| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,820.0 |
6,806.5 |
-13.5 |
-0.2% |
6,805.5 |
| High |
6,824.5 |
6,824.5 |
0.0 |
0.0% |
6,823.0 |
| Low |
6,809.0 |
6,778.5 |
-30.5 |
-0.4% |
6,742.0 |
| Close |
6,818.0 |
6,811.0 |
-7.0 |
-0.1% |
6,798.5 |
| Range |
15.5 |
46.0 |
30.5 |
196.8% |
81.0 |
| ATR |
37.8 |
38.3 |
0.6 |
1.6% |
0.0 |
| Volume |
6,743 |
16,384 |
9,641 |
143.0% |
2,840 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,942.5 |
6,923.0 |
6,836.5 |
|
| R3 |
6,896.5 |
6,877.0 |
6,823.5 |
|
| R2 |
6,850.5 |
6,850.5 |
6,819.5 |
|
| R1 |
6,831.0 |
6,831.0 |
6,815.0 |
6,841.0 |
| PP |
6,804.5 |
6,804.5 |
6,804.5 |
6,809.5 |
| S1 |
6,785.0 |
6,785.0 |
6,807.0 |
6,795.0 |
| S2 |
6,758.5 |
6,758.5 |
6,802.5 |
|
| S3 |
6,712.5 |
6,739.0 |
6,798.5 |
|
| S4 |
6,666.5 |
6,693.0 |
6,785.5 |
|
|
| 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% |
40.5 |
0.6% |
84% |
True |
False |
5,110 |
| 10 |
6,824.5 |
6,742.0 |
82.5 |
1.2% |
33.5 |
0.5% |
84% |
True |
False |
2,653 |
| 20 |
6,824.5 |
6,721.0 |
103.5 |
1.5% |
34.0 |
0.5% |
87% |
True |
False |
1,485 |
| 40 |
6,824.5 |
6,460.0 |
364.5 |
5.4% |
22.0 |
0.3% |
96% |
True |
False |
754 |
| 60 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
17.0 |
0.3% |
97% |
True |
False |
505 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
13.5 |
0.2% |
97% |
True |
False |
387 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.1% |
12.0 |
0.2% |
98% |
True |
False |
318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,020.0 |
|
2.618 |
6,945.0 |
|
1.618 |
6,899.0 |
|
1.000 |
6,870.5 |
|
0.618 |
6,853.0 |
|
HIGH |
6,824.5 |
|
0.618 |
6,807.0 |
|
0.500 |
6,801.5 |
|
0.382 |
6,796.0 |
|
LOW |
6,778.5 |
|
0.618 |
6,750.0 |
|
1.000 |
6,732.5 |
|
1.618 |
6,704.0 |
|
2.618 |
6,658.0 |
|
4.250 |
6,583.0 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,808.0 |
6,806.0 |
| PP |
6,804.5 |
6,800.5 |
| S1 |
6,801.5 |
6,795.0 |
|