| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,778.0 |
6,820.0 |
42.0 |
0.6% |
6,805.5 |
| High |
6,823.0 |
6,824.5 |
1.5 |
0.0% |
6,823.0 |
| Low |
6,766.0 |
6,809.0 |
43.0 |
0.6% |
6,742.0 |
| Close |
6,798.5 |
6,818.0 |
19.5 |
0.3% |
6,798.5 |
| Range |
57.0 |
15.5 |
-41.5 |
-72.8% |
81.0 |
| ATR |
38.7 |
37.8 |
-0.9 |
-2.3% |
0.0 |
| Volume |
1,031 |
6,743 |
5,712 |
554.0% |
2,840 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,863.5 |
6,856.5 |
6,826.5 |
|
| R3 |
6,848.0 |
6,841.0 |
6,822.5 |
|
| R2 |
6,832.5 |
6,832.5 |
6,821.0 |
|
| R1 |
6,825.5 |
6,825.5 |
6,819.5 |
6,821.0 |
| PP |
6,817.0 |
6,817.0 |
6,817.0 |
6,815.0 |
| S1 |
6,810.0 |
6,810.0 |
6,816.5 |
6,806.0 |
| S2 |
6,801.5 |
6,801.5 |
6,815.0 |
|
| S3 |
6,786.0 |
6,794.5 |
6,813.5 |
|
| S4 |
6,770.5 |
6,779.0 |
6,809.5 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,031.0 |
6,995.5 |
6,843.0 |
|
| R3 |
6,950.0 |
6,914.5 |
6,821.0 |
|
| R2 |
6,869.0 |
6,869.0 |
6,813.5 |
|
| R1 |
6,833.5 |
6,833.5 |
6,806.0 |
6,811.0 |
| PP |
6,788.0 |
6,788.0 |
6,788.0 |
6,776.5 |
| S1 |
6,752.5 |
6,752.5 |
6,791.0 |
6,730.0 |
| S2 |
6,707.0 |
6,707.0 |
6,783.5 |
|
| S3 |
6,626.0 |
6,671.5 |
6,776.0 |
|
| S4 |
6,545.0 |
6,590.5 |
6,754.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,824.5 |
6,742.0 |
82.5 |
1.2% |
37.0 |
0.5% |
92% |
True |
False |
1,874 |
| 10 |
6,824.5 |
6,742.0 |
82.5 |
1.2% |
31.5 |
0.5% |
92% |
True |
False |
1,047 |
| 20 |
6,824.5 |
6,721.0 |
103.5 |
1.5% |
33.5 |
0.5% |
94% |
True |
False |
679 |
| 40 |
6,824.5 |
6,460.0 |
364.5 |
5.3% |
21.0 |
0.3% |
98% |
True |
False |
345 |
| 60 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
16.5 |
0.2% |
98% |
True |
False |
232 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
13.0 |
0.2% |
98% |
True |
False |
182 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.1% |
11.5 |
0.2% |
99% |
True |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,890.5 |
|
2.618 |
6,865.0 |
|
1.618 |
6,849.5 |
|
1.000 |
6,840.0 |
|
0.618 |
6,834.0 |
|
HIGH |
6,824.5 |
|
0.618 |
6,818.5 |
|
0.500 |
6,817.0 |
|
0.382 |
6,815.0 |
|
LOW |
6,809.0 |
|
0.618 |
6,799.5 |
|
1.000 |
6,793.5 |
|
1.618 |
6,784.0 |
|
2.618 |
6,768.5 |
|
4.250 |
6,743.0 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,817.5 |
6,806.5 |
| PP |
6,817.0 |
6,795.0 |
| S1 |
6,817.0 |
6,783.0 |
|