| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,763.5 |
6,766.0 |
2.5 |
0.0% |
6,713.0 |
| High |
6,792.5 |
6,794.5 |
2.0 |
0.0% |
6,794.5 |
| Low |
6,759.5 |
6,750.5 |
-9.0 |
-0.1% |
6,686.5 |
| Close |
6,764.0 |
6,781.5 |
17.5 |
0.3% |
6,781.5 |
| Range |
33.0 |
44.0 |
11.0 |
33.3% |
108.0 |
| ATR |
44.1 |
44.1 |
0.0 |
0.0% |
0.0 |
| Volume |
84,837 |
74,225 |
-10,612 |
-12.5% |
789,233 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,907.5 |
6,888.5 |
6,805.5 |
|
| R3 |
6,863.5 |
6,844.5 |
6,793.5 |
|
| R2 |
6,819.5 |
6,819.5 |
6,789.5 |
|
| R1 |
6,800.5 |
6,800.5 |
6,785.5 |
6,810.0 |
| PP |
6,775.5 |
6,775.5 |
6,775.5 |
6,780.0 |
| S1 |
6,756.5 |
6,756.5 |
6,777.5 |
6,766.0 |
| S2 |
6,731.5 |
6,731.5 |
6,773.5 |
|
| S3 |
6,687.5 |
6,712.5 |
6,769.5 |
|
| S4 |
6,643.5 |
6,668.5 |
6,757.5 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,078.0 |
7,038.0 |
6,841.0 |
|
| R3 |
6,970.0 |
6,930.0 |
6,811.0 |
|
| R2 |
6,862.0 |
6,862.0 |
6,801.5 |
|
| R1 |
6,822.0 |
6,822.0 |
6,791.5 |
6,842.0 |
| PP |
6,754.0 |
6,754.0 |
6,754.0 |
6,764.0 |
| S1 |
6,714.0 |
6,714.0 |
6,771.5 |
6,734.0 |
| S2 |
6,646.0 |
6,646.0 |
6,761.5 |
|
| S3 |
6,538.0 |
6,606.0 |
6,752.0 |
|
| S4 |
6,430.0 |
6,498.0 |
6,722.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,794.5 |
6,686.5 |
108.0 |
1.6% |
39.5 |
0.6% |
88% |
True |
False |
157,846 |
| 10 |
6,824.5 |
6,686.5 |
138.0 |
2.0% |
40.5 |
0.6% |
69% |
False |
False |
108,733 |
| 20 |
6,824.5 |
6,686.5 |
138.0 |
2.0% |
36.5 |
0.5% |
69% |
False |
False |
54,603 |
| 40 |
6,824.5 |
6,580.5 |
244.0 |
3.6% |
28.5 |
0.4% |
82% |
False |
False |
27,357 |
| 60 |
6,824.5 |
6,452.0 |
372.5 |
5.5% |
22.5 |
0.3% |
88% |
False |
False |
18,241 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
17.5 |
0.3% |
90% |
False |
False |
13,688 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.1% |
15.5 |
0.2% |
92% |
False |
False |
10,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,981.5 |
|
2.618 |
6,909.5 |
|
1.618 |
6,865.5 |
|
1.000 |
6,838.5 |
|
0.618 |
6,821.5 |
|
HIGH |
6,794.5 |
|
0.618 |
6,777.5 |
|
0.500 |
6,772.5 |
|
0.382 |
6,767.5 |
|
LOW |
6,750.5 |
|
0.618 |
6,723.5 |
|
1.000 |
6,706.5 |
|
1.618 |
6,679.5 |
|
2.618 |
6,635.5 |
|
4.250 |
6,563.5 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,778.5 |
6,774.5 |
| PP |
6,775.5 |
6,767.5 |
| S1 |
6,772.5 |
6,760.5 |
|