| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,734.64 |
16,765.56 |
30.92 |
0.2% |
16,926.08 |
| High |
16,787.89 |
16,802.14 |
14.25 |
0.1% |
16,970.17 |
| Low |
16,718.60 |
16,722.86 |
4.26 |
0.0% |
16,703.73 |
| Close |
16,775.74 |
16,781.01 |
5.27 |
0.0% |
16,775.74 |
| Range |
69.29 |
79.28 |
9.99 |
14.4% |
266.44 |
| ATR |
98.87 |
97.47 |
-1.40 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,006.51 |
16,973.04 |
16,824.61 |
|
| R3 |
16,927.23 |
16,893.76 |
16,802.81 |
|
| R2 |
16,847.95 |
16,847.95 |
16,795.54 |
|
| R1 |
16,814.48 |
16,814.48 |
16,788.28 |
16,831.22 |
| PP |
16,768.67 |
16,768.67 |
16,768.67 |
16,777.04 |
| S1 |
16,735.20 |
16,735.20 |
16,773.74 |
16,751.94 |
| S2 |
16,689.39 |
16,689.39 |
16,766.48 |
|
| S3 |
16,610.11 |
16,655.92 |
16,759.21 |
|
| S4 |
16,530.83 |
16,576.64 |
16,737.41 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,615.87 |
17,462.24 |
16,922.28 |
|
| R3 |
17,349.43 |
17,195.80 |
16,849.01 |
|
| R2 |
17,082.99 |
17,082.99 |
16,824.59 |
|
| R1 |
16,929.36 |
16,929.36 |
16,800.16 |
16,872.96 |
| PP |
16,816.55 |
16,816.55 |
16,816.55 |
16,788.34 |
| S1 |
16,662.92 |
16,662.92 |
16,751.32 |
16,606.52 |
| S2 |
16,550.11 |
16,550.11 |
16,726.89 |
|
| S3 |
16,283.67 |
16,396.48 |
16,702.47 |
|
| S4 |
16,017.23 |
16,130.04 |
16,629.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,946.34 |
16,703.73 |
242.61 |
1.4% |
91.32 |
0.5% |
32% |
False |
False |
|
| 10 |
16,970.17 |
16,673.65 |
296.52 |
1.8% |
85.03 |
0.5% |
36% |
False |
False |
|
| 20 |
16,970.17 |
16,341.30 |
628.87 |
3.7% |
88.92 |
0.5% |
70% |
False |
False |
|
| 40 |
16,970.17 |
16,312.66 |
657.51 |
3.9% |
102.95 |
0.6% |
71% |
False |
False |
|
| 60 |
16,970.17 |
16,015.32 |
954.85 |
5.7% |
120.69 |
0.7% |
80% |
False |
False |
|
| 80 |
16,970.17 |
16,015.32 |
954.85 |
5.7% |
129.33 |
0.8% |
80% |
False |
False |
|
| 100 |
16,970.17 |
15,340.69 |
1,629.48 |
9.7% |
139.42 |
0.8% |
88% |
False |
False |
|
| 120 |
16,970.17 |
15,340.69 |
1,629.48 |
9.7% |
135.38 |
0.8% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,139.08 |
|
2.618 |
17,009.70 |
|
1.618 |
16,930.42 |
|
1.000 |
16,881.42 |
|
0.618 |
16,851.14 |
|
HIGH |
16,802.14 |
|
0.618 |
16,771.86 |
|
0.500 |
16,762.50 |
|
0.382 |
16,753.14 |
|
LOW |
16,722.86 |
|
0.618 |
16,673.86 |
|
1.000 |
16,643.58 |
|
1.618 |
16,594.58 |
|
2.618 |
16,515.30 |
|
4.250 |
16,385.92 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,774.84 |
16,778.22 |
| PP |
16,768.67 |
16,775.44 |
| S1 |
16,762.50 |
16,772.65 |
|