| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,794.75 |
3,786.00 |
-8.75 |
-0.2% |
3,767.00 |
| High |
3,803.25 |
3,799.50 |
-3.75 |
-0.1% |
3,803.25 |
| Low |
3,774.25 |
3,784.75 |
10.50 |
0.3% |
3,750.25 |
| Close |
3,789.00 |
3,793.25 |
4.25 |
0.1% |
3,793.25 |
| Range |
29.00 |
14.75 |
-14.25 |
-49.1% |
53.00 |
| ATR |
34.33 |
32.94 |
-1.40 |
-4.1% |
0.00 |
| Volume |
218,554 |
158,922 |
-59,632 |
-27.3% |
1,176,723 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,836.75 |
3,829.75 |
3,801.25 |
|
| R3 |
3,822.00 |
3,815.00 |
3,797.25 |
|
| R2 |
3,807.25 |
3,807.25 |
3,796.00 |
|
| R1 |
3,800.25 |
3,800.25 |
3,794.50 |
3,803.75 |
| PP |
3,792.50 |
3,792.50 |
3,792.50 |
3,794.25 |
| S1 |
3,785.50 |
3,785.50 |
3,792.00 |
3,789.00 |
| S2 |
3,777.75 |
3,777.75 |
3,790.50 |
|
| S3 |
3,763.00 |
3,770.75 |
3,789.25 |
|
| S4 |
3,748.25 |
3,756.00 |
3,785.25 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,941.25 |
3,920.25 |
3,822.50 |
|
| R3 |
3,888.25 |
3,867.25 |
3,807.75 |
|
| R2 |
3,835.25 |
3,835.25 |
3,803.00 |
|
| R1 |
3,814.25 |
3,814.25 |
3,798.00 |
3,824.75 |
| PP |
3,782.25 |
3,782.25 |
3,782.25 |
3,787.50 |
| S1 |
3,761.25 |
3,761.25 |
3,788.50 |
3,771.75 |
| S2 |
3,729.25 |
3,729.25 |
3,783.50 |
|
| S3 |
3,676.25 |
3,708.25 |
3,778.75 |
|
| S4 |
3,623.25 |
3,655.25 |
3,764.00 |
|
|
| 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% |
29.00 |
0.8% |
81% |
False |
False |
235,344 |
| 10 |
3,803.25 |
3,744.75 |
58.50 |
1.5% |
28.75 |
0.8% |
83% |
False |
False |
157,404 |
| 20 |
3,803.25 |
3,639.25 |
164.00 |
4.3% |
29.75 |
0.8% |
94% |
False |
False |
79,777 |
| 40 |
3,803.25 |
3,476.00 |
327.25 |
8.6% |
36.00 |
1.0% |
97% |
False |
False |
40,038 |
| 60 |
3,803.25 |
3,404.00 |
399.25 |
10.5% |
41.75 |
1.1% |
97% |
False |
False |
26,709 |
| 80 |
3,803.25 |
3,404.00 |
399.25 |
10.5% |
41.00 |
1.1% |
97% |
False |
False |
20,036 |
| 100 |
3,803.25 |
3,404.00 |
399.25 |
10.5% |
35.00 |
0.9% |
97% |
False |
False |
16,030 |
| 120 |
3,803.25 |
3,404.00 |
399.25 |
10.5% |
29.75 |
0.8% |
97% |
False |
False |
13,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,862.25 |
|
2.618 |
3,838.00 |
|
1.618 |
3,823.25 |
|
1.000 |
3,814.25 |
|
0.618 |
3,808.50 |
|
HIGH |
3,799.50 |
|
0.618 |
3,793.75 |
|
0.500 |
3,792.00 |
|
0.382 |
3,790.50 |
|
LOW |
3,784.75 |
|
0.618 |
3,775.75 |
|
1.000 |
3,770.00 |
|
1.618 |
3,761.00 |
|
2.618 |
3,746.25 |
|
4.250 |
3,722.00 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,793.00 |
3,788.50 |
| PP |
3,792.50 |
3,783.75 |
| S1 |
3,792.00 |
3,779.00 |
|