| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,254.3 |
1,253.0 |
-1.3 |
-0.1% |
1,247.7 |
| High |
1,258.8 |
1,257.9 |
-0.9 |
-0.1% |
1,258.8 |
| Low |
1,247.0 |
1,252.8 |
5.8 |
0.5% |
1,241.7 |
| Close |
1,253.2 |
1,254.6 |
1.4 |
0.1% |
1,253.2 |
| Range |
11.8 |
5.1 |
-6.7 |
-56.8% |
17.1 |
| ATR |
13.1 |
12.6 |
-0.6 |
-4.4% |
0.0 |
| Volume |
1,354 |
2,636 |
1,282 |
94.7% |
7,318 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,270.4 |
1,267.6 |
1,257.4 |
|
| R3 |
1,265.3 |
1,262.5 |
1,256.0 |
|
| R2 |
1,260.2 |
1,260.2 |
1,255.5 |
|
| R1 |
1,257.4 |
1,257.4 |
1,255.1 |
1,258.8 |
| PP |
1,255.1 |
1,255.1 |
1,255.1 |
1,255.8 |
| S1 |
1,252.3 |
1,252.3 |
1,254.1 |
1,253.7 |
| S2 |
1,250.0 |
1,250.0 |
1,253.7 |
|
| S3 |
1,244.9 |
1,247.2 |
1,253.2 |
|
| S4 |
1,239.8 |
1,242.1 |
1,251.8 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,302.5 |
1,295.0 |
1,262.6 |
|
| R3 |
1,285.4 |
1,277.9 |
1,257.9 |
|
| R2 |
1,268.3 |
1,268.3 |
1,256.3 |
|
| R1 |
1,260.8 |
1,260.8 |
1,254.8 |
1,264.6 |
| PP |
1,251.2 |
1,251.2 |
1,251.2 |
1,253.1 |
| S1 |
1,243.7 |
1,243.7 |
1,251.6 |
1,247.5 |
| S2 |
1,234.1 |
1,234.1 |
1,250.1 |
|
| S3 |
1,217.0 |
1,226.6 |
1,248.5 |
|
| S4 |
1,199.9 |
1,209.5 |
1,243.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,258.8 |
1,241.7 |
17.1 |
1.4% |
9.2 |
0.7% |
75% |
False |
False |
1,420 |
| 10 |
1,295.0 |
1,241.7 |
53.3 |
4.2% |
12.1 |
1.0% |
24% |
False |
False |
2,860 |
| 20 |
1,310.0 |
1,241.7 |
68.3 |
5.4% |
12.3 |
1.0% |
19% |
False |
False |
2,680 |
| 40 |
1,331.5 |
1,241.7 |
89.8 |
7.2% |
13.9 |
1.1% |
14% |
False |
False |
2,290 |
| 60 |
1,390.8 |
1,241.7 |
149.1 |
11.9% |
14.4 |
1.1% |
9% |
False |
False |
2,081 |
| 80 |
1,390.8 |
1,241.7 |
149.1 |
11.9% |
14.6 |
1.2% |
9% |
False |
False |
1,884 |
| 100 |
1,390.8 |
1,234.7 |
156.1 |
12.4% |
14.5 |
1.2% |
13% |
False |
False |
1,653 |
| 120 |
1,390.8 |
1,185.0 |
205.8 |
16.4% |
14.7 |
1.2% |
34% |
False |
False |
1,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,279.6 |
|
2.618 |
1,271.3 |
|
1.618 |
1,266.2 |
|
1.000 |
1,263.0 |
|
0.618 |
1,261.1 |
|
HIGH |
1,257.9 |
|
0.618 |
1,256.0 |
|
0.500 |
1,255.4 |
|
0.382 |
1,254.7 |
|
LOW |
1,252.8 |
|
0.618 |
1,249.6 |
|
1.000 |
1,247.7 |
|
1.618 |
1,244.5 |
|
2.618 |
1,239.4 |
|
4.250 |
1,231.1 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,255.4 |
1,253.2 |
| PP |
1,255.1 |
1,251.8 |
| S1 |
1,254.9 |
1,250.4 |
|