| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,766.50 |
3,767.00 |
0.50 |
0.0% |
3,791.25 |
| High |
3,779.00 |
3,783.50 |
4.50 |
0.1% |
3,799.50 |
| Low |
3,753.25 |
3,750.25 |
-3.00 |
-0.1% |
3,744.75 |
| Close |
3,769.00 |
3,772.50 |
3.50 |
0.1% |
3,769.00 |
| Range |
25.75 |
33.25 |
7.50 |
29.1% |
54.75 |
| ATR |
34.90 |
34.78 |
-0.12 |
-0.3% |
0.00 |
| Volume |
247,102 |
257,421 |
10,319 |
4.2% |
397,326 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,868.50 |
3,853.75 |
3,790.75 |
|
| R3 |
3,835.25 |
3,820.50 |
3,781.75 |
|
| R2 |
3,802.00 |
3,802.00 |
3,778.50 |
|
| R1 |
3,787.25 |
3,787.25 |
3,775.50 |
3,794.50 |
| PP |
3,768.75 |
3,768.75 |
3,768.75 |
3,772.50 |
| S1 |
3,754.00 |
3,754.00 |
3,769.50 |
3,761.50 |
| S2 |
3,735.50 |
3,735.50 |
3,766.50 |
|
| S3 |
3,702.25 |
3,720.75 |
3,763.25 |
|
| S4 |
3,669.00 |
3,687.50 |
3,754.25 |
|
|
| 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% |
31.50 |
0.8% |
51% |
False |
False |
130,193 |
| 10 |
3,799.50 |
3,706.50 |
93.00 |
2.5% |
30.50 |
0.8% |
71% |
False |
False |
66,353 |
| 20 |
3,799.50 |
3,558.75 |
240.75 |
6.4% |
32.00 |
0.8% |
89% |
False |
False |
34,031 |
| 40 |
3,799.50 |
3,476.00 |
323.50 |
8.6% |
37.50 |
1.0% |
92% |
False |
False |
17,057 |
| 60 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
44.50 |
1.2% |
93% |
False |
False |
11,391 |
| 80 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
40.00 |
1.1% |
93% |
False |
False |
8,545 |
| 100 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
34.00 |
0.9% |
93% |
False |
False |
6,837 |
| 120 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
28.75 |
0.8% |
93% |
False |
False |
5,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,924.75 |
|
2.618 |
3,870.50 |
|
1.618 |
3,837.25 |
|
1.000 |
3,816.75 |
|
0.618 |
3,804.00 |
|
HIGH |
3,783.50 |
|
0.618 |
3,770.75 |
|
0.500 |
3,767.00 |
|
0.382 |
3,763.00 |
|
LOW |
3,750.25 |
|
0.618 |
3,729.75 |
|
1.000 |
3,717.00 |
|
1.618 |
3,696.50 |
|
2.618 |
3,663.25 |
|
4.250 |
3,609.00 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,770.50 |
3,772.50 |
| PP |
3,768.75 |
3,772.25 |
| S1 |
3,767.00 |
3,772.00 |
|