| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,766.0 |
6,781.0 |
15.0 |
0.2% |
6,713.0 |
| High |
6,794.5 |
6,790.0 |
-4.5 |
-0.1% |
6,794.5 |
| Low |
6,750.5 |
6,737.0 |
-13.5 |
-0.2% |
6,686.5 |
| Close |
6,781.5 |
6,752.0 |
-29.5 |
-0.4% |
6,781.5 |
| Range |
44.0 |
53.0 |
9.0 |
20.5% |
108.0 |
| ATR |
44.1 |
44.8 |
0.6 |
1.4% |
0.0 |
| Volume |
74,225 |
73,551 |
-674 |
-0.9% |
789,233 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,918.5 |
6,888.5 |
6,781.0 |
|
| R3 |
6,865.5 |
6,835.5 |
6,766.5 |
|
| R2 |
6,812.5 |
6,812.5 |
6,761.5 |
|
| R1 |
6,782.5 |
6,782.5 |
6,757.0 |
6,771.0 |
| PP |
6,759.5 |
6,759.5 |
6,759.5 |
6,754.0 |
| S1 |
6,729.5 |
6,729.5 |
6,747.0 |
6,718.0 |
| S2 |
6,706.5 |
6,706.5 |
6,742.5 |
|
| S3 |
6,653.5 |
6,676.5 |
6,737.5 |
|
| S4 |
6,600.5 |
6,623.5 |
6,723.0 |
|
|
| 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% |
43.5 |
0.6% |
61% |
False |
False |
112,149 |
| 10 |
6,824.5 |
6,686.5 |
138.0 |
2.0% |
44.5 |
0.7% |
47% |
False |
False |
115,413 |
| 20 |
6,824.5 |
6,686.5 |
138.0 |
2.0% |
38.0 |
0.6% |
47% |
False |
False |
58,230 |
| 40 |
6,824.5 |
6,580.5 |
244.0 |
3.6% |
29.5 |
0.4% |
70% |
False |
False |
29,196 |
| 60 |
6,824.5 |
6,452.0 |
372.5 |
5.5% |
23.0 |
0.3% |
81% |
False |
False |
19,466 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
18.0 |
0.3% |
83% |
False |
False |
14,607 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.2% |
15.5 |
0.2% |
87% |
False |
False |
11,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,015.0 |
|
2.618 |
6,929.0 |
|
1.618 |
6,876.0 |
|
1.000 |
6,843.0 |
|
0.618 |
6,823.0 |
|
HIGH |
6,790.0 |
|
0.618 |
6,770.0 |
|
0.500 |
6,763.5 |
|
0.382 |
6,757.0 |
|
LOW |
6,737.0 |
|
0.618 |
6,704.0 |
|
1.000 |
6,684.0 |
|
1.618 |
6,651.0 |
|
2.618 |
6,598.0 |
|
4.250 |
6,512.0 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,763.5 |
6,766.0 |
| PP |
6,759.5 |
6,761.0 |
| S1 |
6,756.0 |
6,756.5 |
|