| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
9,827.0 |
9,848.0 |
21.0 |
0.2% |
10,012.5 |
| High |
9,855.0 |
9,898.0 |
43.0 |
0.4% |
10,020.5 |
| Low |
9,796.5 |
9,805.5 |
9.0 |
0.1% |
9,756.5 |
| Close |
9,825.0 |
9,859.5 |
34.5 |
0.4% |
9,825.0 |
| Range |
58.5 |
92.5 |
34.0 |
58.1% |
264.0 |
| ATR |
93.5 |
93.4 |
-0.1 |
-0.1% |
0.0 |
| Volume |
85,272 |
71,283 |
-13,989 |
-16.4% |
403,354 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,131.8 |
10,088.2 |
9,910.4 |
|
| R3 |
10,039.3 |
9,995.7 |
9,884.9 |
|
| R2 |
9,946.8 |
9,946.8 |
9,876.5 |
|
| R1 |
9,903.2 |
9,903.2 |
9,868.0 |
9,925.0 |
| PP |
9,854.3 |
9,854.3 |
9,854.3 |
9,865.3 |
| S1 |
9,810.7 |
9,810.7 |
9,851.0 |
9,832.5 |
| S2 |
9,761.8 |
9,761.8 |
9,842.5 |
|
| S3 |
9,669.3 |
9,718.2 |
9,834.1 |
|
| S4 |
9,576.8 |
9,625.7 |
9,808.6 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,659.3 |
10,506.2 |
9,970.2 |
|
| R3 |
10,395.3 |
10,242.2 |
9,897.6 |
|
| R2 |
10,131.3 |
10,131.3 |
9,873.4 |
|
| R1 |
9,978.2 |
9,978.2 |
9,849.2 |
9,922.8 |
| PP |
9,867.3 |
9,867.3 |
9,867.3 |
9,839.6 |
| S1 |
9,714.2 |
9,714.2 |
9,800.8 |
9,658.8 |
| S2 |
9,603.3 |
9,603.3 |
9,776.6 |
|
| S3 |
9,339.3 |
9,450.2 |
9,752.4 |
|
| S4 |
9,075.3 |
9,186.2 |
9,679.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,959.0 |
9,756.5 |
202.5 |
2.1% |
89.5 |
0.9% |
51% |
False |
False |
81,172 |
| 10 |
10,056.0 |
9,756.5 |
299.5 |
3.0% |
90.1 |
0.9% |
34% |
False |
False |
76,911 |
| 20 |
10,056.0 |
9,756.5 |
299.5 |
3.0% |
82.7 |
0.8% |
34% |
False |
False |
45,467 |
| 40 |
10,056.0 |
9,426.5 |
629.5 |
6.4% |
88.3 |
0.9% |
69% |
False |
False |
22,993 |
| 60 |
10,056.0 |
9,113.5 |
942.5 |
9.6% |
104.9 |
1.1% |
79% |
False |
False |
15,403 |
| 80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
109.7 |
1.1% |
82% |
False |
False |
11,581 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
108.2 |
1.1% |
82% |
False |
False |
9,271 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
108.6 |
1.1% |
82% |
False |
False |
7,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,291.1 |
|
2.618 |
10,140.2 |
|
1.618 |
10,047.7 |
|
1.000 |
9,990.5 |
|
0.618 |
9,955.2 |
|
HIGH |
9,898.0 |
|
0.618 |
9,862.7 |
|
0.500 |
9,851.8 |
|
0.382 |
9,840.8 |
|
LOW |
9,805.5 |
|
0.618 |
9,748.3 |
|
1.000 |
9,713.0 |
|
1.618 |
9,655.8 |
|
2.618 |
9,563.3 |
|
4.250 |
9,412.4 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,856.9 |
9,851.4 |
| PP |
9,854.3 |
9,843.3 |
| S1 |
9,851.8 |
9,835.3 |
|