| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,866.81 |
16,846.90 |
-19.91 |
-0.1% |
16,946.50 |
| High |
16,872.52 |
16,862.73 |
-9.79 |
-0.1% |
16,969.70 |
| Low |
16,746.09 |
16,773.84 |
27.75 |
0.2% |
16,746.09 |
| Close |
16,846.13 |
16,851.84 |
5.71 |
0.0% |
16,851.84 |
| Range |
126.43 |
88.89 |
-37.54 |
-29.7% |
223.61 |
| ATR |
99.18 |
98.44 |
-0.73 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,096.14 |
17,062.88 |
16,900.73 |
|
| R3 |
17,007.25 |
16,973.99 |
16,876.28 |
|
| R2 |
16,918.36 |
16,918.36 |
16,868.14 |
|
| R1 |
16,885.10 |
16,885.10 |
16,859.99 |
16,901.73 |
| PP |
16,829.47 |
16,829.47 |
16,829.47 |
16,837.79 |
| S1 |
16,796.21 |
16,796.21 |
16,843.69 |
16,812.84 |
| S2 |
16,740.58 |
16,740.58 |
16,835.54 |
|
| S3 |
16,651.69 |
16,707.32 |
16,827.40 |
|
| S4 |
16,562.80 |
16,618.43 |
16,802.95 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,526.71 |
17,412.88 |
16,974.83 |
|
| R3 |
17,303.10 |
17,189.27 |
16,913.33 |
|
| R2 |
17,079.49 |
17,079.49 |
16,892.84 |
|
| R1 |
16,965.66 |
16,965.66 |
16,872.34 |
16,910.77 |
| PP |
16,855.88 |
16,855.88 |
16,855.88 |
16,828.43 |
| S1 |
16,742.05 |
16,742.05 |
16,831.34 |
16,687.16 |
| S2 |
16,632.27 |
16,632.27 |
16,810.84 |
|
| S3 |
16,408.66 |
16,518.44 |
16,790.35 |
|
| S4 |
16,185.05 |
16,294.83 |
16,728.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,969.70 |
16,746.09 |
223.61 |
1.3% |
104.42 |
0.6% |
47% |
False |
False |
|
| 10 |
16,978.02 |
16,722.86 |
255.16 |
1.5% |
97.01 |
0.6% |
51% |
False |
False |
|
| 20 |
16,978.02 |
16,673.65 |
304.37 |
1.8% |
90.79 |
0.5% |
59% |
False |
False |
|
| 40 |
16,978.02 |
16,341.30 |
636.72 |
3.8% |
101.76 |
0.6% |
80% |
False |
False |
|
| 60 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
114.57 |
0.7% |
87% |
False |
False |
|
| 80 |
16,978.02 |
16,015.32 |
962.70 |
5.7% |
123.56 |
0.7% |
87% |
False |
False |
|
| 100 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
129.12 |
0.8% |
92% |
False |
False |
|
| 120 |
16,978.02 |
15,340.69 |
1,637.33 |
9.7% |
136.09 |
0.8% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,240.51 |
|
2.618 |
17,095.44 |
|
1.618 |
17,006.55 |
|
1.000 |
16,951.62 |
|
0.618 |
16,917.66 |
|
HIGH |
16,862.73 |
|
0.618 |
16,828.77 |
|
0.500 |
16,818.29 |
|
0.382 |
16,807.80 |
|
LOW |
16,773.84 |
|
0.618 |
16,718.91 |
|
1.000 |
16,684.95 |
|
1.618 |
16,630.02 |
|
2.618 |
16,541.13 |
|
4.250 |
16,396.06 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,840.66 |
16,839.50 |
| PP |
16,829.47 |
16,827.16 |
| S1 |
16,818.29 |
16,814.82 |
|