| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,729.0 |
6,763.5 |
34.5 |
0.5% |
6,820.0 |
| High |
6,762.5 |
6,792.5 |
30.0 |
0.4% |
6,824.5 |
| Low |
6,726.5 |
6,759.5 |
33.0 |
0.5% |
6,709.0 |
| Close |
6,732.0 |
6,764.0 |
32.0 |
0.5% |
6,739.5 |
| Range |
36.0 |
33.0 |
-3.0 |
-8.3% |
115.5 |
| ATR |
42.9 |
44.1 |
1.3 |
2.9% |
0.0 |
| Volume |
115,088 |
84,837 |
-30,251 |
-26.3% |
298,097 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,871.0 |
6,850.5 |
6,782.0 |
|
| R3 |
6,838.0 |
6,817.5 |
6,773.0 |
|
| R2 |
6,805.0 |
6,805.0 |
6,770.0 |
|
| R1 |
6,784.5 |
6,784.5 |
6,767.0 |
6,795.0 |
| PP |
6,772.0 |
6,772.0 |
6,772.0 |
6,777.0 |
| S1 |
6,751.5 |
6,751.5 |
6,761.0 |
6,762.0 |
| S2 |
6,739.0 |
6,739.0 |
6,758.0 |
|
| S3 |
6,706.0 |
6,718.5 |
6,755.0 |
|
| S4 |
6,673.0 |
6,685.5 |
6,746.0 |
|
|
| 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 |
6,792.5 |
6,686.5 |
106.0 |
1.6% |
44.5 |
0.7% |
73% |
True |
False |
182,070 |
| 10 |
6,824.5 |
6,686.5 |
138.0 |
2.0% |
42.0 |
0.6% |
56% |
False |
False |
101,413 |
| 20 |
6,824.5 |
6,686.5 |
138.0 |
2.0% |
36.0 |
0.5% |
56% |
False |
False |
50,941 |
| 40 |
6,824.5 |
6,580.5 |
244.0 |
3.6% |
27.5 |
0.4% |
75% |
False |
False |
25,501 |
| 60 |
6,824.5 |
6,426.5 |
398.0 |
5.9% |
22.0 |
0.3% |
85% |
False |
False |
17,004 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
17.0 |
0.3% |
86% |
False |
False |
12,760 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.1% |
15.0 |
0.2% |
89% |
False |
False |
10,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,933.0 |
|
2.618 |
6,879.0 |
|
1.618 |
6,846.0 |
|
1.000 |
6,825.5 |
|
0.618 |
6,813.0 |
|
HIGH |
6,792.5 |
|
0.618 |
6,780.0 |
|
0.500 |
6,776.0 |
|
0.382 |
6,772.0 |
|
LOW |
6,759.5 |
|
0.618 |
6,739.0 |
|
1.000 |
6,726.5 |
|
1.618 |
6,706.0 |
|
2.618 |
6,673.0 |
|
4.250 |
6,619.0 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,776.0 |
6,756.0 |
| PP |
6,772.0 |
6,747.5 |
| S1 |
6,768.0 |
6,739.5 |
|