| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,792.25 |
3,792.00 |
-0.25 |
0.0% |
3,767.00 |
| High |
3,807.25 |
3,828.00 |
20.75 |
0.5% |
3,803.25 |
| Low |
3,785.25 |
3,781.25 |
-4.00 |
-0.1% |
3,750.25 |
| Close |
3,794.50 |
3,794.50 |
0.00 |
0.0% |
3,793.25 |
| Range |
22.00 |
46.75 |
24.75 |
112.5% |
53.00 |
| ATR |
32.15 |
33.20 |
1.04 |
3.2% |
0.00 |
| Volume |
161,444 |
281,591 |
120,147 |
74.4% |
1,176,723 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,941.50 |
3,914.75 |
3,820.25 |
|
| R3 |
3,894.75 |
3,868.00 |
3,807.25 |
|
| R2 |
3,848.00 |
3,848.00 |
3,803.00 |
|
| R1 |
3,821.25 |
3,821.25 |
3,798.75 |
3,834.50 |
| PP |
3,801.25 |
3,801.25 |
3,801.25 |
3,808.00 |
| S1 |
3,774.50 |
3,774.50 |
3,790.25 |
3,788.00 |
| S2 |
3,754.50 |
3,754.50 |
3,786.00 |
|
| S3 |
3,707.75 |
3,727.75 |
3,781.75 |
|
| S4 |
3,661.00 |
3,681.00 |
3,768.75 |
|
|
| 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 |
3,828.00 |
3,755.00 |
73.00 |
1.9% |
31.50 |
0.8% |
54% |
True |
False |
219,683 |
| 10 |
3,828.00 |
3,744.75 |
83.25 |
2.2% |
32.00 |
0.8% |
60% |
True |
False |
200,387 |
| 20 |
3,828.00 |
3,700.25 |
127.75 |
3.4% |
29.50 |
0.8% |
74% |
True |
False |
101,830 |
| 40 |
3,828.00 |
3,500.00 |
328.00 |
8.6% |
34.25 |
0.9% |
90% |
True |
False |
51,113 |
| 60 |
3,828.00 |
3,404.00 |
424.00 |
11.2% |
41.75 |
1.1% |
92% |
True |
False |
34,091 |
| 80 |
3,828.00 |
3,404.00 |
424.00 |
11.2% |
41.25 |
1.1% |
92% |
True |
False |
25,574 |
| 100 |
3,828.00 |
3,404.00 |
424.00 |
11.2% |
35.25 |
0.9% |
92% |
True |
False |
20,460 |
| 120 |
3,828.00 |
3,404.00 |
424.00 |
11.2% |
30.25 |
0.8% |
92% |
True |
False |
17,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,026.75 |
|
2.618 |
3,950.50 |
|
1.618 |
3,903.75 |
|
1.000 |
3,874.75 |
|
0.618 |
3,857.00 |
|
HIGH |
3,828.00 |
|
0.618 |
3,810.25 |
|
0.500 |
3,804.50 |
|
0.382 |
3,799.00 |
|
LOW |
3,781.25 |
|
0.618 |
3,752.25 |
|
1.000 |
3,734.50 |
|
1.618 |
3,705.50 |
|
2.618 |
3,658.75 |
|
4.250 |
3,582.50 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,804.50 |
3,804.50 |
| PP |
3,801.25 |
3,801.25 |
| S1 |
3,798.00 |
3,798.00 |
|