| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,786.00 |
3,792.25 |
6.25 |
0.2% |
3,767.00 |
| High |
3,799.50 |
3,807.25 |
7.75 |
0.2% |
3,803.25 |
| Low |
3,784.75 |
3,785.25 |
0.50 |
0.0% |
3,750.25 |
| Close |
3,793.25 |
3,794.50 |
1.25 |
0.0% |
3,793.25 |
| Range |
14.75 |
22.00 |
7.25 |
49.2% |
53.00 |
| ATR |
32.94 |
32.15 |
-0.78 |
-2.4% |
0.00 |
| Volume |
158,922 |
161,444 |
2,522 |
1.6% |
1,176,723 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,861.75 |
3,850.00 |
3,806.50 |
|
| R3 |
3,839.75 |
3,828.00 |
3,800.50 |
|
| R2 |
3,817.75 |
3,817.75 |
3,798.50 |
|
| R1 |
3,806.00 |
3,806.00 |
3,796.50 |
3,812.00 |
| PP |
3,795.75 |
3,795.75 |
3,795.75 |
3,798.50 |
| S1 |
3,784.00 |
3,784.00 |
3,792.50 |
3,790.00 |
| S2 |
3,773.75 |
3,773.75 |
3,790.50 |
|
| S3 |
3,751.75 |
3,762.00 |
3,788.50 |
|
| S4 |
3,729.75 |
3,740.00 |
3,782.50 |
|
|
| 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 |
3,807.25 |
3,755.00 |
52.25 |
1.4% |
26.75 |
0.7% |
76% |
True |
False |
216,149 |
| 10 |
3,807.25 |
3,744.75 |
62.50 |
1.6% |
29.00 |
0.8% |
80% |
True |
False |
173,171 |
| 20 |
3,807.25 |
3,673.00 |
134.25 |
3.5% |
29.25 |
0.8% |
91% |
True |
False |
87,785 |
| 40 |
3,807.25 |
3,476.00 |
331.25 |
8.7% |
35.00 |
0.9% |
96% |
True |
False |
44,074 |
| 60 |
3,807.25 |
3,404.00 |
403.25 |
10.6% |
41.50 |
1.1% |
97% |
True |
False |
29,399 |
| 80 |
3,807.25 |
3,404.00 |
403.25 |
10.6% |
41.00 |
1.1% |
97% |
True |
False |
22,054 |
| 100 |
3,807.25 |
3,404.00 |
403.25 |
10.6% |
35.00 |
0.9% |
97% |
True |
False |
17,644 |
| 120 |
3,807.25 |
3,404.00 |
403.25 |
10.6% |
29.75 |
0.8% |
97% |
True |
False |
14,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,900.75 |
|
2.618 |
3,864.75 |
|
1.618 |
3,842.75 |
|
1.000 |
3,829.25 |
|
0.618 |
3,820.75 |
|
HIGH |
3,807.25 |
|
0.618 |
3,798.75 |
|
0.500 |
3,796.25 |
|
0.382 |
3,793.75 |
|
LOW |
3,785.25 |
|
0.618 |
3,771.75 |
|
1.000 |
3,763.25 |
|
1.618 |
3,749.75 |
|
2.618 |
3,727.75 |
|
4.250 |
3,691.75 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,796.25 |
3,793.25 |
| PP |
3,795.75 |
3,792.00 |
| S1 |
3,795.00 |
3,790.75 |
|