| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,252.8 |
1,259.8 |
7.0 |
0.6% |
1,247.7 |
| High |
1,264.5 |
1,266.0 |
1.5 |
0.1% |
1,258.8 |
| Low |
1,252.8 |
1,259.8 |
7.0 |
0.6% |
1,241.7 |
| Close |
1,260.9 |
1,262.0 |
1.1 |
0.1% |
1,253.2 |
| Range |
11.7 |
6.2 |
-5.5 |
-47.0% |
17.1 |
| ATR |
12.5 |
12.0 |
-0.4 |
-3.6% |
0.0 |
| Volume |
1,048 |
8,792 |
7,744 |
738.9% |
7,318 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.2 |
1,277.8 |
1,265.4 |
|
| R3 |
1,275.0 |
1,271.6 |
1,263.7 |
|
| R2 |
1,268.8 |
1,268.8 |
1,263.1 |
|
| R1 |
1,265.4 |
1,265.4 |
1,262.6 |
1,267.1 |
| PP |
1,262.6 |
1,262.6 |
1,262.6 |
1,263.5 |
| S1 |
1,259.2 |
1,259.2 |
1,261.4 |
1,260.9 |
| S2 |
1,256.4 |
1,256.4 |
1,260.9 |
|
| S3 |
1,250.2 |
1,253.0 |
1,260.3 |
|
| S4 |
1,244.0 |
1,246.8 |
1,258.6 |
|
|
| 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 |
1,266.0 |
1,242.0 |
24.0 |
1.9% |
10.2 |
0.8% |
83% |
True |
False |
2,963 |
| 10 |
1,266.0 |
1,241.7 |
24.3 |
1.9% |
9.7 |
0.8% |
84% |
True |
False |
2,972 |
| 20 |
1,310.0 |
1,241.7 |
68.3 |
5.4% |
11.7 |
0.9% |
30% |
False |
False |
2,892 |
| 40 |
1,327.4 |
1,241.7 |
85.7 |
6.8% |
13.9 |
1.1% |
24% |
False |
False |
2,431 |
| 60 |
1,367.6 |
1,241.7 |
125.9 |
10.0% |
14.0 |
1.1% |
16% |
False |
False |
2,199 |
| 80 |
1,390.8 |
1,241.7 |
149.1 |
11.8% |
14.4 |
1.1% |
14% |
False |
False |
1,984 |
| 100 |
1,390.8 |
1,234.7 |
156.1 |
12.4% |
14.6 |
1.2% |
17% |
False |
False |
1,744 |
| 120 |
1,390.8 |
1,185.0 |
205.8 |
16.3% |
14.6 |
1.2% |
37% |
False |
False |
1,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,292.4 |
|
2.618 |
1,282.2 |
|
1.618 |
1,276.0 |
|
1.000 |
1,272.2 |
|
0.618 |
1,269.8 |
|
HIGH |
1,266.0 |
|
0.618 |
1,263.6 |
|
0.500 |
1,262.9 |
|
0.382 |
1,262.2 |
|
LOW |
1,259.8 |
|
0.618 |
1,256.0 |
|
1.000 |
1,253.6 |
|
1.618 |
1,249.8 |
|
2.618 |
1,243.6 |
|
4.250 |
1,233.5 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,262.9 |
1,261.1 |
| PP |
1,262.6 |
1,260.3 |
| S1 |
1,262.3 |
1,259.4 |
|