| 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 |
9,976.0 |
10,008.0 |
32.0 |
0.3% |
9,972.0 |
| High |
10,010.0 |
10,022.5 |
12.5 |
0.1% |
10,017.0 |
| Low |
9,942.5 |
9,985.0 |
42.5 |
0.4% |
9,868.0 |
| Close |
9,982.0 |
10,006.0 |
24.0 |
0.2% |
9,982.0 |
| Range |
67.5 |
37.5 |
-30.0 |
-44.4% |
149.0 |
| ATR |
104.7 |
100.1 |
-4.6 |
-4.4% |
0.0 |
| Volume |
40,255 |
64,658 |
24,403 |
60.6% |
450,709 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,117.0 |
10,099.0 |
10,026.6 |
|
| R3 |
10,079.5 |
10,061.5 |
10,016.3 |
|
| R2 |
10,042.0 |
10,042.0 |
10,012.9 |
|
| R1 |
10,024.0 |
10,024.0 |
10,009.4 |
10,014.3 |
| PP |
10,004.5 |
10,004.5 |
10,004.5 |
9,999.6 |
| S1 |
9,986.5 |
9,986.5 |
10,002.6 |
9,976.8 |
| S2 |
9,967.0 |
9,967.0 |
9,999.1 |
|
| S3 |
9,929.5 |
9,949.0 |
9,995.7 |
|
| S4 |
9,892.0 |
9,911.5 |
9,985.4 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,402.7 |
10,341.3 |
10,064.0 |
|
| R3 |
10,253.7 |
10,192.3 |
10,023.0 |
|
| R2 |
10,104.7 |
10,104.7 |
10,009.3 |
|
| R1 |
10,043.3 |
10,043.3 |
9,995.7 |
10,074.0 |
| PP |
9,955.7 |
9,955.7 |
9,955.7 |
9,971.0 |
| S1 |
9,894.3 |
9,894.3 |
9,968.3 |
9,925.0 |
| S2 |
9,806.7 |
9,806.7 |
9,954.7 |
|
| S3 |
9,657.7 |
9,745.3 |
9,941.0 |
|
| S4 |
9,508.7 |
9,596.3 |
9,900.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,022.5 |
9,868.0 |
154.5 |
1.5% |
75.0 |
0.7% |
89% |
True |
False |
89,846 |
| 10 |
10,022.5 |
9,868.0 |
154.5 |
1.5% |
70.3 |
0.7% |
89% |
True |
False |
76,036 |
| 20 |
10,022.5 |
9,536.5 |
486.0 |
4.9% |
87.2 |
0.9% |
97% |
True |
False |
81,761 |
| 40 |
10,022.5 |
9,102.5 |
920.0 |
9.2% |
116.3 |
1.2% |
98% |
True |
False |
95,515 |
| 60 |
10,022.5 |
8,934.5 |
1,088.0 |
10.9% |
122.9 |
1.2% |
98% |
True |
False |
89,951 |
| 80 |
10,022.5 |
8,934.5 |
1,088.0 |
10.9% |
122.1 |
1.2% |
98% |
True |
False |
67,733 |
| 100 |
10,022.5 |
8,934.5 |
1,088.0 |
10.9% |
126.5 |
1.3% |
98% |
True |
False |
54,218 |
| 120 |
10,022.5 |
8,934.5 |
1,088.0 |
10.9% |
119.9 |
1.2% |
98% |
True |
False |
45,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,181.9 |
|
2.618 |
10,120.7 |
|
1.618 |
10,083.2 |
|
1.000 |
10,060.0 |
|
0.618 |
10,045.7 |
|
HIGH |
10,022.5 |
|
0.618 |
10,008.2 |
|
0.500 |
10,003.8 |
|
0.382 |
9,999.3 |
|
LOW |
9,985.0 |
|
0.618 |
9,961.8 |
|
1.000 |
9,947.5 |
|
1.618 |
9,924.3 |
|
2.618 |
9,886.8 |
|
4.250 |
9,825.6 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
10,005.3 |
9,990.4 |
| PP |
10,004.5 |
9,974.8 |
| S1 |
10,003.8 |
9,959.3 |
|