| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,817.00 |
3,831.50 |
14.50 |
0.4% |
3,792.25 |
| High |
3,837.75 |
3,851.25 |
13.50 |
0.4% |
3,837.75 |
| Low |
3,808.00 |
3,827.75 |
19.75 |
0.5% |
3,781.25 |
| Close |
3,831.50 |
3,840.50 |
9.00 |
0.2% |
3,831.50 |
| Range |
29.75 |
23.50 |
-6.25 |
-21.0% |
56.50 |
| ATR |
33.39 |
32.68 |
-0.71 |
-2.1% |
0.00 |
| Volume |
182,900 |
154,827 |
-28,073 |
-15.3% |
1,115,146 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,910.25 |
3,899.00 |
3,853.50 |
|
| R3 |
3,886.75 |
3,875.50 |
3,847.00 |
|
| R2 |
3,863.25 |
3,863.25 |
3,844.75 |
|
| R1 |
3,852.00 |
3,852.00 |
3,842.75 |
3,857.50 |
| PP |
3,839.75 |
3,839.75 |
3,839.75 |
3,842.75 |
| S1 |
3,828.50 |
3,828.50 |
3,838.25 |
3,834.00 |
| S2 |
3,816.25 |
3,816.25 |
3,836.25 |
|
| S3 |
3,792.75 |
3,805.00 |
3,834.00 |
|
| S4 |
3,769.25 |
3,781.50 |
3,827.50 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,986.25 |
3,965.50 |
3,862.50 |
|
| R3 |
3,929.75 |
3,909.00 |
3,847.00 |
|
| R2 |
3,873.25 |
3,873.25 |
3,841.75 |
|
| R1 |
3,852.50 |
3,852.50 |
3,836.75 |
3,863.00 |
| PP |
3,816.75 |
3,816.75 |
3,816.75 |
3,822.00 |
| S1 |
3,796.00 |
3,796.00 |
3,826.25 |
3,806.50 |
| S2 |
3,760.25 |
3,760.25 |
3,821.25 |
|
| S3 |
3,703.75 |
3,739.50 |
3,816.00 |
|
| S4 |
3,647.25 |
3,683.00 |
3,800.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,851.25 |
3,781.25 |
70.00 |
1.8% |
34.75 |
0.9% |
85% |
True |
False |
221,705 |
| 10 |
3,851.25 |
3,755.00 |
96.25 |
2.5% |
30.75 |
0.8% |
89% |
True |
False |
218,927 |
| 20 |
3,851.25 |
3,706.50 |
144.75 |
3.8% |
30.75 |
0.8% |
93% |
True |
False |
142,640 |
| 40 |
3,851.25 |
3,500.00 |
351.25 |
9.1% |
34.75 |
0.9% |
97% |
True |
False |
71,771 |
| 60 |
3,851.25 |
3,404.00 |
447.25 |
11.6% |
41.00 |
1.1% |
98% |
True |
False |
47,869 |
| 80 |
3,851.25 |
3,404.00 |
447.25 |
11.6% |
42.25 |
1.1% |
98% |
True |
False |
35,911 |
| 100 |
3,851.25 |
3,404.00 |
447.25 |
11.6% |
36.25 |
0.9% |
98% |
True |
False |
28,730 |
| 120 |
3,851.25 |
3,404.00 |
447.25 |
11.6% |
31.00 |
0.8% |
98% |
True |
False |
23,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,951.00 |
|
2.618 |
3,912.75 |
|
1.618 |
3,889.25 |
|
1.000 |
3,874.75 |
|
0.618 |
3,865.75 |
|
HIGH |
3,851.25 |
|
0.618 |
3,842.25 |
|
0.500 |
3,839.50 |
|
0.382 |
3,836.75 |
|
LOW |
3,827.75 |
|
0.618 |
3,813.25 |
|
1.000 |
3,804.25 |
|
1.618 |
3,789.75 |
|
2.618 |
3,766.25 |
|
4.250 |
3,728.00 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,840.25 |
3,833.75 |
| PP |
3,839.75 |
3,827.00 |
| S1 |
3,839.50 |
3,820.00 |
|