| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,259.8 |
1,261.5 |
1.7 |
0.1% |
1,247.7 |
| High |
1,266.0 |
1,275.3 |
9.3 |
0.7% |
1,258.8 |
| Low |
1,259.8 |
1,261.5 |
1.7 |
0.1% |
1,241.7 |
| Close |
1,262.0 |
1,274.8 |
12.8 |
1.0% |
1,253.2 |
| Range |
6.2 |
13.8 |
7.6 |
122.6% |
17.1 |
| ATR |
12.0 |
12.2 |
0.1 |
1.0% |
0.0 |
| Volume |
8,792 |
2,437 |
-6,355 |
-72.3% |
7,318 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.9 |
1,307.2 |
1,282.4 |
|
| R3 |
1,298.1 |
1,293.4 |
1,278.6 |
|
| R2 |
1,284.3 |
1,284.3 |
1,277.3 |
|
| R1 |
1,279.6 |
1,279.6 |
1,276.1 |
1,282.0 |
| PP |
1,270.5 |
1,270.5 |
1,270.5 |
1,271.7 |
| S1 |
1,265.8 |
1,265.8 |
1,273.5 |
1,268.2 |
| S2 |
1,256.7 |
1,256.7 |
1,272.3 |
|
| S3 |
1,242.9 |
1,252.0 |
1,271.0 |
|
| S4 |
1,229.1 |
1,238.2 |
1,267.2 |
|
|
| 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 |
1,275.3 |
1,247.0 |
28.3 |
2.2% |
9.7 |
0.8% |
98% |
True |
False |
3,253 |
| 10 |
1,275.3 |
1,241.7 |
33.6 |
2.6% |
10.3 |
0.8% |
99% |
True |
False |
2,640 |
| 20 |
1,307.2 |
1,241.7 |
65.5 |
5.1% |
11.6 |
0.9% |
51% |
False |
False |
2,901 |
| 40 |
1,315.9 |
1,241.7 |
74.2 |
5.8% |
13.2 |
1.0% |
45% |
False |
False |
2,475 |
| 60 |
1,361.3 |
1,241.7 |
119.6 |
9.4% |
14.0 |
1.1% |
28% |
False |
False |
2,212 |
| 80 |
1,390.8 |
1,241.7 |
149.1 |
11.7% |
14.4 |
1.1% |
22% |
False |
False |
2,003 |
| 100 |
1,390.8 |
1,234.7 |
156.1 |
12.2% |
14.6 |
1.1% |
26% |
False |
False |
1,761 |
| 120 |
1,390.8 |
1,185.0 |
205.8 |
16.1% |
14.5 |
1.1% |
44% |
False |
False |
1,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,334.0 |
|
2.618 |
1,311.4 |
|
1.618 |
1,297.6 |
|
1.000 |
1,289.1 |
|
0.618 |
1,283.8 |
|
HIGH |
1,275.3 |
|
0.618 |
1,270.0 |
|
0.500 |
1,268.4 |
|
0.382 |
1,266.8 |
|
LOW |
1,261.5 |
|
0.618 |
1,253.0 |
|
1.000 |
1,247.7 |
|
1.618 |
1,239.2 |
|
2.618 |
1,225.4 |
|
4.250 |
1,202.9 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,272.7 |
1,271.2 |
| PP |
1,270.5 |
1,267.6 |
| S1 |
1,268.4 |
1,264.1 |
|