| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,278.4 |
1,321.4 |
43.0 |
3.4% |
1,279.0 |
| High |
1,322.7 |
1,323.0 |
0.3 |
0.0% |
1,323.0 |
| Low |
1,277.0 |
1,307.9 |
30.9 |
2.4% |
1,259.6 |
| Close |
1,314.8 |
1,317.4 |
2.6 |
0.2% |
1,317.4 |
| Range |
45.7 |
15.1 |
-30.6 |
-67.0% |
63.4 |
| ATR |
14.8 |
14.8 |
0.0 |
0.2% |
0.0 |
| Volume |
570 |
3,712 |
3,142 |
551.2% |
8,705 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.4 |
1,354.5 |
1,325.7 |
|
| R3 |
1,346.3 |
1,339.4 |
1,321.6 |
|
| R2 |
1,331.2 |
1,331.2 |
1,320.2 |
|
| R1 |
1,324.3 |
1,324.3 |
1,318.8 |
1,320.2 |
| PP |
1,316.1 |
1,316.1 |
1,316.1 |
1,314.1 |
| S1 |
1,309.2 |
1,309.2 |
1,316.0 |
1,305.1 |
| S2 |
1,301.0 |
1,301.0 |
1,314.6 |
|
| S3 |
1,285.9 |
1,294.1 |
1,313.2 |
|
| S4 |
1,270.8 |
1,279.0 |
1,309.1 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,490.2 |
1,467.2 |
1,352.3 |
|
| R3 |
1,426.8 |
1,403.8 |
1,334.8 |
|
| R2 |
1,363.4 |
1,363.4 |
1,329.0 |
|
| R1 |
1,340.4 |
1,340.4 |
1,323.2 |
1,351.9 |
| PP |
1,300.0 |
1,300.0 |
1,300.0 |
1,305.8 |
| S1 |
1,277.0 |
1,277.0 |
1,311.6 |
1,288.5 |
| S2 |
1,236.6 |
1,236.6 |
1,305.8 |
|
| S3 |
1,173.2 |
1,213.6 |
1,300.0 |
|
| S4 |
1,109.8 |
1,150.2 |
1,282.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,323.0 |
1,259.6 |
63.4 |
4.8% |
19.8 |
1.5% |
91% |
True |
False |
1,741 |
| 10 |
1,323.0 |
1,252.8 |
70.2 |
5.3% |
14.2 |
1.1% |
92% |
True |
False |
2,536 |
| 20 |
1,323.0 |
1,241.7 |
81.3 |
6.2% |
13.4 |
1.0% |
93% |
True |
False |
2,771 |
| 40 |
1,323.0 |
1,241.7 |
81.3 |
6.2% |
13.6 |
1.0% |
93% |
True |
False |
2,541 |
| 60 |
1,331.5 |
1,241.7 |
89.8 |
6.8% |
14.0 |
1.1% |
84% |
False |
False |
2,212 |
| 80 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.5 |
1.1% |
51% |
False |
False |
2,030 |
| 100 |
1,390.8 |
1,241.0 |
149.8 |
11.4% |
14.6 |
1.1% |
51% |
False |
False |
1,833 |
| 120 |
1,390.8 |
1,185.0 |
205.8 |
15.6% |
14.8 |
1.1% |
64% |
False |
False |
1,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,387.2 |
|
2.618 |
1,362.5 |
|
1.618 |
1,347.4 |
|
1.000 |
1,338.1 |
|
0.618 |
1,332.3 |
|
HIGH |
1,323.0 |
|
0.618 |
1,317.2 |
|
0.500 |
1,315.5 |
|
0.382 |
1,313.7 |
|
LOW |
1,307.9 |
|
0.618 |
1,298.6 |
|
1.000 |
1,292.8 |
|
1.618 |
1,283.5 |
|
2.618 |
1,268.4 |
|
4.250 |
1,243.7 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,316.8 |
1,310.1 |
| PP |
1,316.1 |
1,302.8 |
| S1 |
1,315.5 |
1,295.5 |
|