| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,791.25 |
3,785.25 |
-6.00 |
-0.2% |
3,726.25 |
| High |
3,795.75 |
3,796.00 |
0.25 |
0.0% |
3,791.50 |
| Low |
3,776.25 |
3,777.50 |
1.25 |
0.0% |
3,700.25 |
| Close |
3,786.50 |
3,793.50 |
7.00 |
0.2% |
3,790.75 |
| Range |
19.50 |
18.50 |
-1.00 |
-5.1% |
91.25 |
| ATR |
36.10 |
34.85 |
-1.26 |
-3.5% |
0.00 |
| Volume |
3,779 |
9,431 |
5,652 |
149.6% |
10,186 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,844.50 |
3,837.50 |
3,803.75 |
|
| R3 |
3,826.00 |
3,819.00 |
3,798.50 |
|
| R2 |
3,807.50 |
3,807.50 |
3,797.00 |
|
| R1 |
3,800.50 |
3,800.50 |
3,795.25 |
3,804.00 |
| PP |
3,789.00 |
3,789.00 |
3,789.00 |
3,790.75 |
| S1 |
3,782.00 |
3,782.00 |
3,791.75 |
3,785.50 |
| S2 |
3,770.50 |
3,770.50 |
3,790.00 |
|
| S3 |
3,752.00 |
3,763.50 |
3,788.50 |
|
| S4 |
3,733.50 |
3,745.00 |
3,783.25 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,034.50 |
4,004.00 |
3,841.00 |
|
| R3 |
3,943.25 |
3,912.75 |
3,815.75 |
|
| R2 |
3,852.00 |
3,852.00 |
3,807.50 |
|
| R1 |
3,821.50 |
3,821.50 |
3,799.00 |
3,836.75 |
| PP |
3,760.75 |
3,760.75 |
3,760.75 |
3,768.50 |
| S1 |
3,730.25 |
3,730.25 |
3,782.50 |
3,745.50 |
| S2 |
3,669.50 |
3,669.50 |
3,774.00 |
|
| S3 |
3,578.25 |
3,639.00 |
3,765.75 |
|
| S4 |
3,487.00 |
3,547.75 |
3,740.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,796.00 |
3,706.50 |
89.50 |
2.4% |
29.50 |
0.8% |
97% |
True |
False |
4,273 |
| 10 |
3,796.00 |
3,700.25 |
95.75 |
2.5% |
27.25 |
0.7% |
97% |
True |
False |
3,274 |
| 20 |
3,796.00 |
3,532.75 |
263.25 |
6.9% |
32.50 |
0.9% |
99% |
True |
False |
1,981 |
| 40 |
3,796.00 |
3,404.00 |
392.00 |
10.3% |
39.00 |
1.0% |
99% |
True |
False |
1,023 |
| 60 |
3,796.00 |
3,404.00 |
392.00 |
10.3% |
45.00 |
1.2% |
99% |
True |
False |
700 |
| 80 |
3,796.00 |
3,404.00 |
392.00 |
10.3% |
38.75 |
1.0% |
99% |
True |
False |
526 |
| 100 |
3,796.00 |
3,404.00 |
392.00 |
10.3% |
32.75 |
0.9% |
99% |
True |
False |
422 |
| 120 |
3,796.00 |
3,404.00 |
392.00 |
10.3% |
28.25 |
0.7% |
99% |
True |
False |
352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,874.50 |
|
2.618 |
3,844.50 |
|
1.618 |
3,826.00 |
|
1.000 |
3,814.50 |
|
0.618 |
3,807.50 |
|
HIGH |
3,796.00 |
|
0.618 |
3,789.00 |
|
0.500 |
3,786.75 |
|
0.382 |
3,784.50 |
|
LOW |
3,777.50 |
|
0.618 |
3,766.00 |
|
1.000 |
3,759.00 |
|
1.618 |
3,747.50 |
|
2.618 |
3,729.00 |
|
4.250 |
3,699.00 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,791.25 |
3,789.25 |
| PP |
3,789.00 |
3,785.00 |
| S1 |
3,786.75 |
3,780.75 |
|