| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,713.0 |
6,720.5 |
7.5 |
0.1% |
6,820.0 |
| High |
6,732.5 |
6,737.5 |
5.0 |
0.1% |
6,824.5 |
| Low |
6,699.0 |
6,686.5 |
-12.5 |
-0.2% |
6,709.0 |
| Close |
6,710.5 |
6,716.0 |
5.5 |
0.1% |
6,739.5 |
| Range |
33.5 |
51.0 |
17.5 |
52.2% |
115.5 |
| ATR |
42.0 |
42.6 |
0.6 |
1.5% |
0.0 |
| Volume |
302,037 |
213,046 |
-88,991 |
-29.5% |
298,097 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,866.5 |
6,842.0 |
6,744.0 |
|
| R3 |
6,815.5 |
6,791.0 |
6,730.0 |
|
| R2 |
6,764.5 |
6,764.5 |
6,725.5 |
|
| R1 |
6,740.0 |
6,740.0 |
6,720.5 |
6,727.0 |
| PP |
6,713.5 |
6,713.5 |
6,713.5 |
6,706.5 |
| S1 |
6,689.0 |
6,689.0 |
6,711.5 |
6,676.0 |
| S2 |
6,662.5 |
6,662.5 |
6,706.5 |
|
| S3 |
6,611.5 |
6,638.0 |
6,702.0 |
|
| S4 |
6,560.5 |
6,587.0 |
6,688.0 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,104.0 |
7,037.5 |
6,803.0 |
|
| R3 |
6,988.5 |
6,922.0 |
6,771.5 |
|
| R2 |
6,873.0 |
6,873.0 |
6,760.5 |
|
| R1 |
6,806.5 |
6,806.5 |
6,750.0 |
6,782.0 |
| PP |
6,757.5 |
6,757.5 |
6,757.5 |
6,745.5 |
| S1 |
6,691.0 |
6,691.0 |
6,729.0 |
6,666.5 |
| S2 |
6,642.0 |
6,642.0 |
6,718.5 |
|
| S3 |
6,526.5 |
6,575.5 |
6,707.5 |
|
| S4 |
6,411.0 |
6,460.0 |
6,676.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,817.5 |
6,686.5 |
131.0 |
2.0% |
46.5 |
0.7% |
23% |
False |
True |
158,010 |
| 10 |
6,824.5 |
6,686.5 |
138.0 |
2.1% |
43.5 |
0.6% |
21% |
False |
True |
81,560 |
| 20 |
6,824.5 |
6,686.5 |
138.0 |
2.1% |
37.5 |
0.6% |
21% |
False |
True |
40,948 |
| 40 |
6,824.5 |
6,467.0 |
357.5 |
5.3% |
27.5 |
0.4% |
70% |
False |
False |
20,505 |
| 60 |
6,824.5 |
6,397.0 |
427.5 |
6.4% |
20.5 |
0.3% |
75% |
False |
False |
13,672 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.4% |
16.0 |
0.2% |
75% |
False |
False |
10,261 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.2% |
14.0 |
0.2% |
80% |
False |
False |
8,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,954.0 |
|
2.618 |
6,871.0 |
|
1.618 |
6,820.0 |
|
1.000 |
6,788.5 |
|
0.618 |
6,769.0 |
|
HIGH |
6,737.5 |
|
0.618 |
6,718.0 |
|
0.500 |
6,712.0 |
|
0.382 |
6,706.0 |
|
LOW |
6,686.5 |
|
0.618 |
6,655.0 |
|
1.000 |
6,635.5 |
|
1.618 |
6,604.0 |
|
2.618 |
6,553.0 |
|
4.250 |
6,470.0 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,714.5 |
6,732.0 |
| PP |
6,713.5 |
6,727.0 |
| S1 |
6,712.0 |
6,721.5 |
|