| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,926.08 |
16,940.40 |
14.32 |
0.1% |
16,716.85 |
| High |
16,970.17 |
16,946.34 |
-23.83 |
-0.1% |
16,924.28 |
| Low |
16,912.92 |
16,897.44 |
-15.48 |
-0.1% |
16,673.65 |
| Close |
16,943.10 |
16,945.92 |
2.82 |
0.0% |
16,924.28 |
| Range |
57.25 |
48.90 |
-8.35 |
-14.6% |
250.63 |
| ATR |
99.78 |
96.15 |
-3.63 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,076.60 |
17,060.16 |
16,972.82 |
|
| R3 |
17,027.70 |
17,011.26 |
16,959.37 |
|
| R2 |
16,978.80 |
16,978.80 |
16,954.89 |
|
| R1 |
16,962.36 |
16,962.36 |
16,950.40 |
16,970.58 |
| PP |
16,929.90 |
16,929.90 |
16,929.90 |
16,934.01 |
| S1 |
16,913.46 |
16,913.46 |
16,941.44 |
16,921.68 |
| S2 |
16,881.00 |
16,881.00 |
16,936.96 |
|
| S3 |
16,832.10 |
16,864.56 |
16,932.47 |
|
| S4 |
16,783.20 |
16,815.66 |
16,919.03 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,592.63 |
17,509.08 |
17,062.13 |
|
| R3 |
17,342.00 |
17,258.45 |
16,993.20 |
|
| R2 |
17,091.37 |
17,091.37 |
16,970.23 |
|
| R1 |
17,007.82 |
17,007.82 |
16,947.25 |
17,049.60 |
| PP |
16,840.74 |
16,840.74 |
16,840.74 |
16,861.62 |
| S1 |
16,757.19 |
16,757.19 |
16,901.31 |
16,798.97 |
| S2 |
16,590.11 |
16,590.11 |
16,878.33 |
|
| S3 |
16,339.48 |
16,506.56 |
16,855.36 |
|
| S4 |
16,088.85 |
16,255.93 |
16,786.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,970.17 |
16,673.65 |
296.52 |
1.7% |
79.18 |
0.5% |
92% |
False |
False |
|
| 10 |
16,970.17 |
16,620.22 |
349.95 |
2.1% |
72.26 |
0.4% |
93% |
False |
False |
|
| 20 |
16,970.17 |
16,341.30 |
628.87 |
3.7% |
92.15 |
0.5% |
96% |
False |
False |
|
| 40 |
16,970.17 |
16,028.29 |
941.88 |
5.6% |
108.18 |
0.6% |
97% |
False |
False |
|
| 60 |
16,970.17 |
16,015.32 |
954.85 |
5.6% |
126.54 |
0.7% |
97% |
False |
False |
|
| 80 |
16,970.17 |
15,985.39 |
984.78 |
5.8% |
131.73 |
0.8% |
98% |
False |
False |
|
| 100 |
16,970.17 |
15,340.69 |
1,629.48 |
9.6% |
140.77 |
0.8% |
99% |
False |
False |
|
| 120 |
16,970.17 |
15,340.69 |
1,629.48 |
9.6% |
137.21 |
0.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,154.17 |
|
2.618 |
17,074.36 |
|
1.618 |
17,025.46 |
|
1.000 |
16,995.24 |
|
0.618 |
16,976.56 |
|
HIGH |
16,946.34 |
|
0.618 |
16,927.66 |
|
0.500 |
16,921.89 |
|
0.382 |
16,916.12 |
|
LOW |
16,897.44 |
|
0.618 |
16,867.22 |
|
1.000 |
16,848.54 |
|
1.618 |
16,818.32 |
|
2.618 |
16,769.42 |
|
4.250 |
16,689.62 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,937.91 |
16,932.25 |
| PP |
16,929.90 |
16,918.58 |
| S1 |
16,921.89 |
16,904.91 |
|