| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,806.12 |
16,909.90 |
103.78 |
0.6% |
16,926.08 |
| High |
16,911.41 |
16,923.43 |
12.02 |
0.1% |
16,970.17 |
| Low |
16,755.29 |
16,858.88 |
103.59 |
0.6% |
16,703.73 |
| Close |
16,906.62 |
16,921.46 |
14.84 |
0.1% |
16,775.74 |
| Range |
156.12 |
64.55 |
-91.57 |
-58.7% |
266.44 |
| ATR |
101.20 |
98.59 |
-2.62 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,094.91 |
17,072.73 |
16,956.96 |
|
| R3 |
17,030.36 |
17,008.18 |
16,939.21 |
|
| R2 |
16,965.81 |
16,965.81 |
16,933.29 |
|
| R1 |
16,943.63 |
16,943.63 |
16,927.38 |
16,954.72 |
| PP |
16,901.26 |
16,901.26 |
16,901.26 |
16,906.80 |
| S1 |
16,879.08 |
16,879.08 |
16,915.54 |
16,890.17 |
| S2 |
16,836.71 |
16,836.71 |
16,909.63 |
|
| S3 |
16,772.16 |
16,814.53 |
16,903.71 |
|
| S4 |
16,707.61 |
16,749.98 |
16,885.96 |
|
|
| 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 |
16,923.43 |
16,718.60 |
204.83 |
1.2% |
91.98 |
0.5% |
99% |
True |
False |
|
| 10 |
16,970.17 |
16,703.73 |
266.44 |
1.6% |
90.98 |
0.5% |
82% |
False |
False |
|
| 20 |
16,970.17 |
16,489.61 |
480.56 |
2.8% |
83.36 |
0.5% |
90% |
False |
False |
|
| 40 |
16,970.17 |
16,312.66 |
657.51 |
3.9% |
105.16 |
0.6% |
93% |
False |
False |
|
| 60 |
16,970.17 |
16,015.32 |
954.85 |
5.6% |
118.23 |
0.7% |
95% |
False |
False |
|
| 80 |
16,970.17 |
16,015.32 |
954.85 |
5.6% |
128.18 |
0.8% |
95% |
False |
False |
|
| 100 |
16,970.17 |
15,340.69 |
1,629.48 |
9.6% |
135.37 |
0.8% |
97% |
False |
False |
|
| 120 |
16,970.17 |
15,340.69 |
1,629.48 |
9.6% |
135.72 |
0.8% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,197.77 |
|
2.618 |
17,092.42 |
|
1.618 |
17,027.87 |
|
1.000 |
16,987.98 |
|
0.618 |
16,963.32 |
|
HIGH |
16,923.43 |
|
0.618 |
16,898.77 |
|
0.500 |
16,891.16 |
|
0.382 |
16,883.54 |
|
LOW |
16,858.88 |
|
0.618 |
16,818.99 |
|
1.000 |
16,794.33 |
|
1.618 |
16,754.44 |
|
2.618 |
16,689.89 |
|
4.250 |
16,584.54 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,911.36 |
16,890.36 |
| PP |
16,901.26 |
16,859.27 |
| S1 |
16,891.16 |
16,828.17 |
|