| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,261.5 |
1,273.7 |
12.2 |
1.0% |
1,253.0 |
| High |
1,275.3 |
1,278.4 |
3.1 |
0.2% |
1,278.4 |
| Low |
1,261.5 |
1,272.0 |
10.5 |
0.8% |
1,252.8 |
| Close |
1,274.8 |
1,274.9 |
0.1 |
0.0% |
1,274.9 |
| Range |
13.8 |
6.4 |
-7.4 |
-53.6% |
25.6 |
| ATR |
12.2 |
11.8 |
-0.4 |
-3.4% |
0.0 |
| Volume |
2,437 |
1,743 |
-694 |
-28.5% |
16,656 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,294.3 |
1,291.0 |
1,278.4 |
|
| R3 |
1,287.9 |
1,284.6 |
1,276.7 |
|
| R2 |
1,281.5 |
1,281.5 |
1,276.1 |
|
| R1 |
1,278.2 |
1,278.2 |
1,275.5 |
1,279.9 |
| PP |
1,275.1 |
1,275.1 |
1,275.1 |
1,275.9 |
| S1 |
1,271.8 |
1,271.8 |
1,274.3 |
1,273.5 |
| S2 |
1,268.7 |
1,268.7 |
1,273.7 |
|
| S3 |
1,262.3 |
1,265.4 |
1,273.1 |
|
| S4 |
1,255.9 |
1,259.0 |
1,271.4 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,345.5 |
1,335.8 |
1,289.0 |
|
| R3 |
1,319.9 |
1,310.2 |
1,281.9 |
|
| R2 |
1,294.3 |
1,294.3 |
1,279.6 |
|
| R1 |
1,284.6 |
1,284.6 |
1,277.2 |
1,289.5 |
| PP |
1,268.7 |
1,268.7 |
1,268.7 |
1,271.1 |
| S1 |
1,259.0 |
1,259.0 |
1,272.6 |
1,263.9 |
| S2 |
1,243.1 |
1,243.1 |
1,270.2 |
|
| S3 |
1,217.5 |
1,233.4 |
1,267.9 |
|
| S4 |
1,191.9 |
1,207.8 |
1,260.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,278.4 |
1,252.8 |
25.6 |
2.0% |
8.6 |
0.7% |
86% |
True |
False |
3,331 |
| 10 |
1,278.4 |
1,241.7 |
36.7 |
2.9% |
9.2 |
0.7% |
90% |
True |
False |
2,397 |
| 20 |
1,305.9 |
1,241.7 |
64.2 |
5.0% |
11.3 |
0.9% |
52% |
False |
False |
2,907 |
| 40 |
1,315.9 |
1,241.7 |
74.2 |
5.8% |
13.1 |
1.0% |
45% |
False |
False |
2,463 |
| 60 |
1,344.2 |
1,241.7 |
102.5 |
8.0% |
13.6 |
1.1% |
32% |
False |
False |
2,232 |
| 80 |
1,390.8 |
1,241.7 |
149.1 |
11.7% |
14.3 |
1.1% |
22% |
False |
False |
2,007 |
| 100 |
1,390.8 |
1,234.7 |
156.1 |
12.2% |
14.5 |
1.1% |
26% |
False |
False |
1,776 |
| 120 |
1,390.8 |
1,185.0 |
205.8 |
16.1% |
14.3 |
1.1% |
44% |
False |
False |
1,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,305.6 |
|
2.618 |
1,295.2 |
|
1.618 |
1,288.8 |
|
1.000 |
1,284.8 |
|
0.618 |
1,282.4 |
|
HIGH |
1,278.4 |
|
0.618 |
1,276.0 |
|
0.500 |
1,275.2 |
|
0.382 |
1,274.4 |
|
LOW |
1,272.0 |
|
0.618 |
1,268.0 |
|
1.000 |
1,265.6 |
|
1.618 |
1,261.6 |
|
2.618 |
1,255.2 |
|
4.250 |
1,244.8 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,275.2 |
1,273.0 |
| PP |
1,275.1 |
1,271.0 |
| S1 |
1,275.0 |
1,269.1 |
|