| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,271.8 |
1,278.4 |
6.6 |
0.5% |
1,253.0 |
| High |
1,279.6 |
1,322.7 |
43.1 |
3.4% |
1,278.4 |
| Low |
1,268.0 |
1,277.0 |
9.0 |
0.7% |
1,252.8 |
| Close |
1,273.4 |
1,314.8 |
41.4 |
3.3% |
1,274.9 |
| Range |
11.6 |
45.7 |
34.1 |
294.0% |
25.6 |
| ATR |
12.1 |
14.8 |
2.7 |
21.9% |
0.0 |
| Volume |
2,136 |
570 |
-1,566 |
-73.3% |
16,656 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,441.9 |
1,424.1 |
1,339.9 |
|
| R3 |
1,396.2 |
1,378.4 |
1,327.4 |
|
| R2 |
1,350.5 |
1,350.5 |
1,323.2 |
|
| R1 |
1,332.7 |
1,332.7 |
1,319.0 |
1,341.6 |
| PP |
1,304.8 |
1,304.8 |
1,304.8 |
1,309.3 |
| S1 |
1,287.0 |
1,287.0 |
1,310.6 |
1,295.9 |
| S2 |
1,259.1 |
1,259.1 |
1,306.4 |
|
| S3 |
1,213.4 |
1,241.3 |
1,302.2 |
|
| S4 |
1,167.7 |
1,195.6 |
1,289.7 |
|
|
| 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 |
1,322.7 |
1,259.6 |
63.1 |
4.8% |
18.1 |
1.4% |
87% |
True |
False |
1,347 |
| 10 |
1,322.7 |
1,247.0 |
75.7 |
5.8% |
13.9 |
1.1% |
90% |
True |
False |
2,300 |
| 20 |
1,322.7 |
1,241.7 |
81.0 |
6.2% |
13.2 |
1.0% |
90% |
True |
False |
2,676 |
| 40 |
1,322.7 |
1,241.7 |
81.0 |
6.2% |
14.0 |
1.1% |
90% |
True |
False |
2,471 |
| 60 |
1,331.5 |
1,241.7 |
89.8 |
6.8% |
14.0 |
1.1% |
81% |
False |
False |
2,160 |
| 80 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.6 |
1.1% |
49% |
False |
False |
1,991 |
| 100 |
1,390.8 |
1,241.0 |
149.8 |
11.4% |
14.5 |
1.1% |
49% |
False |
False |
1,802 |
| 120 |
1,390.8 |
1,185.0 |
205.8 |
15.7% |
14.8 |
1.1% |
63% |
False |
False |
1,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,516.9 |
|
2.618 |
1,442.3 |
|
1.618 |
1,396.6 |
|
1.000 |
1,368.4 |
|
0.618 |
1,350.9 |
|
HIGH |
1,322.7 |
|
0.618 |
1,305.2 |
|
0.500 |
1,299.9 |
|
0.382 |
1,294.5 |
|
LOW |
1,277.0 |
|
0.618 |
1,248.8 |
|
1.000 |
1,231.3 |
|
1.618 |
1,203.1 |
|
2.618 |
1,157.4 |
|
4.250 |
1,082.8 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,309.8 |
1,306.9 |
| PP |
1,304.8 |
1,299.0 |
| S1 |
1,299.9 |
1,291.2 |
|