| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,173.9 |
1,185.2 |
11.3 |
1.0% |
1,166.6 |
| High |
1,185.7 |
1,188.0 |
2.3 |
0.2% |
1,180.4 |
| Low |
1,170.5 |
1,176.7 |
6.2 |
0.5% |
1,152.1 |
| Close |
1,184.6 |
1,184.2 |
-0.4 |
0.0% |
1,162.2 |
| Range |
15.2 |
11.3 |
-3.9 |
-25.7% |
28.3 |
| ATR |
16.4 |
16.0 |
-0.4 |
-2.2% |
0.0 |
| Volume |
50,400 |
18,225 |
-32,175 |
-63.8% |
561,681 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,216.8 |
1,211.8 |
1,190.5 |
|
| R3 |
1,205.5 |
1,200.5 |
1,187.3 |
|
| R2 |
1,194.3 |
1,194.3 |
1,186.3 |
|
| R1 |
1,189.3 |
1,189.3 |
1,185.3 |
1,186.0 |
| PP |
1,183.0 |
1,183.0 |
1,183.0 |
1,181.5 |
| S1 |
1,178.0 |
1,178.0 |
1,183.3 |
1,174.8 |
| S2 |
1,171.8 |
1,171.8 |
1,182.3 |
|
| S3 |
1,160.3 |
1,166.8 |
1,181.0 |
|
| S4 |
1,149.0 |
1,155.3 |
1,178.0 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,249.8 |
1,234.3 |
1,177.8 |
|
| R3 |
1,221.5 |
1,206.0 |
1,170.0 |
|
| R2 |
1,193.3 |
1,193.3 |
1,167.5 |
|
| R1 |
1,177.8 |
1,177.8 |
1,164.8 |
1,171.3 |
| PP |
1,165.0 |
1,165.0 |
1,165.0 |
1,161.8 |
| S1 |
1,149.5 |
1,149.5 |
1,159.5 |
1,143.0 |
| S2 |
1,136.5 |
1,136.5 |
1,157.0 |
|
| S3 |
1,108.3 |
1,121.0 |
1,154.5 |
|
| S4 |
1,080.0 |
1,092.8 |
1,146.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,188.0 |
1,152.1 |
35.9 |
3.0% |
13.8 |
1.2% |
89% |
True |
False |
63,143 |
| 10 |
1,188.0 |
1,152.1 |
35.9 |
3.0% |
13.8 |
1.2% |
89% |
True |
False |
88,814 |
| 20 |
1,188.0 |
1,100.3 |
87.7 |
7.4% |
14.5 |
1.2% |
96% |
True |
False |
93,161 |
| 40 |
1,188.0 |
1,078.7 |
109.3 |
9.2% |
18.0 |
1.5% |
97% |
True |
False |
122,189 |
| 60 |
1,191.1 |
1,078.7 |
112.4 |
9.5% |
19.3 |
1.6% |
94% |
False |
False |
126,222 |
| 80 |
1,208.2 |
1,078.7 |
129.5 |
10.9% |
19.0 |
1.6% |
81% |
False |
False |
111,277 |
| 100 |
1,208.2 |
1,078.7 |
129.5 |
10.9% |
16.0 |
1.4% |
81% |
False |
False |
89,027 |
| 120 |
1,208.2 |
1,078.7 |
129.5 |
10.9% |
13.5 |
1.2% |
81% |
False |
False |
74,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,236.0 |
|
2.618 |
1,217.5 |
|
1.618 |
1,206.3 |
|
1.000 |
1,199.3 |
|
0.618 |
1,195.0 |
|
HIGH |
1,188.0 |
|
0.618 |
1,183.8 |
|
0.500 |
1,182.3 |
|
0.382 |
1,181.0 |
|
LOW |
1,176.8 |
|
0.618 |
1,169.8 |
|
1.000 |
1,165.5 |
|
1.618 |
1,158.5 |
|
2.618 |
1,147.0 |
|
4.250 |
1,128.8 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,183.5 |
1,181.5 |
| PP |
1,183.0 |
1,178.5 |
| S1 |
1,182.3 |
1,175.8 |
|