| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,767.00 |
3,772.75 |
5.75 |
0.2% |
3,791.25 |
| High |
3,783.50 |
3,786.00 |
2.50 |
0.1% |
3,799.50 |
| Low |
3,750.25 |
3,763.00 |
12.75 |
0.3% |
3,744.75 |
| Close |
3,772.50 |
3,772.25 |
-0.25 |
0.0% |
3,769.00 |
| Range |
33.25 |
23.00 |
-10.25 |
-30.8% |
54.75 |
| ATR |
34.78 |
33.94 |
-0.84 |
-2.4% |
0.00 |
| Volume |
257,421 |
263,920 |
6,499 |
2.5% |
397,326 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,842.75 |
3,830.50 |
3,785.00 |
|
| R3 |
3,819.75 |
3,807.50 |
3,778.50 |
|
| R2 |
3,796.75 |
3,796.75 |
3,776.50 |
|
| R1 |
3,784.50 |
3,784.50 |
3,774.25 |
3,779.00 |
| PP |
3,773.75 |
3,773.75 |
3,773.75 |
3,771.00 |
| S1 |
3,761.50 |
3,761.50 |
3,770.25 |
3,756.00 |
| S2 |
3,750.75 |
3,750.75 |
3,768.00 |
|
| S3 |
3,727.75 |
3,738.50 |
3,766.00 |
|
| S4 |
3,704.75 |
3,715.50 |
3,759.50 |
|
|
| 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% |
32.25 |
0.9% |
50% |
False |
False |
181,091 |
| 10 |
3,799.50 |
3,706.50 |
93.00 |
2.5% |
30.75 |
0.8% |
71% |
False |
False |
92,682 |
| 20 |
3,799.50 |
3,579.00 |
220.50 |
5.8% |
30.75 |
0.8% |
88% |
False |
False |
47,212 |
| 40 |
3,799.50 |
3,476.00 |
323.50 |
8.6% |
37.25 |
1.0% |
92% |
False |
False |
23,655 |
| 60 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
43.75 |
1.2% |
93% |
False |
False |
15,789 |
| 80 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
40.25 |
1.1% |
93% |
False |
False |
11,844 |
| 100 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
34.00 |
0.9% |
93% |
False |
False |
9,476 |
| 120 |
3,799.50 |
3,404.00 |
395.50 |
10.5% |
29.00 |
0.8% |
93% |
False |
False |
7,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,883.75 |
|
2.618 |
3,846.25 |
|
1.618 |
3,823.25 |
|
1.000 |
3,809.00 |
|
0.618 |
3,800.25 |
|
HIGH |
3,786.00 |
|
0.618 |
3,777.25 |
|
0.500 |
3,774.50 |
|
0.382 |
3,771.75 |
|
LOW |
3,763.00 |
|
0.618 |
3,748.75 |
|
1.000 |
3,740.00 |
|
1.618 |
3,725.75 |
|
2.618 |
3,702.75 |
|
4.250 |
3,665.25 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,774.50 |
3,771.00 |
| PP |
3,773.75 |
3,769.50 |
| S1 |
3,773.00 |
3,768.00 |
|