| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,694.5 |
6,730.0 |
35.5 |
0.5% |
6,781.0 |
| High |
6,727.5 |
6,731.0 |
3.5 |
0.1% |
6,790.0 |
| Low |
6,686.5 |
6,682.0 |
-4.5 |
-0.1% |
6,653.0 |
| Close |
6,715.5 |
6,711.0 |
-4.5 |
-0.1% |
6,715.5 |
| Range |
41.0 |
49.0 |
8.0 |
19.5% |
137.0 |
| ATR |
49.3 |
49.3 |
0.0 |
0.0% |
0.0 |
| Volume |
83,311 |
68,749 |
-14,562 |
-17.5% |
384,335 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,855.0 |
6,832.0 |
6,738.0 |
|
| R3 |
6,806.0 |
6,783.0 |
6,724.5 |
|
| R2 |
6,757.0 |
6,757.0 |
6,720.0 |
|
| R1 |
6,734.0 |
6,734.0 |
6,715.5 |
6,721.0 |
| PP |
6,708.0 |
6,708.0 |
6,708.0 |
6,701.5 |
| S1 |
6,685.0 |
6,685.0 |
6,706.5 |
6,672.0 |
| S2 |
6,659.0 |
6,659.0 |
6,702.0 |
|
| S3 |
6,610.0 |
6,636.0 |
6,697.5 |
|
| S4 |
6,561.0 |
6,587.0 |
6,684.0 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,130.5 |
7,060.0 |
6,791.0 |
|
| R3 |
6,993.5 |
6,923.0 |
6,753.0 |
|
| R2 |
6,856.5 |
6,856.5 |
6,740.5 |
|
| R1 |
6,786.0 |
6,786.0 |
6,728.0 |
6,753.0 |
| PP |
6,719.5 |
6,719.5 |
6,719.5 |
6,703.0 |
| S1 |
6,649.0 |
6,649.0 |
6,703.0 |
6,616.0 |
| S2 |
6,582.5 |
6,582.5 |
6,690.5 |
|
| S3 |
6,445.5 |
6,512.0 |
6,678.0 |
|
| S4 |
6,308.5 |
6,375.0 |
6,640.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,777.0 |
6,653.0 |
124.0 |
1.8% |
53.0 |
0.8% |
47% |
False |
False |
75,906 |
| 10 |
6,794.5 |
6,653.0 |
141.5 |
2.1% |
48.0 |
0.7% |
41% |
False |
False |
94,028 |
| 20 |
6,824.5 |
6,653.0 |
171.5 |
2.6% |
45.0 |
0.7% |
34% |
False |
False |
77,152 |
| 40 |
6,824.5 |
6,653.0 |
171.5 |
2.6% |
35.5 |
0.5% |
34% |
False |
False |
38,684 |
| 60 |
6,824.5 |
6,460.0 |
364.5 |
5.4% |
26.0 |
0.4% |
69% |
False |
False |
25,791 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.4% |
21.5 |
0.3% |
73% |
False |
False |
19,347 |
| 100 |
6,824.5 |
6,307.0 |
517.5 |
7.7% |
17.5 |
0.3% |
78% |
False |
False |
15,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,939.0 |
|
2.618 |
6,859.5 |
|
1.618 |
6,810.5 |
|
1.000 |
6,780.0 |
|
0.618 |
6,761.5 |
|
HIGH |
6,731.0 |
|
0.618 |
6,712.5 |
|
0.500 |
6,706.5 |
|
0.382 |
6,700.5 |
|
LOW |
6,682.0 |
|
0.618 |
6,651.5 |
|
1.000 |
6,633.0 |
|
1.618 |
6,602.5 |
|
2.618 |
6,553.5 |
|
4.250 |
6,474.0 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,709.5 |
6,704.5 |
| PP |
6,708.0 |
6,698.5 |
| S1 |
6,706.5 |
6,692.0 |
|