| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,770.0 |
6,713.0 |
-57.0 |
-0.8% |
6,820.0 |
| High |
6,778.0 |
6,732.5 |
-45.5 |
-0.7% |
6,824.5 |
| Low |
6,709.0 |
6,699.0 |
-10.0 |
-0.1% |
6,709.0 |
| Close |
6,739.5 |
6,710.5 |
-29.0 |
-0.4% |
6,739.5 |
| Range |
69.0 |
33.5 |
-35.5 |
-51.4% |
115.5 |
| ATR |
42.1 |
42.0 |
-0.1 |
-0.3% |
0.0 |
| Volume |
195,344 |
302,037 |
106,693 |
54.6% |
298,097 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,814.5 |
6,796.0 |
6,729.0 |
|
| R3 |
6,781.0 |
6,762.5 |
6,719.5 |
|
| R2 |
6,747.5 |
6,747.5 |
6,716.5 |
|
| R1 |
6,729.0 |
6,729.0 |
6,713.5 |
6,721.5 |
| PP |
6,714.0 |
6,714.0 |
6,714.0 |
6,710.0 |
| S1 |
6,695.5 |
6,695.5 |
6,707.5 |
6,688.0 |
| S2 |
6,680.5 |
6,680.5 |
6,704.5 |
|
| S3 |
6,647.0 |
6,662.0 |
6,701.5 |
|
| S4 |
6,613.5 |
6,628.5 |
6,692.0 |
|
|
| 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 |
6,699.0 |
125.5 |
1.9% |
45.5 |
0.7% |
9% |
False |
True |
118,678 |
| 10 |
6,824.5 |
6,699.0 |
125.5 |
1.9% |
41.0 |
0.6% |
9% |
False |
True |
60,276 |
| 20 |
6,824.5 |
6,699.0 |
125.5 |
1.9% |
37.0 |
0.5% |
9% |
False |
True |
30,325 |
| 40 |
6,824.5 |
6,467.0 |
357.5 |
5.3% |
26.5 |
0.4% |
68% |
False |
False |
15,179 |
| 60 |
6,824.5 |
6,397.0 |
427.5 |
6.4% |
20.0 |
0.3% |
73% |
False |
False |
10,122 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.4% |
15.5 |
0.2% |
73% |
False |
False |
7,598 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.2% |
13.5 |
0.2% |
79% |
False |
False |
6,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,875.0 |
|
2.618 |
6,820.0 |
|
1.618 |
6,786.5 |
|
1.000 |
6,766.0 |
|
0.618 |
6,753.0 |
|
HIGH |
6,732.5 |
|
0.618 |
6,719.5 |
|
0.500 |
6,716.0 |
|
0.382 |
6,712.0 |
|
LOW |
6,699.0 |
|
0.618 |
6,678.5 |
|
1.000 |
6,665.5 |
|
1.618 |
6,645.0 |
|
2.618 |
6,611.5 |
|
4.250 |
6,556.5 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,716.0 |
6,751.5 |
| PP |
6,714.0 |
6,738.0 |
| S1 |
6,712.0 |
6,724.0 |
|