| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,762.0 |
6,712.5 |
-49.5 |
-0.7% |
6,713.0 |
| High |
6,777.0 |
6,718.5 |
-58.5 |
-0.9% |
6,794.5 |
| Low |
6,710.0 |
6,667.0 |
-43.0 |
-0.6% |
6,686.5 |
| Close |
6,749.0 |
6,692.0 |
-57.0 |
-0.8% |
6,781.5 |
| Range |
67.0 |
51.5 |
-15.5 |
-23.1% |
108.0 |
| ATR |
46.4 |
48.9 |
2.5 |
5.5% |
0.0 |
| Volume |
87,642 |
81,408 |
-6,234 |
-7.1% |
789,233 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,847.0 |
6,821.0 |
6,720.5 |
|
| R3 |
6,795.5 |
6,769.5 |
6,706.0 |
|
| R2 |
6,744.0 |
6,744.0 |
6,701.5 |
|
| R1 |
6,718.0 |
6,718.0 |
6,696.5 |
6,705.0 |
| PP |
6,692.5 |
6,692.5 |
6,692.5 |
6,686.0 |
| S1 |
6,666.5 |
6,666.5 |
6,687.5 |
6,654.0 |
| S2 |
6,641.0 |
6,641.0 |
6,682.5 |
|
| S3 |
6,589.5 |
6,615.0 |
6,678.0 |
|
| S4 |
6,538.0 |
6,563.5 |
6,663.5 |
|
|
| 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 |
6,667.0 |
127.5 |
1.9% |
49.5 |
0.7% |
20% |
False |
True |
80,332 |
| 10 |
6,804.0 |
6,667.0 |
137.0 |
2.0% |
47.5 |
0.7% |
18% |
False |
True |
127,806 |
| 20 |
6,824.5 |
6,667.0 |
157.5 |
2.4% |
41.5 |
0.6% |
16% |
False |
True |
66,661 |
| 40 |
6,824.5 |
6,642.5 |
182.0 |
2.7% |
31.5 |
0.5% |
27% |
False |
False |
33,422 |
| 60 |
6,824.5 |
6,460.0 |
364.5 |
5.4% |
23.5 |
0.4% |
64% |
False |
False |
22,283 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.4% |
19.5 |
0.3% |
69% |
False |
False |
16,719 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.2% |
17.0 |
0.3% |
76% |
False |
False |
13,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,937.5 |
|
2.618 |
6,853.5 |
|
1.618 |
6,802.0 |
|
1.000 |
6,770.0 |
|
0.618 |
6,750.5 |
|
HIGH |
6,718.5 |
|
0.618 |
6,699.0 |
|
0.500 |
6,693.0 |
|
0.382 |
6,686.5 |
|
LOW |
6,667.0 |
|
0.618 |
6,635.0 |
|
1.000 |
6,615.5 |
|
1.618 |
6,583.5 |
|
2.618 |
6,532.0 |
|
4.250 |
6,448.0 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,693.0 |
6,728.5 |
| PP |
6,692.5 |
6,716.5 |
| S1 |
6,692.0 |
6,704.0 |
|