| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,772.75 |
3,773.25 |
0.50 |
0.0% |
3,791.25 |
| High |
3,786.00 |
3,800.25 |
14.25 |
0.4% |
3,799.50 |
| Low |
3,763.00 |
3,755.00 |
-8.00 |
-0.2% |
3,744.75 |
| Close |
3,772.25 |
3,795.75 |
23.50 |
0.6% |
3,769.00 |
| Range |
23.00 |
45.25 |
22.25 |
96.7% |
54.75 |
| ATR |
33.94 |
34.75 |
0.81 |
2.4% |
0.00 |
| Volume |
263,920 |
277,906 |
13,986 |
5.3% |
397,326 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,919.50 |
3,902.75 |
3,820.75 |
|
| R3 |
3,874.25 |
3,857.50 |
3,808.25 |
|
| R2 |
3,829.00 |
3,829.00 |
3,804.00 |
|
| R1 |
3,812.25 |
3,812.25 |
3,800.00 |
3,820.50 |
| PP |
3,783.75 |
3,783.75 |
3,783.75 |
3,787.75 |
| S1 |
3,767.00 |
3,767.00 |
3,791.50 |
3,775.50 |
| S2 |
3,738.50 |
3,738.50 |
3,787.50 |
|
| S3 |
3,693.25 |
3,721.75 |
3,783.25 |
|
| S4 |
3,648.00 |
3,676.50 |
3,770.75 |
|
|
| 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 |
3,800.25 |
3,744.75 |
55.50 |
1.5% |
36.50 |
1.0% |
92% |
True |
False |
231,884 |
| 10 |
3,800.25 |
3,726.75 |
73.50 |
1.9% |
31.75 |
0.8% |
94% |
True |
False |
120,314 |
| 20 |
3,800.25 |
3,586.50 |
213.75 |
5.6% |
31.00 |
0.8% |
98% |
True |
False |
61,095 |
| 40 |
3,800.25 |
3,476.00 |
324.25 |
8.5% |
37.50 |
1.0% |
99% |
True |
False |
30,603 |
| 60 |
3,800.25 |
3,404.00 |
396.25 |
10.4% |
43.25 |
1.1% |
99% |
True |
False |
20,420 |
| 80 |
3,800.25 |
3,404.00 |
396.25 |
10.4% |
40.75 |
1.1% |
99% |
True |
False |
15,318 |
| 100 |
3,800.25 |
3,404.00 |
396.25 |
10.4% |
34.50 |
0.9% |
99% |
True |
False |
12,255 |
| 120 |
3,800.25 |
3,404.00 |
396.25 |
10.4% |
29.25 |
0.8% |
99% |
True |
False |
10,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,992.50 |
|
2.618 |
3,918.75 |
|
1.618 |
3,873.50 |
|
1.000 |
3,845.50 |
|
0.618 |
3,828.25 |
|
HIGH |
3,800.25 |
|
0.618 |
3,783.00 |
|
0.500 |
3,777.50 |
|
0.382 |
3,772.25 |
|
LOW |
3,755.00 |
|
0.618 |
3,727.00 |
|
1.000 |
3,709.75 |
|
1.618 |
3,681.75 |
|
2.618 |
3,636.50 |
|
4.250 |
3,562.75 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,789.75 |
3,789.00 |
| PP |
3,783.75 |
3,782.00 |
| S1 |
3,777.50 |
3,775.25 |
|