| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,773.25 |
3,794.75 |
21.50 |
0.6% |
3,791.25 |
| High |
3,800.25 |
3,803.25 |
3.00 |
0.1% |
3,799.50 |
| Low |
3,755.00 |
3,774.25 |
19.25 |
0.5% |
3,744.75 |
| Close |
3,795.75 |
3,789.00 |
-6.75 |
-0.2% |
3,769.00 |
| Range |
45.25 |
29.00 |
-16.25 |
-35.9% |
54.75 |
| ATR |
34.75 |
34.33 |
-0.41 |
-1.2% |
0.00 |
| Volume |
277,906 |
218,554 |
-59,352 |
-21.4% |
397,326 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,875.75 |
3,861.50 |
3,805.00 |
|
| R3 |
3,846.75 |
3,832.50 |
3,797.00 |
|
| R2 |
3,817.75 |
3,817.75 |
3,794.25 |
|
| R1 |
3,803.50 |
3,803.50 |
3,791.75 |
3,796.00 |
| PP |
3,788.75 |
3,788.75 |
3,788.75 |
3,785.25 |
| S1 |
3,774.50 |
3,774.50 |
3,786.25 |
3,767.00 |
| S2 |
3,759.75 |
3,759.75 |
3,783.75 |
|
| S3 |
3,730.75 |
3,745.50 |
3,781.00 |
|
| S4 |
3,701.75 |
3,716.50 |
3,773.00 |
|
|
| 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 |
3,803.25 |
3,750.25 |
53.00 |
1.4% |
31.25 |
0.8% |
73% |
True |
False |
252,980 |
| 10 |
3,803.25 |
3,744.75 |
58.50 |
1.5% |
30.00 |
0.8% |
76% |
True |
False |
141,718 |
| 20 |
3,803.25 |
3,625.00 |
178.25 |
4.7% |
30.50 |
0.8% |
92% |
True |
False |
71,998 |
| 40 |
3,803.25 |
3,476.00 |
327.25 |
8.6% |
37.50 |
1.0% |
96% |
True |
False |
36,066 |
| 60 |
3,803.25 |
3,404.00 |
399.25 |
10.5% |
42.75 |
1.1% |
96% |
True |
False |
24,061 |
| 80 |
3,803.25 |
3,404.00 |
399.25 |
10.5% |
41.00 |
1.1% |
96% |
True |
False |
18,050 |
| 100 |
3,803.25 |
3,404.00 |
399.25 |
10.5% |
34.75 |
0.9% |
96% |
True |
False |
14,441 |
| 120 |
3,803.25 |
3,404.00 |
399.25 |
10.5% |
29.50 |
0.8% |
96% |
True |
False |
12,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,926.50 |
|
2.618 |
3,879.25 |
|
1.618 |
3,850.25 |
|
1.000 |
3,832.25 |
|
0.618 |
3,821.25 |
|
HIGH |
3,803.25 |
|
0.618 |
3,792.25 |
|
0.500 |
3,788.75 |
|
0.382 |
3,785.25 |
|
LOW |
3,774.25 |
|
0.618 |
3,756.25 |
|
1.000 |
3,745.25 |
|
1.618 |
3,727.25 |
|
2.618 |
3,698.25 |
|
4.250 |
3,651.00 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,789.00 |
3,785.75 |
| PP |
3,788.75 |
3,782.50 |
| S1 |
3,788.75 |
3,779.00 |
|