| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,946.50 |
16,934.62 |
-11.88 |
-0.1% |
16,765.56 |
| High |
16,954.27 |
16,969.70 |
15.43 |
0.1% |
16,978.02 |
| Low |
16,896.09 |
16,805.23 |
-90.86 |
-0.5% |
16,722.86 |
| Close |
16,937.26 |
16,818.13 |
-119.13 |
-0.7% |
16,947.08 |
| Range |
58.18 |
164.47 |
106.29 |
182.7% |
255.16 |
| ATR |
92.97 |
98.08 |
5.11 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,357.76 |
17,252.42 |
16,908.59 |
|
| R3 |
17,193.29 |
17,087.95 |
16,863.36 |
|
| R2 |
17,028.82 |
17,028.82 |
16,848.28 |
|
| R1 |
16,923.48 |
16,923.48 |
16,833.21 |
16,893.92 |
| PP |
16,864.35 |
16,864.35 |
16,864.35 |
16,849.57 |
| S1 |
16,759.01 |
16,759.01 |
16,803.05 |
16,729.45 |
| S2 |
16,699.88 |
16,699.88 |
16,787.98 |
|
| S3 |
16,535.41 |
16,594.54 |
16,772.90 |
|
| S4 |
16,370.94 |
16,430.07 |
16,727.67 |
|
|
| 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 |
16,755.29 |
222.73 |
1.3% |
100.14 |
0.6% |
28% |
False |
False |
|
| 10 |
16,978.02 |
16,703.73 |
274.29 |
1.6% |
99.91 |
0.6% |
42% |
False |
False |
|
| 20 |
16,978.02 |
16,620.22 |
357.80 |
2.1% |
86.08 |
0.5% |
55% |
False |
False |
|
| 40 |
16,978.02 |
16,341.30 |
636.72 |
3.8% |
101.01 |
0.6% |
75% |
False |
False |
|
| 60 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
115.35 |
0.7% |
83% |
False |
False |
|
| 80 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
126.86 |
0.8% |
83% |
False |
False |
|
| 100 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
133.20 |
0.8% |
90% |
False |
False |
|
| 120 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
136.62 |
0.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,668.70 |
|
2.618 |
17,400.28 |
|
1.618 |
17,235.81 |
|
1.000 |
17,134.17 |
|
0.618 |
17,071.34 |
|
HIGH |
16,969.70 |
|
0.618 |
16,906.87 |
|
0.500 |
16,887.47 |
|
0.382 |
16,868.06 |
|
LOW |
16,805.23 |
|
0.618 |
16,703.59 |
|
1.000 |
16,640.76 |
|
1.618 |
16,539.12 |
|
2.618 |
16,374.65 |
|
4.250 |
16,106.23 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,887.47 |
16,891.63 |
| PP |
16,864.35 |
16,867.13 |
| S1 |
16,841.24 |
16,842.63 |
|