| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,781.0 |
6,762.0 |
-19.0 |
-0.3% |
6,713.0 |
| High |
6,790.0 |
6,777.0 |
-13.0 |
-0.2% |
6,794.5 |
| Low |
6,737.0 |
6,710.0 |
-27.0 |
-0.4% |
6,686.5 |
| Close |
6,752.0 |
6,749.0 |
-3.0 |
0.0% |
6,781.5 |
| Range |
53.0 |
67.0 |
14.0 |
26.4% |
108.0 |
| ATR |
44.8 |
46.4 |
1.6 |
3.5% |
0.0 |
| Volume |
73,551 |
87,642 |
14,091 |
19.2% |
789,233 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,946.5 |
6,914.5 |
6,786.0 |
|
| R3 |
6,879.5 |
6,847.5 |
6,767.5 |
|
| R2 |
6,812.5 |
6,812.5 |
6,761.5 |
|
| R1 |
6,780.5 |
6,780.5 |
6,755.0 |
6,763.0 |
| PP |
6,745.5 |
6,745.5 |
6,745.5 |
6,736.5 |
| S1 |
6,713.5 |
6,713.5 |
6,743.0 |
6,696.0 |
| S2 |
6,678.5 |
6,678.5 |
6,736.5 |
|
| S3 |
6,611.5 |
6,646.5 |
6,730.5 |
|
| S4 |
6,544.5 |
6,579.5 |
6,712.0 |
|
|
| 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 |
6,710.0 |
84.5 |
1.3% |
46.5 |
0.7% |
46% |
False |
True |
87,068 |
| 10 |
6,817.5 |
6,686.5 |
131.0 |
1.9% |
46.5 |
0.7% |
48% |
False |
False |
122,539 |
| 20 |
6,824.5 |
6,686.5 |
138.0 |
2.0% |
40.0 |
0.6% |
45% |
False |
False |
62,596 |
| 40 |
6,824.5 |
6,580.5 |
244.0 |
3.6% |
31.5 |
0.5% |
69% |
False |
False |
31,387 |
| 60 |
6,824.5 |
6,460.0 |
364.5 |
5.4% |
23.0 |
0.3% |
79% |
False |
False |
20,927 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.3% |
19.0 |
0.3% |
82% |
False |
False |
15,702 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.2% |
16.5 |
0.2% |
86% |
False |
False |
12,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,062.0 |
|
2.618 |
6,952.5 |
|
1.618 |
6,885.5 |
|
1.000 |
6,844.0 |
|
0.618 |
6,818.5 |
|
HIGH |
6,777.0 |
|
0.618 |
6,751.5 |
|
0.500 |
6,743.5 |
|
0.382 |
6,735.5 |
|
LOW |
6,710.0 |
|
0.618 |
6,668.5 |
|
1.000 |
6,643.0 |
|
1.618 |
6,601.5 |
|
2.618 |
6,534.5 |
|
4.250 |
6,425.0 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,747.0 |
6,752.0 |
| PP |
6,745.5 |
6,751.0 |
| S1 |
6,743.5 |
6,750.0 |
|