| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,785.25 |
3,795.50 |
10.25 |
0.3% |
3,726.25 |
| High |
3,796.00 |
3,797.75 |
1.75 |
0.0% |
3,791.50 |
| Low |
3,777.50 |
3,773.00 |
-4.50 |
-0.1% |
3,700.25 |
| Close |
3,793.50 |
3,791.50 |
-2.00 |
-0.1% |
3,790.75 |
| Range |
18.50 |
24.75 |
6.25 |
33.8% |
91.25 |
| ATR |
34.85 |
34.13 |
-0.72 |
-2.1% |
0.00 |
| Volume |
9,431 |
23,941 |
14,510 |
153.9% |
10,186 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,861.75 |
3,851.25 |
3,805.00 |
|
| R3 |
3,837.00 |
3,826.50 |
3,798.25 |
|
| R2 |
3,812.25 |
3,812.25 |
3,796.00 |
|
| R1 |
3,801.75 |
3,801.75 |
3,793.75 |
3,794.50 |
| PP |
3,787.50 |
3,787.50 |
3,787.50 |
3,783.75 |
| S1 |
3,777.00 |
3,777.00 |
3,789.25 |
3,770.00 |
| S2 |
3,762.75 |
3,762.75 |
3,787.00 |
|
| S3 |
3,738.00 |
3,752.25 |
3,784.75 |
|
| S4 |
3,713.25 |
3,727.50 |
3,778.00 |
|
|
| 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 |
3,797.75 |
3,726.75 |
71.00 |
1.9% |
27.25 |
0.7% |
91% |
True |
False |
8,744 |
| 10 |
3,797.75 |
3,700.25 |
97.50 |
2.6% |
27.50 |
0.7% |
94% |
True |
False |
4,945 |
| 20 |
3,797.75 |
3,532.75 |
265.00 |
7.0% |
33.00 |
0.9% |
98% |
True |
False |
3,170 |
| 40 |
3,797.75 |
3,404.00 |
393.75 |
10.4% |
38.50 |
1.0% |
98% |
True |
False |
1,621 |
| 60 |
3,797.75 |
3,404.00 |
393.75 |
10.4% |
44.50 |
1.2% |
98% |
True |
False |
1,098 |
| 80 |
3,797.75 |
3,404.00 |
393.75 |
10.4% |
39.00 |
1.0% |
98% |
True |
False |
825 |
| 100 |
3,797.75 |
3,404.00 |
393.75 |
10.4% |
33.00 |
0.9% |
98% |
True |
False |
661 |
| 120 |
3,797.75 |
3,404.00 |
393.75 |
10.4% |
28.25 |
0.7% |
98% |
True |
False |
552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,903.00 |
|
2.618 |
3,862.50 |
|
1.618 |
3,837.75 |
|
1.000 |
3,822.50 |
|
0.618 |
3,813.00 |
|
HIGH |
3,797.75 |
|
0.618 |
3,788.25 |
|
0.500 |
3,785.50 |
|
0.382 |
3,782.50 |
|
LOW |
3,773.00 |
|
0.618 |
3,757.75 |
|
1.000 |
3,748.25 |
|
1.618 |
3,733.00 |
|
2.618 |
3,708.25 |
|
4.250 |
3,667.75 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,789.50 |
3,789.50 |
| PP |
3,787.50 |
3,787.50 |
| S1 |
3,785.50 |
3,785.50 |
|