| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,920.62 |
16,946.50 |
25.88 |
0.2% |
16,765.56 |
| High |
16,978.02 |
16,954.27 |
-23.75 |
-0.1% |
16,978.02 |
| Low |
16,920.62 |
16,896.09 |
-24.53 |
-0.1% |
16,722.86 |
| Close |
16,947.08 |
16,937.26 |
-9.82 |
-0.1% |
16,947.08 |
| Range |
57.40 |
58.18 |
0.78 |
1.4% |
255.16 |
| ATR |
95.64 |
92.97 |
-2.68 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,103.75 |
17,078.68 |
16,969.26 |
|
| R3 |
17,045.57 |
17,020.50 |
16,953.26 |
|
| R2 |
16,987.39 |
16,987.39 |
16,947.93 |
|
| R1 |
16,962.32 |
16,962.32 |
16,942.59 |
16,945.77 |
| PP |
16,929.21 |
16,929.21 |
16,929.21 |
16,920.93 |
| S1 |
16,904.14 |
16,904.14 |
16,931.93 |
16,887.59 |
| S2 |
16,871.03 |
16,871.03 |
16,926.59 |
|
| S3 |
16,812.85 |
16,845.96 |
16,921.26 |
|
| S4 |
16,754.67 |
16,787.78 |
16,905.26 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,648.13 |
17,552.77 |
17,087.42 |
|
| R3 |
17,392.97 |
17,297.61 |
17,017.25 |
|
| R2 |
17,137.81 |
17,137.81 |
16,993.86 |
|
| R1 |
17,042.45 |
17,042.45 |
16,970.47 |
17,090.13 |
| PP |
16,882.65 |
16,882.65 |
16,882.65 |
16,906.50 |
| S1 |
16,787.29 |
16,787.29 |
16,923.69 |
16,834.97 |
| S2 |
16,627.49 |
16,627.49 |
16,900.30 |
|
| S3 |
16,372.33 |
16,532.13 |
16,876.91 |
|
| S4 |
16,117.17 |
16,276.97 |
16,806.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,978.02 |
16,732.91 |
245.11 |
1.4% |
85.38 |
0.5% |
83% |
False |
False |
|
| 10 |
16,978.02 |
16,703.73 |
274.29 |
1.6% |
88.35 |
0.5% |
85% |
False |
False |
|
| 20 |
16,978.02 |
16,607.42 |
370.60 |
2.2% |
81.92 |
0.5% |
89% |
False |
False |
|
| 40 |
16,978.02 |
16,312.66 |
665.36 |
3.9% |
101.59 |
0.6% |
94% |
False |
False |
|
| 60 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
115.06 |
0.7% |
96% |
False |
False |
|
| 80 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
126.97 |
0.7% |
96% |
False |
False |
|
| 100 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
133.30 |
0.8% |
98% |
False |
False |
|
| 120 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
135.89 |
0.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,201.54 |
|
2.618 |
17,106.59 |
|
1.618 |
17,048.41 |
|
1.000 |
17,012.45 |
|
0.618 |
16,990.23 |
|
HIGH |
16,954.27 |
|
0.618 |
16,932.05 |
|
0.500 |
16,925.18 |
|
0.382 |
16,918.31 |
|
LOW |
16,896.09 |
|
0.618 |
16,860.13 |
|
1.000 |
16,837.91 |
|
1.618 |
16,801.95 |
|
2.618 |
16,743.77 |
|
4.250 |
16,648.83 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,933.23 |
16,930.99 |
| PP |
16,929.21 |
16,924.72 |
| S1 |
16,925.18 |
16,918.45 |
|