 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,112.0 |
10,091.0 |
9,985.9 |
|
| R3 |
10,054.0 |
10,033.0 |
9,970.0 |
|
| R2 |
9,996.0 |
9,996.0 |
9,964.6 |
|
| R1 |
9,975.0 |
9,975.0 |
9,959.3 |
9,985.5 |
| PP |
9,938.0 |
9,938.0 |
9,938.0 |
9,943.3 |
| S1 |
9,917.0 |
9,917.0 |
9,948.7 |
9,927.5 |
| S2 |
9,880.0 |
9,880.0 |
9,943.4 |
|
| S3 |
9,822.0 |
9,859.0 |
9,938.1 |
|
| S4 |
9,764.0 |
9,801.0 |
9,922.1 |
|
|
| 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 |
9,881.0 |
175.0 |
1.8% |
77.5 |
0.8% |
42% |
False |
False |
74,919 |
| 10 |
10,056.0 |
9,837.0 |
219.0 |
2.2% |
86.1 |
0.9% |
53% |
False |
False |
58,199 |
| 20 |
10,056.0 |
9,837.0 |
219.0 |
2.2% |
74.4 |
0.7% |
53% |
False |
False |
29,821 |
| 40 |
10,056.0 |
9,426.5 |
629.5 |
6.3% |
88.8 |
0.9% |
84% |
False |
False |
15,139 |
| 60 |
10,056.0 |
9,113.5 |
942.5 |
9.5% |
103.1 |
1.0% |
89% |
False |
False |
10,160 |
| 80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
111.5 |
1.1% |
91% |
False |
False |
7,647 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
109.7 |
1.1% |
91% |
False |
False |
6,124 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
106.3 |
1.1% |
91% |
False |
False |
5,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,205.5 |
|
2.618 |
10,110.8 |
|
1.618 |
10,052.8 |
|
1.000 |
10,017.0 |
|
0.618 |
9,994.8 |
|
HIGH |
9,959.0 |
|
0.618 |
9,936.8 |
|
0.500 |
9,930.0 |
|
0.382 |
9,923.2 |
|
LOW |
9,901.0 |
|
0.618 |
9,865.2 |
|
1.000 |
9,843.0 |
|
1.618 |
9,807.2 |
|
2.618 |
9,749.2 |
|
4.250 |
9,654.5 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,946.0 |
9,968.5 |
| PP |
9,938.0 |
9,963.7 |
| S1 |
9,930.0 |
9,958.8 |
|