| 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 |
1,259.9 |
1,260.0 |
0.1 |
0.0% |
1,250.0 |
| High |
1,264.4 |
1,274.5 |
10.1 |
0.8% |
1,256.6 |
| Low |
1,259.1 |
1,260.0 |
0.9 |
0.1% |
1,240.5 |
| Close |
1,260.8 |
1,273.6 |
12.8 |
1.0% |
1,252.1 |
| Range |
5.3 |
14.5 |
9.2 |
173.6% |
16.1 |
| ATR |
12.7 |
12.8 |
0.1 |
1.0% |
0.0 |
| Volume |
128 |
129 |
1 |
0.8% |
3,730 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.9 |
1,307.7 |
1,281.6 |
|
| R3 |
1,298.4 |
1,293.2 |
1,277.6 |
|
| R2 |
1,283.9 |
1,283.9 |
1,276.3 |
|
| R1 |
1,278.7 |
1,278.7 |
1,274.9 |
1,281.3 |
| PP |
1,269.4 |
1,269.4 |
1,269.4 |
1,270.7 |
| S1 |
1,264.2 |
1,264.2 |
1,272.3 |
1,266.8 |
| S2 |
1,254.9 |
1,254.9 |
1,270.9 |
|
| S3 |
1,240.4 |
1,249.7 |
1,269.6 |
|
| S4 |
1,225.9 |
1,235.2 |
1,265.6 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.0 |
1,291.2 |
1,261.0 |
|
| R3 |
1,281.9 |
1,275.1 |
1,256.5 |
|
| R2 |
1,265.8 |
1,265.8 |
1,255.1 |
|
| R1 |
1,259.0 |
1,259.0 |
1,253.6 |
1,262.4 |
| PP |
1,249.7 |
1,249.7 |
1,249.7 |
1,251.5 |
| S1 |
1,242.9 |
1,242.9 |
1,250.6 |
1,246.3 |
| S2 |
1,233.6 |
1,233.6 |
1,249.1 |
|
| S3 |
1,217.5 |
1,226.8 |
1,247.7 |
|
| S4 |
1,201.4 |
1,210.7 |
1,243.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,274.5 |
1,246.3 |
28.2 |
2.2% |
9.0 |
0.7% |
97% |
True |
False |
348 |
| 10 |
1,274.5 |
1,240.5 |
34.0 |
2.7% |
10.1 |
0.8% |
97% |
True |
False |
893 |
| 20 |
1,307.3 |
1,240.5 |
66.8 |
5.2% |
12.2 |
1.0% |
50% |
False |
False |
68,566 |
| 40 |
1,315.8 |
1,240.5 |
75.3 |
5.9% |
14.5 |
1.1% |
44% |
False |
False |
95,678 |
| 60 |
1,360.2 |
1,240.5 |
119.7 |
9.4% |
15.5 |
1.2% |
28% |
False |
False |
97,088 |
| 80 |
1,392.2 |
1,240.5 |
151.7 |
11.9% |
16.1 |
1.3% |
22% |
False |
False |
76,228 |
| 100 |
1,392.2 |
1,233.0 |
159.2 |
12.5% |
16.5 |
1.3% |
26% |
False |
False |
61,734 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
16.1% |
16.4 |
1.3% |
42% |
False |
False |
51,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,336.1 |
|
2.618 |
1,312.5 |
|
1.618 |
1,298.0 |
|
1.000 |
1,289.0 |
|
0.618 |
1,283.5 |
|
HIGH |
1,274.5 |
|
0.618 |
1,269.0 |
|
0.500 |
1,267.3 |
|
0.382 |
1,265.5 |
|
LOW |
1,260.0 |
|
0.618 |
1,251.0 |
|
1.000 |
1,245.5 |
|
1.618 |
1,236.5 |
|
2.618 |
1,222.0 |
|
4.250 |
1,198.4 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,271.5 |
1,270.0 |
| PP |
1,269.4 |
1,266.4 |
| S1 |
1,267.3 |
1,262.8 |
|