| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,815.0 |
6,795.0 |
-20.0 |
-0.3% |
6,805.5 |
| High |
6,817.5 |
6,804.0 |
-13.5 |
-0.2% |
6,823.0 |
| Low |
6,776.5 |
6,767.0 |
-9.5 |
-0.1% |
6,742.0 |
| Close |
6,790.5 |
6,798.5 |
8.0 |
0.1% |
6,798.5 |
| Range |
41.0 |
37.0 |
-4.0 |
-9.8% |
81.0 |
| ATR |
38.5 |
38.4 |
-0.1 |
-0.3% |
0.0 |
| Volume |
28,744 |
50,882 |
22,138 |
77.0% |
2,840 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,901.0 |
6,886.5 |
6,819.0 |
|
| R3 |
6,864.0 |
6,849.5 |
6,808.5 |
|
| R2 |
6,827.0 |
6,827.0 |
6,805.5 |
|
| R1 |
6,812.5 |
6,812.5 |
6,802.0 |
6,820.0 |
| PP |
6,790.0 |
6,790.0 |
6,790.0 |
6,793.5 |
| S1 |
6,775.5 |
6,775.5 |
6,795.0 |
6,783.0 |
| S2 |
6,753.0 |
6,753.0 |
6,791.5 |
|
| S3 |
6,716.0 |
6,738.5 |
6,788.5 |
|
| S4 |
6,679.0 |
6,701.5 |
6,778.0 |
|
|
| 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 |
6,766.0 |
58.5 |
0.9% |
39.5 |
0.6% |
56% |
False |
False |
20,756 |
| 10 |
6,824.5 |
6,742.0 |
82.5 |
1.2% |
37.0 |
0.5% |
68% |
False |
False |
10,577 |
| 20 |
6,824.5 |
6,721.0 |
103.5 |
1.5% |
35.5 |
0.5% |
75% |
False |
False |
5,456 |
| 40 |
6,824.5 |
6,467.0 |
357.5 |
5.3% |
24.0 |
0.4% |
93% |
False |
False |
2,745 |
| 60 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
18.5 |
0.3% |
94% |
False |
False |
1,832 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
14.5 |
0.2% |
94% |
False |
False |
1,381 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.1% |
12.5 |
0.2% |
95% |
False |
False |
1,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,961.0 |
|
2.618 |
6,901.0 |
|
1.618 |
6,864.0 |
|
1.000 |
6,841.0 |
|
0.618 |
6,827.0 |
|
HIGH |
6,804.0 |
|
0.618 |
6,790.0 |
|
0.500 |
6,785.5 |
|
0.382 |
6,781.0 |
|
LOW |
6,767.0 |
|
0.618 |
6,744.0 |
|
1.000 |
6,730.0 |
|
1.618 |
6,707.0 |
|
2.618 |
6,670.0 |
|
4.250 |
6,610.0 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,794.0 |
6,797.5 |
| PP |
6,790.0 |
6,796.5 |
| S1 |
6,785.5 |
6,796.0 |
|