| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,177.6 |
1,176.3 |
-1.3 |
-0.1% |
1,183.2 |
| High |
1,179.3 |
1,185.5 |
6.2 |
0.5% |
1,189.5 |
| Low |
1,166.1 |
1,169.9 |
3.8 |
0.3% |
1,156.4 |
| Close |
1,176.2 |
1,182.0 |
5.8 |
0.5% |
1,182.0 |
| Range |
13.2 |
15.6 |
2.4 |
18.2% |
33.1 |
| ATR |
14.5 |
14.6 |
0.1 |
0.5% |
0.0 |
| Volume |
106,490 |
118,893 |
12,403 |
11.6% |
559,897 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,226.0 |
1,219.5 |
1,190.5 |
|
| R3 |
1,210.3 |
1,204.0 |
1,186.3 |
|
| R2 |
1,194.8 |
1,194.8 |
1,184.8 |
|
| R1 |
1,188.3 |
1,188.3 |
1,183.5 |
1,191.5 |
| PP |
1,179.3 |
1,179.3 |
1,179.3 |
1,180.8 |
| S1 |
1,172.8 |
1,172.8 |
1,180.5 |
1,176.0 |
| S2 |
1,163.5 |
1,163.5 |
1,179.3 |
|
| S3 |
1,148.0 |
1,157.3 |
1,177.8 |
|
| S4 |
1,132.3 |
1,141.5 |
1,173.5 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,275.3 |
1,261.8 |
1,200.3 |
|
| R3 |
1,242.3 |
1,228.8 |
1,191.0 |
|
| R2 |
1,209.0 |
1,209.0 |
1,188.0 |
|
| R1 |
1,195.5 |
1,195.5 |
1,185.0 |
1,185.8 |
| PP |
1,176.0 |
1,176.0 |
1,176.0 |
1,171.0 |
| S1 |
1,162.5 |
1,162.5 |
1,179.0 |
1,152.8 |
| S2 |
1,142.8 |
1,142.8 |
1,176.0 |
|
| S3 |
1,109.8 |
1,129.3 |
1,173.0 |
|
| S4 |
1,076.8 |
1,096.3 |
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% |
17.0 |
1.4% |
77% |
False |
False |
111,979 |
| 10 |
1,189.5 |
1,149.3 |
40.2 |
3.4% |
15.3 |
1.3% |
81% |
False |
False |
124,492 |
| 20 |
1,189.5 |
1,111.5 |
78.0 |
6.6% |
15.3 |
1.3% |
90% |
False |
False |
75,510 |
| 40 |
1,189.5 |
1,080.0 |
109.5 |
9.3% |
10.8 |
0.9% |
93% |
False |
False |
37,822 |
| 60 |
1,189.5 |
1,080.0 |
109.5 |
9.3% |
7.8 |
0.6% |
93% |
False |
False |
25,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,251.8 |
|
2.618 |
1,226.3 |
|
1.618 |
1,210.8 |
|
1.000 |
1,201.0 |
|
0.618 |
1,195.3 |
|
HIGH |
1,185.5 |
|
0.618 |
1,179.5 |
|
0.500 |
1,177.8 |
|
0.382 |
1,175.8 |
|
LOW |
1,170.0 |
|
0.618 |
1,160.3 |
|
1.000 |
1,154.3 |
|
1.618 |
1,144.8 |
|
2.618 |
1,129.0 |
|
4.250 |
1,103.5 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,180.5 |
1,178.3 |
| PP |
1,179.3 |
1,174.8 |
| S1 |
1,177.8 |
1,171.0 |
|