| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
6,712.5 |
6,696.5 |
-16.0 |
-0.2% |
6,713.0 |
| High |
6,718.5 |
6,710.0 |
-8.5 |
-0.1% |
6,794.5 |
| Low |
6,667.0 |
6,653.0 |
-14.0 |
-0.2% |
6,686.5 |
| Close |
6,692.0 |
6,680.0 |
-12.0 |
-0.2% |
6,781.5 |
| Range |
51.5 |
57.0 |
5.5 |
10.7% |
108.0 |
| ATR |
48.9 |
49.5 |
0.6 |
1.2% |
0.0 |
| Volume |
81,408 |
58,423 |
-22,985 |
-28.2% |
789,233 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,852.0 |
6,823.0 |
6,711.5 |
|
| R3 |
6,795.0 |
6,766.0 |
6,695.5 |
|
| R2 |
6,738.0 |
6,738.0 |
6,690.5 |
|
| R1 |
6,709.0 |
6,709.0 |
6,685.0 |
6,695.0 |
| PP |
6,681.0 |
6,681.0 |
6,681.0 |
6,674.0 |
| S1 |
6,652.0 |
6,652.0 |
6,675.0 |
6,638.0 |
| S2 |
6,624.0 |
6,624.0 |
6,669.5 |
|
| S3 |
6,567.0 |
6,595.0 |
6,664.5 |
|
| S4 |
6,510.0 |
6,538.0 |
6,648.5 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,078.0 |
7,038.0 |
6,841.0 |
|
| R3 |
6,970.0 |
6,930.0 |
6,811.0 |
|
| R2 |
6,862.0 |
6,862.0 |
6,801.5 |
|
| R1 |
6,822.0 |
6,822.0 |
6,791.5 |
6,842.0 |
| PP |
6,754.0 |
6,754.0 |
6,754.0 |
6,764.0 |
| S1 |
6,714.0 |
6,714.0 |
6,771.5 |
6,734.0 |
| S2 |
6,646.0 |
6,646.0 |
6,761.5 |
|
| S3 |
6,538.0 |
6,606.0 |
6,752.0 |
|
| S4 |
6,430.0 |
6,498.0 |
6,722.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,794.5 |
6,653.0 |
141.5 |
2.1% |
54.5 |
0.8% |
19% |
False |
True |
75,049 |
| 10 |
6,794.5 |
6,653.0 |
141.5 |
2.1% |
49.5 |
0.7% |
19% |
False |
True |
128,560 |
| 20 |
6,824.5 |
6,653.0 |
171.5 |
2.6% |
43.5 |
0.6% |
16% |
False |
True |
69,568 |
| 40 |
6,824.5 |
6,653.0 |
171.5 |
2.6% |
33.0 |
0.5% |
16% |
False |
True |
34,882 |
| 60 |
6,824.5 |
6,460.0 |
364.5 |
5.5% |
24.5 |
0.4% |
60% |
False |
False |
23,257 |
| 80 |
6,824.5 |
6,397.0 |
427.5 |
6.4% |
20.5 |
0.3% |
66% |
False |
False |
17,448 |
| 100 |
6,824.5 |
6,274.0 |
550.5 |
8.2% |
17.0 |
0.3% |
74% |
False |
False |
13,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,952.0 |
|
2.618 |
6,859.0 |
|
1.618 |
6,802.0 |
|
1.000 |
6,767.0 |
|
0.618 |
6,745.0 |
|
HIGH |
6,710.0 |
|
0.618 |
6,688.0 |
|
0.500 |
6,681.5 |
|
0.382 |
6,675.0 |
|
LOW |
6,653.0 |
|
0.618 |
6,618.0 |
|
1.000 |
6,596.0 |
|
1.618 |
6,561.0 |
|
2.618 |
6,504.0 |
|
4.250 |
6,411.0 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,681.5 |
6,715.0 |
| PP |
6,681.0 |
6,703.5 |
| S1 |
6,680.5 |
6,691.5 |
|