| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,167.0 |
1,177.6 |
10.6 |
0.9% |
1,156.0 |
| High |
1,178.5 |
1,179.3 |
0.8 |
0.1% |
1,184.0 |
| Low |
1,156.4 |
1,166.1 |
9.7 |
0.8% |
1,149.3 |
| Close |
1,177.3 |
1,176.2 |
-1.1 |
-0.1% |
1,182.9 |
| Range |
22.1 |
13.2 |
-8.9 |
-40.3% |
34.7 |
| ATR |
14.6 |
14.5 |
-0.1 |
-0.7% |
0.0 |
| Volume |
120,388 |
106,490 |
-13,898 |
-11.5% |
685,025 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,213.5 |
1,208.0 |
1,183.5 |
|
| R3 |
1,200.3 |
1,194.8 |
1,179.8 |
|
| R2 |
1,187.0 |
1,187.0 |
1,178.5 |
|
| R1 |
1,181.8 |
1,181.8 |
1,177.5 |
1,177.8 |
| PP |
1,173.8 |
1,173.8 |
1,173.8 |
1,172.0 |
| S1 |
1,168.5 |
1,168.5 |
1,175.0 |
1,164.5 |
| S2 |
1,160.8 |
1,160.8 |
1,173.8 |
|
| S3 |
1,147.5 |
1,155.3 |
1,172.5 |
|
| S4 |
1,134.3 |
1,142.0 |
1,169.0 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.3 |
1,264.3 |
1,202.0 |
|
| R3 |
1,241.5 |
1,229.5 |
1,192.5 |
|
| R2 |
1,206.8 |
1,206.8 |
1,189.3 |
|
| R1 |
1,194.8 |
1,194.8 |
1,186.0 |
1,200.8 |
| PP |
1,172.0 |
1,172.0 |
1,172.0 |
1,175.0 |
| S1 |
1,160.3 |
1,160.3 |
1,179.8 |
1,166.0 |
| S2 |
1,137.3 |
1,137.3 |
1,176.5 |
|
| S3 |
1,102.8 |
1,125.5 |
1,173.3 |
|
| S4 |
1,068.0 |
1,090.8 |
1,163.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,189.5 |
1,156.4 |
33.1 |
2.8% |
15.5 |
1.3% |
60% |
False |
False |
104,096 |
| 10 |
1,189.5 |
1,147.2 |
42.3 |
3.6% |
15.0 |
1.3% |
69% |
False |
False |
126,562 |
| 20 |
1,189.5 |
1,111.5 |
78.0 |
6.6% |
15.0 |
1.3% |
83% |
False |
False |
69,572 |
| 40 |
1,189.5 |
1,080.0 |
109.5 |
9.3% |
10.5 |
0.9% |
88% |
False |
False |
34,849 |
| 60 |
1,189.5 |
1,080.0 |
109.5 |
9.3% |
7.5 |
0.6% |
88% |
False |
False |
23,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,235.5 |
|
2.618 |
1,213.8 |
|
1.618 |
1,200.8 |
|
1.000 |
1,192.5 |
|
0.618 |
1,187.5 |
|
HIGH |
1,179.3 |
|
0.618 |
1,174.3 |
|
0.500 |
1,172.8 |
|
0.382 |
1,171.3 |
|
LOW |
1,166.0 |
|
0.618 |
1,158.0 |
|
1.000 |
1,153.0 |
|
1.618 |
1,144.8 |
|
2.618 |
1,131.5 |
|
4.250 |
1,110.0 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,175.0 |
1,175.0 |
| PP |
1,173.8 |
1,174.0 |
| S1 |
1,172.8 |
1,173.0 |
|