| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,792.25 |
3,812.75 |
20.50 |
0.5% |
3,767.00 |
| High |
3,823.50 |
3,822.00 |
-1.50 |
0.0% |
3,803.25 |
| Low |
3,783.00 |
3,789.00 |
6.00 |
0.2% |
3,750.25 |
| Close |
3,814.75 |
3,817.50 |
2.75 |
0.1% |
3,793.25 |
| Range |
40.50 |
33.00 |
-7.50 |
-18.5% |
53.00 |
| ATR |
33.72 |
33.67 |
-0.05 |
-0.2% |
0.00 |
| Volume |
249,821 |
239,390 |
-10,431 |
-4.2% |
1,176,723 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,908.50 |
3,896.00 |
3,835.75 |
|
| R3 |
3,875.50 |
3,863.00 |
3,826.50 |
|
| R2 |
3,842.50 |
3,842.50 |
3,823.50 |
|
| R1 |
3,830.00 |
3,830.00 |
3,820.50 |
3,836.25 |
| PP |
3,809.50 |
3,809.50 |
3,809.50 |
3,812.50 |
| S1 |
3,797.00 |
3,797.00 |
3,814.50 |
3,803.25 |
| S2 |
3,776.50 |
3,776.50 |
3,811.50 |
|
| S3 |
3,743.50 |
3,764.00 |
3,808.50 |
|
| S4 |
3,710.50 |
3,731.00 |
3,799.25 |
|
|
| 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 |
3,828.00 |
3,781.25 |
46.75 |
1.2% |
31.50 |
0.8% |
78% |
False |
False |
218,233 |
| 10 |
3,828.00 |
3,750.25 |
77.75 |
2.0% |
31.25 |
0.8% |
86% |
False |
False |
235,607 |
| 20 |
3,828.00 |
3,700.25 |
127.75 |
3.3% |
31.00 |
0.8% |
92% |
False |
False |
125,871 |
| 40 |
3,828.00 |
3,500.00 |
328.00 |
8.6% |
34.50 |
0.9% |
97% |
False |
False |
63,334 |
| 60 |
3,828.00 |
3,404.00 |
424.00 |
11.1% |
41.50 |
1.1% |
98% |
False |
False |
42,243 |
| 80 |
3,828.00 |
3,404.00 |
424.00 |
11.1% |
42.00 |
1.1% |
98% |
False |
False |
31,689 |
| 100 |
3,828.00 |
3,404.00 |
424.00 |
11.1% |
36.00 |
0.9% |
98% |
False |
False |
25,352 |
| 120 |
3,828.00 |
3,404.00 |
424.00 |
11.1% |
30.50 |
0.8% |
98% |
False |
False |
21,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,962.25 |
|
2.618 |
3,908.50 |
|
1.618 |
3,875.50 |
|
1.000 |
3,855.00 |
|
0.618 |
3,842.50 |
|
HIGH |
3,822.00 |
|
0.618 |
3,809.50 |
|
0.500 |
3,805.50 |
|
0.382 |
3,801.50 |
|
LOW |
3,789.00 |
|
0.618 |
3,768.50 |
|
1.000 |
3,756.00 |
|
1.618 |
3,735.50 |
|
2.618 |
3,702.50 |
|
4.250 |
3,648.75 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,813.50 |
3,813.25 |
| PP |
3,809.50 |
3,809.00 |
| S1 |
3,805.50 |
3,804.50 |
|