| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,795.0 |
6,770.0 |
-25.0 |
-0.4% |
6,820.0 |
| High |
6,804.0 |
6,778.0 |
-26.0 |
-0.4% |
6,824.5 |
| Low |
6,767.0 |
6,709.0 |
-58.0 |
-0.9% |
6,709.0 |
| Close |
6,798.5 |
6,739.5 |
-59.0 |
-0.9% |
6,739.5 |
| Range |
37.0 |
69.0 |
32.0 |
86.5% |
115.5 |
| ATR |
38.4 |
42.1 |
3.6 |
9.5% |
0.0 |
| Volume |
50,882 |
195,344 |
144,462 |
283.9% |
298,097 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,949.0 |
6,913.5 |
6,777.5 |
|
| R3 |
6,880.0 |
6,844.5 |
6,758.5 |
|
| R2 |
6,811.0 |
6,811.0 |
6,752.0 |
|
| R1 |
6,775.5 |
6,775.5 |
6,746.0 |
6,759.0 |
| PP |
6,742.0 |
6,742.0 |
6,742.0 |
6,734.0 |
| S1 |
6,706.5 |
6,706.5 |
6,733.0 |
6,690.0 |
| S2 |
6,673.0 |
6,673.0 |
6,727.0 |
|
| S3 |
6,604.0 |
6,637.5 |
6,720.5 |
|
| S4 |
6,535.0 |
6,568.5 |
6,701.5 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,104.0 |
7,037.5 |
6,803.0 |
|
| R3 |
6,988.5 |
6,922.0 |
6,771.5 |
|
| R2 |
6,873.0 |
6,873.0 |
6,760.5 |
|
| R1 |
6,806.5 |
6,806.5 |
6,750.0 |
6,782.0 |
| PP |
6,757.5 |
6,757.5 |
6,757.5 |
6,745.5 |
| S1 |
6,691.0 |
6,691.0 |
6,729.0 |
6,666.5 |
| S2 |
6,642.0 |
6,642.0 |
6,718.5 |
|
| S3 |
6,526.5 |
6,575.5 |
6,707.5 |
|
| S4 |
6,411.0 |
6,460.0 |
6,676.0 |
|
|
| 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 |
6,709.0 |
115.5 |
1.7% |
41.5 |
0.6% |
26% |
False |
True |
59,619 |
| 10 |
6,824.5 |
6,709.0 |
115.5 |
1.7% |
40.0 |
0.6% |
26% |
False |
True |
30,093 |
| 20 |
6,824.5 |
6,709.0 |
115.5 |
1.7% |
36.5 |
0.5% |
26% |
False |
True |
15,223 |
| 40 |
6,824.5 |
6,467.0 |
357.5 |
5.3% |
25.5 |
0.4% |
76% |
False |
False |
7,628 |
| 60 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
19.5 |
0.3% |
80% |
False |
False |
5,088 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
15.0 |
0.2% |
80% |
False |
False |
3,823 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.2% |
13.5 |
0.2% |
85% |
False |
False |
3,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,071.0 |
|
2.618 |
6,958.5 |
|
1.618 |
6,889.5 |
|
1.000 |
6,847.0 |
|
0.618 |
6,820.5 |
|
HIGH |
6,778.0 |
|
0.618 |
6,751.5 |
|
0.500 |
6,743.5 |
|
0.382 |
6,735.5 |
|
LOW |
6,709.0 |
|
0.618 |
6,666.5 |
|
1.000 |
6,640.0 |
|
1.618 |
6,597.5 |
|
2.618 |
6,528.5 |
|
4.250 |
6,416.0 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,743.5 |
6,763.0 |
| PP |
6,742.0 |
6,755.5 |
| S1 |
6,741.0 |
6,747.5 |
|