| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,817.68 |
16,866.81 |
49.13 |
0.3% |
16,765.56 |
| High |
16,883.54 |
16,872.52 |
-11.02 |
-0.1% |
16,978.02 |
| Low |
16,799.41 |
16,746.09 |
-53.32 |
-0.3% |
16,722.86 |
| Close |
16,867.51 |
16,846.13 |
-21.38 |
-0.1% |
16,947.08 |
| Range |
84.13 |
126.43 |
42.30 |
50.3% |
255.16 |
| ATR |
97.08 |
99.18 |
2.10 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,200.87 |
17,149.93 |
16,915.67 |
|
| R3 |
17,074.44 |
17,023.50 |
16,880.90 |
|
| R2 |
16,948.01 |
16,948.01 |
16,869.31 |
|
| R1 |
16,897.07 |
16,897.07 |
16,857.72 |
16,859.33 |
| PP |
16,821.58 |
16,821.58 |
16,821.58 |
16,802.71 |
| S1 |
16,770.64 |
16,770.64 |
16,834.54 |
16,732.90 |
| S2 |
16,695.15 |
16,695.15 |
16,822.95 |
|
| S3 |
16,568.72 |
16,644.21 |
16,811.36 |
|
| S4 |
16,442.29 |
16,517.78 |
16,776.59 |
|
|
| 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 |
16,746.09 |
231.93 |
1.4% |
98.12 |
0.6% |
43% |
False |
True |
|
| 10 |
16,978.02 |
16,718.60 |
259.42 |
1.5% |
95.05 |
0.6% |
49% |
False |
False |
|
| 20 |
16,978.02 |
16,648.85 |
329.17 |
2.0% |
89.96 |
0.5% |
60% |
False |
False |
|
| 40 |
16,978.02 |
16,341.30 |
636.72 |
3.8% |
101.53 |
0.6% |
79% |
False |
False |
|
| 60 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
114.44 |
0.7% |
86% |
False |
False |
|
| 80 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
123.23 |
0.7% |
86% |
False |
False |
|
| 100 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
129.48 |
0.8% |
92% |
False |
False |
|
| 120 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
136.41 |
0.8% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,409.85 |
|
2.618 |
17,203.51 |
|
1.618 |
17,077.08 |
|
1.000 |
16,998.95 |
|
0.618 |
16,950.65 |
|
HIGH |
16,872.52 |
|
0.618 |
16,824.22 |
|
0.500 |
16,809.31 |
|
0.382 |
16,794.39 |
|
LOW |
16,746.09 |
|
0.618 |
16,667.96 |
|
1.000 |
16,619.66 |
|
1.618 |
16,541.53 |
|
2.618 |
16,415.10 |
|
4.250 |
16,208.76 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,833.86 |
16,857.90 |
| PP |
16,821.58 |
16,853.97 |
| S1 |
16,809.31 |
16,850.05 |
|