| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
5,466.0 |
5,437.0 |
-29.0 |
-0.5% |
5,498.0 |
| High |
5,471.0 |
5,443.0 |
-28.0 |
-0.5% |
5,534.0 |
| Low |
5,445.0 |
5,422.0 |
-23.0 |
-0.4% |
5,418.0 |
| Close |
5,459.0 |
5,431.0 |
-28.0 |
-0.5% |
5,461.0 |
| Range |
26.0 |
21.0 |
-5.0 |
-19.2% |
116.0 |
| ATR |
44.9 |
44.3 |
-0.6 |
-1.3% |
0.0 |
| Volume |
18,400 |
25,289 |
6,889 |
37.4% |
115,132 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,495.0 |
5,484.0 |
5,442.6 |
|
| R3 |
5,474.0 |
5,463.0 |
5,436.8 |
|
| R2 |
5,453.0 |
5,453.0 |
5,434.9 |
|
| R1 |
5,442.0 |
5,442.0 |
5,432.9 |
5,437.0 |
| PP |
5,432.0 |
5,432.0 |
5,432.0 |
5,429.5 |
| S1 |
5,421.0 |
5,421.0 |
5,429.1 |
5,416.0 |
| S2 |
5,411.0 |
5,411.0 |
5,427.2 |
|
| S3 |
5,390.0 |
5,400.0 |
5,425.2 |
|
| S4 |
5,369.0 |
5,379.0 |
5,419.5 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,819.0 |
5,756.0 |
5,524.8 |
|
| R3 |
5,703.0 |
5,640.0 |
5,492.9 |
|
| R2 |
5,587.0 |
5,587.0 |
5,482.3 |
|
| R1 |
5,524.0 |
5,524.0 |
5,471.6 |
5,497.5 |
| PP |
5,471.0 |
5,471.0 |
5,471.0 |
5,457.8 |
| S1 |
5,408.0 |
5,408.0 |
5,450.4 |
5,381.5 |
| S2 |
5,355.0 |
5,355.0 |
5,439.7 |
|
| S3 |
5,239.0 |
5,292.0 |
5,429.1 |
|
| S4 |
5,123.0 |
5,176.0 |
5,397.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,500.0 |
5,418.0 |
82.0 |
1.5% |
31.8 |
0.6% |
16% |
False |
False |
21,395 |
| 10 |
5,539.0 |
5,418.0 |
121.0 |
2.2% |
40.4 |
0.7% |
11% |
False |
False |
22,156 |
| 20 |
5,553.0 |
5,379.0 |
174.0 |
3.2% |
41.5 |
0.8% |
30% |
False |
False |
21,198 |
| 40 |
5,553.0 |
5,337.0 |
216.0 |
4.0% |
43.5 |
0.8% |
44% |
False |
False |
21,844 |
| 60 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
41.9 |
0.8% |
54% |
False |
False |
25,225 |
| 80 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
37.2 |
0.7% |
54% |
False |
False |
19,284 |
| 100 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
32.9 |
0.6% |
78% |
False |
False |
15,446 |
| 120 |
5,553.0 |
4,998.0 |
555.0 |
10.2% |
29.0 |
0.5% |
78% |
False |
False |
12,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,532.3 |
|
2.618 |
5,498.0 |
|
1.618 |
5,477.0 |
|
1.000 |
5,464.0 |
|
0.618 |
5,456.0 |
|
HIGH |
5,443.0 |
|
0.618 |
5,435.0 |
|
0.500 |
5,432.5 |
|
0.382 |
5,430.0 |
|
LOW |
5,422.0 |
|
0.618 |
5,409.0 |
|
1.000 |
5,401.0 |
|
1.618 |
5,388.0 |
|
2.618 |
5,367.0 |
|
4.250 |
5,332.8 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,432.5 |
5,461.0 |
| PP |
5,432.0 |
5,451.0 |
| S1 |
5,431.5 |
5,441.0 |
|