| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,792.25 |
3,766.50 |
-25.75 |
-0.7% |
3,791.25 |
| High |
3,799.50 |
3,779.00 |
-20.50 |
-0.5% |
3,799.50 |
| Low |
3,744.75 |
3,753.25 |
8.50 |
0.2% |
3,744.75 |
| Close |
3,764.50 |
3,769.00 |
4.50 |
0.1% |
3,769.00 |
| Range |
54.75 |
25.75 |
-29.00 |
-53.0% |
54.75 |
| ATR |
35.60 |
34.90 |
-0.70 |
-2.0% |
0.00 |
| Volume |
113,073 |
247,102 |
134,029 |
118.5% |
397,326 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,844.25 |
3,832.50 |
3,783.25 |
|
| R3 |
3,818.50 |
3,806.75 |
3,776.00 |
|
| R2 |
3,792.75 |
3,792.75 |
3,773.75 |
|
| R1 |
3,781.00 |
3,781.00 |
3,771.25 |
3,787.00 |
| PP |
3,767.00 |
3,767.00 |
3,767.00 |
3,770.00 |
| S1 |
3,755.25 |
3,755.25 |
3,766.75 |
3,761.00 |
| S2 |
3,741.25 |
3,741.25 |
3,764.25 |
|
| S3 |
3,715.50 |
3,729.50 |
3,762.00 |
|
| S4 |
3,689.75 |
3,703.75 |
3,754.75 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,935.25 |
3,907.00 |
3,799.00 |
|
| R3 |
3,880.50 |
3,852.25 |
3,784.00 |
|
| R2 |
3,825.75 |
3,825.75 |
3,779.00 |
|
| R1 |
3,797.50 |
3,797.50 |
3,774.00 |
3,784.25 |
| PP |
3,771.00 |
3,771.00 |
3,771.00 |
3,764.50 |
| S1 |
3,742.75 |
3,742.75 |
3,764.00 |
3,729.50 |
| S2 |
3,716.25 |
3,716.25 |
3,759.00 |
|
| S3 |
3,661.50 |
3,688.00 |
3,754.00 |
|
| S4 |
3,606.75 |
3,633.25 |
3,739.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,799.50 |
3,744.75 |
54.75 |
1.5% |
28.75 |
0.8% |
44% |
False |
False |
79,465 |
| 10 |
3,799.50 |
3,700.25 |
99.25 |
2.6% |
30.75 |
0.8% |
69% |
False |
False |
40,751 |
| 20 |
3,799.50 |
3,539.00 |
260.50 |
6.9% |
32.50 |
0.9% |
88% |
False |
False |
21,172 |
| 40 |
3,799.50 |
3,476.00 |
323.50 |
8.6% |
37.50 |
1.0% |
91% |
False |
False |
10,623 |
| 60 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
44.25 |
1.2% |
92% |
False |
False |
7,101 |
| 80 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
39.75 |
1.1% |
92% |
False |
False |
5,327 |
| 100 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
33.75 |
0.9% |
92% |
False |
False |
4,263 |
| 120 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
28.50 |
0.8% |
92% |
False |
False |
3,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,888.50 |
|
2.618 |
3,846.50 |
|
1.618 |
3,820.75 |
|
1.000 |
3,804.75 |
|
0.618 |
3,795.00 |
|
HIGH |
3,779.00 |
|
0.618 |
3,769.25 |
|
0.500 |
3,766.00 |
|
0.382 |
3,763.00 |
|
LOW |
3,753.25 |
|
0.618 |
3,737.25 |
|
1.000 |
3,727.50 |
|
1.618 |
3,711.50 |
|
2.618 |
3,685.75 |
|
4.250 |
3,643.75 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,768.00 |
3,772.00 |
| PP |
3,767.00 |
3,771.00 |
| S1 |
3,766.00 |
3,770.00 |
|