| 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 |
3,307.0 |
3,315.0 |
8.0 |
0.2% |
3,267.0 |
| High |
3,327.0 |
3,324.0 |
-3.0 |
-0.1% |
3,327.0 |
| Low |
3,305.0 |
3,307.0 |
2.0 |
0.1% |
3,254.0 |
| Close |
3,316.0 |
3,322.5 |
6.5 |
0.2% |
3,322.5 |
| Range |
22.0 |
17.0 |
-5.0 |
-22.7% |
73.0 |
| ATR |
35.4 |
34.1 |
-1.3 |
-3.7% |
0.0 |
| Volume |
156,207 |
153,916 |
-2,291 |
-1.5% |
5,171,543 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,368.8 |
3,362.7 |
3,331.9 |
|
| R3 |
3,351.8 |
3,345.7 |
3,327.2 |
|
| R2 |
3,334.8 |
3,334.8 |
3,325.6 |
|
| R1 |
3,328.7 |
3,328.7 |
3,324.1 |
3,331.8 |
| PP |
3,317.8 |
3,317.8 |
3,317.8 |
3,319.4 |
| S1 |
3,311.7 |
3,311.7 |
3,320.9 |
3,314.8 |
| S2 |
3,300.8 |
3,300.8 |
3,319.4 |
|
| S3 |
3,283.8 |
3,294.7 |
3,317.8 |
|
| S4 |
3,266.8 |
3,277.7 |
3,313.2 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,520.2 |
3,494.3 |
3,362.7 |
|
| R3 |
3,447.2 |
3,421.3 |
3,342.6 |
|
| R2 |
3,374.2 |
3,374.2 |
3,335.9 |
|
| R1 |
3,348.3 |
3,348.3 |
3,329.2 |
3,361.3 |
| PP |
3,301.2 |
3,301.2 |
3,301.2 |
3,307.6 |
| S1 |
3,275.3 |
3,275.3 |
3,315.8 |
3,288.3 |
| S2 |
3,228.2 |
3,228.2 |
3,309.1 |
|
| S3 |
3,155.2 |
3,202.3 |
3,302.4 |
|
| S4 |
3,082.2 |
3,129.3 |
3,282.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,327.0 |
3,254.0 |
73.0 |
2.2% |
24.8 |
0.7% |
94% |
False |
False |
1,034,308 |
| 10 |
3,327.0 |
3,253.0 |
74.0 |
2.2% |
27.7 |
0.8% |
94% |
False |
False |
1,020,072 |
| 20 |
3,327.0 |
3,170.0 |
157.0 |
4.7% |
28.6 |
0.9% |
97% |
False |
False |
902,036 |
| 40 |
3,327.0 |
3,080.0 |
247.0 |
7.4% |
33.7 |
1.0% |
98% |
False |
False |
859,871 |
| 60 |
3,327.0 |
2,978.0 |
349.0 |
10.5% |
36.5 |
1.1% |
99% |
False |
False |
883,705 |
| 80 |
3,327.0 |
2,902.0 |
425.0 |
12.8% |
39.1 |
1.2% |
99% |
False |
False |
753,690 |
| 100 |
3,327.0 |
2,868.0 |
459.0 |
13.8% |
39.9 |
1.2% |
99% |
False |
False |
603,310 |
| 120 |
3,327.0 |
2,868.0 |
459.0 |
13.8% |
39.3 |
1.2% |
99% |
False |
False |
502,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,396.3 |
|
2.618 |
3,368.5 |
|
1.618 |
3,351.5 |
|
1.000 |
3,341.0 |
|
0.618 |
3,334.5 |
|
HIGH |
3,324.0 |
|
0.618 |
3,317.5 |
|
0.500 |
3,315.5 |
|
0.382 |
3,313.5 |
|
LOW |
3,307.0 |
|
0.618 |
3,296.5 |
|
1.000 |
3,290.0 |
|
1.618 |
3,279.5 |
|
2.618 |
3,262.5 |
|
4.250 |
3,234.8 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,320.2 |
3,315.2 |
| PP |
3,317.8 |
3,307.8 |
| S1 |
3,315.5 |
3,300.5 |
|