| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
5,401.0 |
5,392.0 |
-9.0 |
-0.2% |
5,490.0 |
| High |
5,417.0 |
5,406.0 |
-11.0 |
-0.2% |
5,500.0 |
| Low |
5,381.0 |
5,378.0 |
-3.0 |
-0.1% |
5,371.0 |
| Close |
5,398.0 |
5,382.0 |
-16.0 |
-0.3% |
5,405.0 |
| Range |
36.0 |
28.0 |
-8.0 |
-22.2% |
129.0 |
| ATR |
44.5 |
43.3 |
-1.2 |
-2.6% |
0.0 |
| Volume |
142,648 |
62,475 |
-80,173 |
-56.2% |
109,650 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,472.7 |
5,455.3 |
5,397.4 |
|
| R3 |
5,444.7 |
5,427.3 |
5,389.7 |
|
| R2 |
5,416.7 |
5,416.7 |
5,387.1 |
|
| R1 |
5,399.3 |
5,399.3 |
5,384.6 |
5,394.0 |
| PP |
5,388.7 |
5,388.7 |
5,388.7 |
5,386.0 |
| S1 |
5,371.3 |
5,371.3 |
5,379.4 |
5,366.0 |
| S2 |
5,360.7 |
5,360.7 |
5,376.9 |
|
| S3 |
5,332.7 |
5,343.3 |
5,374.3 |
|
| S4 |
5,304.7 |
5,315.3 |
5,366.6 |
|
|
| 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 |
5,443.0 |
5,371.0 |
72.0 |
1.3% |
33.0 |
0.6% |
15% |
False |
False |
75,744 |
| 10 |
5,504.0 |
5,371.0 |
133.0 |
2.5% |
36.5 |
0.7% |
8% |
False |
False |
48,601 |
| 20 |
5,553.0 |
5,371.0 |
182.0 |
3.4% |
38.1 |
0.7% |
6% |
False |
False |
34,185 |
| 40 |
5,553.0 |
5,371.0 |
182.0 |
3.4% |
42.3 |
0.8% |
6% |
False |
False |
28,178 |
| 60 |
5,553.0 |
5,297.0 |
256.0 |
4.8% |
41.6 |
0.8% |
33% |
False |
False |
26,018 |
| 80 |
5,553.0 |
5,286.0 |
267.0 |
5.0% |
38.5 |
0.7% |
36% |
False |
False |
23,697 |
| 100 |
5,553.0 |
4,998.0 |
555.0 |
10.3% |
33.5 |
0.6% |
69% |
False |
False |
18,978 |
| 120 |
5,553.0 |
4,998.0 |
555.0 |
10.3% |
29.3 |
0.5% |
69% |
False |
False |
15,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,525.0 |
|
2.618 |
5,479.3 |
|
1.618 |
5,451.3 |
|
1.000 |
5,434.0 |
|
0.618 |
5,423.3 |
|
HIGH |
5,406.0 |
|
0.618 |
5,395.3 |
|
0.500 |
5,392.0 |
|
0.382 |
5,388.7 |
|
LOW |
5,378.0 |
|
0.618 |
5,360.7 |
|
1.000 |
5,350.0 |
|
1.618 |
5,332.7 |
|
2.618 |
5,304.7 |
|
4.250 |
5,259.0 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,392.0 |
5,398.5 |
| PP |
5,388.7 |
5,393.0 |
| S1 |
5,385.3 |
5,387.5 |
|