| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,720.5 |
6,729.0 |
8.5 |
0.1% |
6,820.0 |
| High |
6,737.5 |
6,762.5 |
25.0 |
0.4% |
6,824.5 |
| Low |
6,686.5 |
6,726.5 |
40.0 |
0.6% |
6,709.0 |
| Close |
6,716.0 |
6,732.0 |
16.0 |
0.2% |
6,739.5 |
| Range |
51.0 |
36.0 |
-15.0 |
-29.4% |
115.5 |
| ATR |
42.6 |
42.9 |
0.3 |
0.7% |
0.0 |
| Volume |
213,046 |
115,088 |
-97,958 |
-46.0% |
298,097 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,848.5 |
6,826.0 |
6,752.0 |
|
| R3 |
6,812.5 |
6,790.0 |
6,742.0 |
|
| R2 |
6,776.5 |
6,776.5 |
6,738.5 |
|
| R1 |
6,754.0 |
6,754.0 |
6,735.5 |
6,765.0 |
| PP |
6,740.5 |
6,740.5 |
6,740.5 |
6,746.0 |
| S1 |
6,718.0 |
6,718.0 |
6,728.5 |
6,729.0 |
| S2 |
6,704.5 |
6,704.5 |
6,725.5 |
|
| S3 |
6,668.5 |
6,682.0 |
6,722.0 |
|
| S4 |
6,632.5 |
6,646.0 |
6,712.0 |
|
|
| 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 |
6,804.0 |
6,686.5 |
117.5 |
1.7% |
45.5 |
0.7% |
39% |
False |
False |
175,279 |
| 10 |
6,824.5 |
6,686.5 |
138.0 |
2.0% |
43.0 |
0.6% |
33% |
False |
False |
93,014 |
| 20 |
6,824.5 |
6,686.5 |
138.0 |
2.0% |
36.0 |
0.5% |
33% |
False |
False |
46,701 |
| 40 |
6,824.5 |
6,580.5 |
244.0 |
3.6% |
26.5 |
0.4% |
62% |
False |
False |
23,381 |
| 60 |
6,824.5 |
6,426.5 |
398.0 |
5.9% |
21.5 |
0.3% |
77% |
False |
False |
15,590 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.4% |
16.5 |
0.2% |
78% |
False |
False |
11,700 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.2% |
14.5 |
0.2% |
83% |
False |
False |
9,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,915.5 |
|
2.618 |
6,856.5 |
|
1.618 |
6,820.5 |
|
1.000 |
6,798.5 |
|
0.618 |
6,784.5 |
|
HIGH |
6,762.5 |
|
0.618 |
6,748.5 |
|
0.500 |
6,744.5 |
|
0.382 |
6,740.5 |
|
LOW |
6,726.5 |
|
0.618 |
6,704.5 |
|
1.000 |
6,690.5 |
|
1.618 |
6,668.5 |
|
2.618 |
6,632.5 |
|
4.250 |
6,573.5 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,744.5 |
6,729.5 |
| PP |
6,740.5 |
6,727.0 |
| S1 |
6,736.0 |
6,724.5 |
|