| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,806.5 |
6,815.0 |
8.5 |
0.1% |
6,805.5 |
| High |
6,824.5 |
6,817.5 |
-7.0 |
-0.1% |
6,823.0 |
| Low |
6,778.5 |
6,776.5 |
-2.0 |
0.0% |
6,742.0 |
| Close |
6,811.0 |
6,790.5 |
-20.5 |
-0.3% |
6,798.5 |
| Range |
46.0 |
41.0 |
-5.0 |
-10.9% |
81.0 |
| ATR |
38.3 |
38.5 |
0.2 |
0.5% |
0.0 |
| Volume |
16,384 |
28,744 |
12,360 |
75.4% |
2,840 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,918.0 |
6,895.0 |
6,813.0 |
|
| R3 |
6,877.0 |
6,854.0 |
6,802.0 |
|
| R2 |
6,836.0 |
6,836.0 |
6,798.0 |
|
| R1 |
6,813.0 |
6,813.0 |
6,794.5 |
6,804.0 |
| PP |
6,795.0 |
6,795.0 |
6,795.0 |
6,790.0 |
| S1 |
6,772.0 |
6,772.0 |
6,786.5 |
6,763.0 |
| S2 |
6,754.0 |
6,754.0 |
6,783.0 |
|
| S3 |
6,713.0 |
6,731.0 |
6,779.0 |
|
| S4 |
6,672.0 |
6,690.0 |
6,768.0 |
|
|
| 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% |
41.0 |
0.6% |
59% |
False |
False |
10,749 |
| 10 |
6,824.5 |
6,742.0 |
82.5 |
1.2% |
36.0 |
0.5% |
59% |
False |
False |
5,517 |
| 20 |
6,824.5 |
6,721.0 |
103.5 |
1.5% |
34.5 |
0.5% |
67% |
False |
False |
2,919 |
| 40 |
6,824.5 |
6,460.0 |
364.5 |
5.4% |
23.0 |
0.3% |
91% |
False |
False |
1,473 |
| 60 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
18.0 |
0.3% |
92% |
False |
False |
984 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
14.0 |
0.2% |
92% |
False |
False |
746 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.1% |
12.5 |
0.2% |
94% |
False |
False |
605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,992.0 |
|
2.618 |
6,925.0 |
|
1.618 |
6,884.0 |
|
1.000 |
6,858.5 |
|
0.618 |
6,843.0 |
|
HIGH |
6,817.5 |
|
0.618 |
6,802.0 |
|
0.500 |
6,797.0 |
|
0.382 |
6,792.0 |
|
LOW |
6,776.5 |
|
0.618 |
6,751.0 |
|
1.000 |
6,735.5 |
|
1.618 |
6,710.0 |
|
2.618 |
6,669.0 |
|
4.250 |
6,602.0 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,797.0 |
6,800.5 |
| PP |
6,795.0 |
6,797.0 |
| S1 |
6,792.5 |
6,794.0 |
|