| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
3,274.0 |
3,305.0 |
31.0 |
0.9% |
3,252.0 |
| High |
3,309.0 |
3,316.0 |
7.0 |
0.2% |
3,309.0 |
| Low |
3,261.0 |
3,287.0 |
26.0 |
0.8% |
3,216.0 |
| Close |
3,291.0 |
3,305.0 |
14.0 |
0.4% |
3,291.0 |
| Range |
48.0 |
29.0 |
-19.0 |
-39.6% |
93.0 |
| ATR |
37.2 |
36.6 |
-0.6 |
-1.6% |
0.0 |
| Volume |
572,104 |
759,780 |
187,676 |
32.8% |
5,075,756 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,389.7 |
3,376.3 |
3,321.0 |
|
| R3 |
3,360.7 |
3,347.3 |
3,313.0 |
|
| R2 |
3,331.7 |
3,331.7 |
3,310.3 |
|
| R1 |
3,318.3 |
3,318.3 |
3,307.7 |
3,319.5 |
| PP |
3,302.7 |
3,302.7 |
3,302.7 |
3,303.3 |
| S1 |
3,289.3 |
3,289.3 |
3,302.3 |
3,290.5 |
| S2 |
3,273.7 |
3,273.7 |
3,299.7 |
|
| S3 |
3,244.7 |
3,260.3 |
3,297.0 |
|
| S4 |
3,215.7 |
3,231.3 |
3,289.1 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,551.0 |
3,514.0 |
3,342.2 |
|
| R3 |
3,458.0 |
3,421.0 |
3,316.6 |
|
| R2 |
3,365.0 |
3,365.0 |
3,308.1 |
|
| R1 |
3,328.0 |
3,328.0 |
3,299.5 |
3,346.5 |
| PP |
3,272.0 |
3,272.0 |
3,272.0 |
3,281.3 |
| S1 |
3,235.0 |
3,235.0 |
3,282.5 |
3,253.5 |
| S2 |
3,179.0 |
3,179.0 |
3,274.0 |
|
| S3 |
3,086.0 |
3,142.0 |
3,265.4 |
|
| S4 |
2,993.0 |
3,049.0 |
3,239.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,316.0 |
3,216.0 |
100.0 |
3.0% |
38.8 |
1.2% |
89% |
True |
False |
1,025,821 |
| 10 |
3,316.0 |
3,216.0 |
100.0 |
3.0% |
29.4 |
0.9% |
89% |
True |
False |
820,713 |
| 20 |
3,316.0 |
3,121.0 |
195.0 |
5.9% |
32.4 |
1.0% |
94% |
True |
False |
783,486 |
| 40 |
3,316.0 |
3,010.0 |
306.0 |
9.3% |
38.5 |
1.2% |
96% |
True |
False |
852,316 |
| 60 |
3,316.0 |
2,902.0 |
414.0 |
12.5% |
40.4 |
1.2% |
97% |
True |
False |
843,279 |
| 80 |
3,316.0 |
2,902.0 |
414.0 |
12.5% |
39.6 |
1.2% |
97% |
True |
False |
635,698 |
| 100 |
3,316.0 |
2,868.0 |
448.0 |
13.6% |
41.3 |
1.2% |
98% |
True |
False |
508,963 |
| 120 |
3,316.0 |
2,847.0 |
469.0 |
14.2% |
39.7 |
1.2% |
98% |
True |
False |
424,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,439.3 |
|
2.618 |
3,391.9 |
|
1.618 |
3,362.9 |
|
1.000 |
3,345.0 |
|
0.618 |
3,333.9 |
|
HIGH |
3,316.0 |
|
0.618 |
3,304.9 |
|
0.500 |
3,301.5 |
|
0.382 |
3,298.1 |
|
LOW |
3,287.0 |
|
0.618 |
3,269.1 |
|
1.000 |
3,258.0 |
|
1.618 |
3,240.1 |
|
2.618 |
3,211.1 |
|
4.250 |
3,163.8 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,303.8 |
3,293.5 |
| PP |
3,302.7 |
3,282.0 |
| S1 |
3,301.5 |
3,270.5 |
|