| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,792.00 |
3,792.25 |
0.25 |
0.0% |
3,767.00 |
| High |
3,828.00 |
3,823.50 |
-4.50 |
-0.1% |
3,803.25 |
| Low |
3,781.25 |
3,783.00 |
1.75 |
0.0% |
3,750.25 |
| Close |
3,794.50 |
3,814.75 |
20.25 |
0.5% |
3,793.25 |
| Range |
46.75 |
40.50 |
-6.25 |
-13.4% |
53.00 |
| ATR |
33.20 |
33.72 |
0.52 |
1.6% |
0.00 |
| Volume |
281,591 |
249,821 |
-31,770 |
-11.3% |
1,176,723 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,928.50 |
3,912.25 |
3,837.00 |
|
| R3 |
3,888.00 |
3,871.75 |
3,826.00 |
|
| R2 |
3,847.50 |
3,847.50 |
3,822.25 |
|
| R1 |
3,831.25 |
3,831.25 |
3,818.50 |
3,839.50 |
| PP |
3,807.00 |
3,807.00 |
3,807.00 |
3,811.25 |
| S1 |
3,790.75 |
3,790.75 |
3,811.00 |
3,799.00 |
| S2 |
3,766.50 |
3,766.50 |
3,807.25 |
|
| S3 |
3,726.00 |
3,750.25 |
3,803.50 |
|
| S4 |
3,685.50 |
3,709.75 |
3,792.50 |
|
|
| 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 |
3,828.00 |
3,774.25 |
53.75 |
1.4% |
30.50 |
0.8% |
75% |
False |
False |
214,066 |
| 10 |
3,828.00 |
3,744.75 |
83.25 |
2.2% |
33.50 |
0.9% |
84% |
False |
False |
222,975 |
| 20 |
3,828.00 |
3,700.25 |
127.75 |
3.3% |
30.50 |
0.8% |
90% |
False |
False |
113,960 |
| 40 |
3,828.00 |
3,500.00 |
328.00 |
8.6% |
34.50 |
0.9% |
96% |
False |
False |
57,350 |
| 60 |
3,828.00 |
3,404.00 |
424.00 |
11.1% |
42.00 |
1.1% |
97% |
False |
False |
38,253 |
| 80 |
3,828.00 |
3,404.00 |
424.00 |
11.1% |
41.75 |
1.1% |
97% |
False |
False |
28,697 |
| 100 |
3,828.00 |
3,404.00 |
424.00 |
11.1% |
35.50 |
0.9% |
97% |
False |
False |
22,958 |
| 120 |
3,828.00 |
3,404.00 |
424.00 |
11.1% |
30.50 |
0.8% |
97% |
False |
False |
19,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,995.50 |
|
2.618 |
3,929.50 |
|
1.618 |
3,889.00 |
|
1.000 |
3,864.00 |
|
0.618 |
3,848.50 |
|
HIGH |
3,823.50 |
|
0.618 |
3,808.00 |
|
0.500 |
3,803.25 |
|
0.382 |
3,798.50 |
|
LOW |
3,783.00 |
|
0.618 |
3,758.00 |
|
1.000 |
3,742.50 |
|
1.618 |
3,717.50 |
|
2.618 |
3,677.00 |
|
4.250 |
3,611.00 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,811.00 |
3,811.50 |
| PP |
3,807.00 |
3,808.00 |
| S1 |
3,803.25 |
3,804.50 |
|