| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,934.62 |
16,817.68 |
-116.94 |
-0.7% |
16,765.56 |
| High |
16,969.70 |
16,883.54 |
-86.16 |
-0.5% |
16,978.02 |
| Low |
16,805.23 |
16,799.41 |
-5.82 |
0.0% |
16,722.86 |
| Close |
16,818.13 |
16,867.51 |
49.38 |
0.3% |
16,947.08 |
| Range |
164.47 |
84.13 |
-80.34 |
-48.8% |
255.16 |
| ATR |
98.08 |
97.08 |
-1.00 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,102.54 |
17,069.16 |
16,913.78 |
|
| R3 |
17,018.41 |
16,985.03 |
16,890.65 |
|
| R2 |
16,934.28 |
16,934.28 |
16,882.93 |
|
| R1 |
16,900.90 |
16,900.90 |
16,875.22 |
16,917.59 |
| PP |
16,850.15 |
16,850.15 |
16,850.15 |
16,858.50 |
| S1 |
16,816.77 |
16,816.77 |
16,859.80 |
16,833.46 |
| S2 |
16,766.02 |
16,766.02 |
16,852.09 |
|
| S3 |
16,681.89 |
16,732.64 |
16,844.37 |
|
| S4 |
16,597.76 |
16,648.51 |
16,821.24 |
|
|
| 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 |
16,799.41 |
178.61 |
1.1% |
85.75 |
0.5% |
38% |
False |
True |
|
| 10 |
16,978.02 |
16,703.73 |
274.29 |
1.6% |
96.19 |
0.6% |
60% |
False |
False |
|
| 20 |
16,978.02 |
16,620.43 |
357.59 |
2.1% |
87.55 |
0.5% |
69% |
False |
False |
|
| 40 |
16,978.02 |
16,341.30 |
636.72 |
3.8% |
100.41 |
0.6% |
83% |
False |
False |
|
| 60 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
114.14 |
0.7% |
89% |
False |
False |
|
| 80 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
124.78 |
0.7% |
89% |
False |
False |
|
| 100 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
131.74 |
0.8% |
93% |
False |
False |
|
| 120 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
136.02 |
0.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,241.09 |
|
2.618 |
17,103.79 |
|
1.618 |
17,019.66 |
|
1.000 |
16,967.67 |
|
0.618 |
16,935.53 |
|
HIGH |
16,883.54 |
|
0.618 |
16,851.40 |
|
0.500 |
16,841.48 |
|
0.382 |
16,831.55 |
|
LOW |
16,799.41 |
|
0.618 |
16,747.42 |
|
1.000 |
16,715.28 |
|
1.618 |
16,663.29 |
|
2.618 |
16,579.16 |
|
4.250 |
16,441.86 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,858.83 |
16,884.56 |
| PP |
16,850.15 |
16,878.87 |
| S1 |
16,841.48 |
16,873.19 |
|