| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,940 |
16,930 |
-10 |
-0.1% |
16,704 |
| High |
16,962 |
16,953 |
-9 |
-0.1% |
16,940 |
| Low |
16,908 |
16,889 |
-19 |
-0.1% |
16,662 |
| Close |
16,936 |
16,942 |
6 |
0.0% |
16,932 |
| Range |
54 |
64 |
10 |
18.5% |
278 |
| ATR |
111 |
107 |
-3 |
-3.0% |
0 |
| Volume |
78,005 |
81,782 |
3,777 |
4.8% |
519,934 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,120 |
17,095 |
16,977 |
|
| R3 |
17,056 |
17,031 |
16,960 |
|
| R2 |
16,992 |
16,992 |
16,954 |
|
| R1 |
16,967 |
16,967 |
16,948 |
16,980 |
| PP |
16,928 |
16,928 |
16,928 |
16,934 |
| S1 |
16,903 |
16,903 |
16,936 |
16,916 |
| S2 |
16,864 |
16,864 |
16,930 |
|
| S3 |
16,800 |
16,839 |
16,925 |
|
| S4 |
16,736 |
16,775 |
16,907 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,679 |
17,583 |
17,085 |
|
| R3 |
17,401 |
17,305 |
17,009 |
|
| R2 |
17,123 |
17,123 |
16,983 |
|
| R1 |
17,027 |
17,027 |
16,958 |
17,075 |
| PP |
16,845 |
16,845 |
16,845 |
16,869 |
| S1 |
16,749 |
16,749 |
16,907 |
16,797 |
| S2 |
16,567 |
16,567 |
16,881 |
|
| S3 |
16,289 |
16,471 |
16,856 |
|
| S4 |
16,011 |
16,193 |
16,779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,962 |
16,662 |
300 |
1.8% |
91 |
0.5% |
93% |
False |
False |
101,212 |
| 10 |
16,962 |
16,601 |
361 |
2.1% |
82 |
0.5% |
94% |
False |
False |
94,498 |
| 20 |
16,962 |
16,310 |
652 |
3.8% |
104 |
0.6% |
97% |
False |
False |
107,995 |
| 40 |
16,962 |
15,881 |
1,081 |
6.4% |
123 |
0.7% |
98% |
False |
False |
127,834 |
| 60 |
16,962 |
15,881 |
1,081 |
6.4% |
142 |
0.8% |
98% |
False |
False |
143,370 |
| 80 |
16,962 |
15,881 |
1,081 |
6.4% |
144 |
0.8% |
98% |
False |
False |
110,702 |
| 100 |
16,962 |
15,216 |
1,746 |
10.3% |
148 |
0.9% |
99% |
False |
False |
88,569 |
| 120 |
16,962 |
15,216 |
1,746 |
10.3% |
139 |
0.8% |
99% |
False |
False |
73,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,225 |
|
2.618 |
17,121 |
|
1.618 |
17,057 |
|
1.000 |
17,017 |
|
0.618 |
16,993 |
|
HIGH |
16,953 |
|
0.618 |
16,929 |
|
0.500 |
16,921 |
|
0.382 |
16,914 |
|
LOW |
16,889 |
|
0.618 |
16,850 |
|
1.000 |
16,825 |
|
1.618 |
16,786 |
|
2.618 |
16,722 |
|
4.250 |
16,617 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,935 |
16,924 |
| PP |
16,928 |
16,907 |
| S1 |
16,921 |
16,889 |
|