| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,935.0 |
9,899.0 |
-36.0 |
-0.4% |
9,897.0 |
| High |
9,959.0 |
9,923.0 |
-36.0 |
-0.4% |
10,056.0 |
| Low |
9,901.0 |
9,842.0 |
-59.0 |
-0.6% |
9,868.5 |
| Close |
9,954.0 |
9,886.0 |
-68.0 |
-0.7% |
10,006.0 |
| Range |
58.0 |
81.0 |
23.0 |
39.7% |
187.5 |
| ATR |
89.9 |
91.5 |
1.6 |
1.8% |
0.0 |
| Volume |
91,018 |
95,948 |
4,930 |
5.4% |
365,729 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,126.7 |
10,087.3 |
9,930.6 |
|
| R3 |
10,045.7 |
10,006.3 |
9,908.3 |
|
| R2 |
9,964.7 |
9,964.7 |
9,900.9 |
|
| R1 |
9,925.3 |
9,925.3 |
9,893.4 |
9,904.5 |
| PP |
9,883.7 |
9,883.7 |
9,883.7 |
9,873.3 |
| S1 |
9,844.3 |
9,844.3 |
9,878.6 |
9,823.5 |
| S2 |
9,802.7 |
9,802.7 |
9,871.2 |
|
| S3 |
9,721.7 |
9,763.3 |
9,863.7 |
|
| S4 |
9,640.7 |
9,682.3 |
9,841.5 |
|
|
| 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 |
9,842.0 |
214.0 |
2.2% |
76.6 |
0.8% |
21% |
False |
True |
84,215 |
| 10 |
10,056.0 |
9,837.0 |
219.0 |
2.2% |
83.9 |
0.8% |
22% |
False |
False |
66,710 |
| 20 |
10,056.0 |
9,837.0 |
219.0 |
2.2% |
75.4 |
0.8% |
22% |
False |
False |
34,603 |
| 40 |
10,056.0 |
9,426.5 |
629.5 |
6.4% |
87.7 |
0.9% |
73% |
False |
False |
17,533 |
| 60 |
10,056.0 |
9,113.5 |
942.5 |
9.5% |
102.3 |
1.0% |
82% |
False |
False |
11,758 |
| 80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
111.1 |
1.1% |
85% |
False |
False |
8,845 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
109.1 |
1.1% |
85% |
False |
False |
7,084 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
106.7 |
1.1% |
85% |
False |
False |
5,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,267.3 |
|
2.618 |
10,135.1 |
|
1.618 |
10,054.1 |
|
1.000 |
10,004.0 |
|
0.618 |
9,973.1 |
|
HIGH |
9,923.0 |
|
0.618 |
9,892.1 |
|
0.500 |
9,882.5 |
|
0.382 |
9,872.9 |
|
LOW |
9,842.0 |
|
0.618 |
9,791.9 |
|
1.000 |
9,761.0 |
|
1.618 |
9,710.9 |
|
2.618 |
9,629.9 |
|
4.250 |
9,497.8 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,884.8 |
9,931.3 |
| PP |
9,883.7 |
9,916.2 |
| S1 |
9,882.5 |
9,901.1 |
|