| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
5,437.0 |
5,395.0 |
-42.0 |
-0.8% |
5,490.0 |
| High |
5,443.0 |
5,410.0 |
-33.0 |
-0.6% |
5,500.0 |
| Low |
5,422.0 |
5,371.0 |
-51.0 |
-0.9% |
5,371.0 |
| Close |
5,431.0 |
5,405.0 |
-26.0 |
-0.5% |
5,405.0 |
| Range |
21.0 |
39.0 |
18.0 |
85.7% |
129.0 |
| ATR |
44.3 |
45.4 |
1.1 |
2.5% |
0.0 |
| Volume |
25,289 |
47,577 |
22,288 |
88.1% |
109,650 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,512.3 |
5,497.7 |
5,426.5 |
|
| R3 |
5,473.3 |
5,458.7 |
5,415.7 |
|
| R2 |
5,434.3 |
5,434.3 |
5,412.2 |
|
| R1 |
5,419.7 |
5,419.7 |
5,408.6 |
5,427.0 |
| PP |
5,395.3 |
5,395.3 |
5,395.3 |
5,399.0 |
| S1 |
5,380.7 |
5,380.7 |
5,401.4 |
5,388.0 |
| S2 |
5,356.3 |
5,356.3 |
5,397.9 |
|
| S3 |
5,317.3 |
5,341.7 |
5,394.3 |
|
| S4 |
5,278.3 |
5,302.7 |
5,383.6 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,812.3 |
5,737.7 |
5,476.0 |
|
| R3 |
5,683.3 |
5,608.7 |
5,440.5 |
|
| R2 |
5,554.3 |
5,554.3 |
5,428.7 |
|
| R1 |
5,479.7 |
5,479.7 |
5,416.8 |
5,452.5 |
| PP |
5,425.3 |
5,425.3 |
5,425.3 |
5,411.8 |
| S1 |
5,350.7 |
5,350.7 |
5,393.2 |
5,323.5 |
| S2 |
5,296.3 |
5,296.3 |
5,381.4 |
|
| S3 |
5,167.3 |
5,221.7 |
5,369.5 |
|
| S4 |
5,038.3 |
5,092.7 |
5,334.1 |
|
|
| 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 |
5,371.0 |
129.0 |
2.4% |
30.6 |
0.6% |
26% |
False |
True |
25,827 |
| 10 |
5,539.0 |
5,371.0 |
168.0 |
3.1% |
40.8 |
0.8% |
20% |
False |
True |
25,299 |
| 20 |
5,553.0 |
5,371.0 |
182.0 |
3.4% |
41.1 |
0.8% |
19% |
False |
True |
22,248 |
| 40 |
5,553.0 |
5,367.0 |
186.0 |
3.4% |
42.7 |
0.8% |
20% |
False |
False |
22,230 |
| 60 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
41.9 |
0.8% |
45% |
False |
False |
25,080 |
| 80 |
5,553.0 |
5,286.0 |
267.0 |
4.9% |
37.7 |
0.7% |
45% |
False |
False |
19,876 |
| 100 |
5,553.0 |
4,998.0 |
555.0 |
10.3% |
33.0 |
0.6% |
73% |
False |
False |
15,921 |
| 120 |
5,553.0 |
4,998.0 |
555.0 |
10.3% |
29.0 |
0.5% |
73% |
False |
False |
13,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,575.8 |
|
2.618 |
5,512.1 |
|
1.618 |
5,473.1 |
|
1.000 |
5,449.0 |
|
0.618 |
5,434.1 |
|
HIGH |
5,410.0 |
|
0.618 |
5,395.1 |
|
0.500 |
5,390.5 |
|
0.382 |
5,385.9 |
|
LOW |
5,371.0 |
|
0.618 |
5,346.9 |
|
1.000 |
5,332.0 |
|
1.618 |
5,307.9 |
|
2.618 |
5,268.9 |
|
4.250 |
5,205.3 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,400.2 |
5,421.0 |
| PP |
5,395.3 |
5,415.7 |
| S1 |
5,390.5 |
5,410.3 |
|