| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,853 |
16,751 |
-102 |
-0.6% |
16,940 |
| High |
16,882 |
16,791 |
-91 |
-0.5% |
16,962 |
| Low |
16,704 |
16,711 |
7 |
0.0% |
16,704 |
| Close |
16,750 |
16,769 |
19 |
0.1% |
16,769 |
| Range |
178 |
80 |
-98 |
-55.1% |
258 |
| ATR |
114 |
111 |
-2 |
-2.1% |
0 |
| Volume |
126,232 |
57,560 |
-68,672 |
-54.4% |
451,933 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,997 |
16,963 |
16,813 |
|
| R3 |
16,917 |
16,883 |
16,791 |
|
| R2 |
16,837 |
16,837 |
16,784 |
|
| R1 |
16,803 |
16,803 |
16,776 |
16,820 |
| PP |
16,757 |
16,757 |
16,757 |
16,766 |
| S1 |
16,723 |
16,723 |
16,762 |
16,740 |
| S2 |
16,677 |
16,677 |
16,754 |
|
| S3 |
16,597 |
16,643 |
16,747 |
|
| S4 |
16,517 |
16,563 |
16,725 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,586 |
17,435 |
16,911 |
|
| R3 |
17,328 |
17,177 |
16,840 |
|
| R2 |
17,070 |
17,070 |
16,816 |
|
| R1 |
16,919 |
16,919 |
16,793 |
16,866 |
| PP |
16,812 |
16,812 |
16,812 |
16,785 |
| S1 |
16,661 |
16,661 |
16,745 |
16,608 |
| S2 |
16,554 |
16,554 |
16,722 |
|
| S3 |
16,296 |
16,403 |
16,698 |
|
| S4 |
16,038 |
16,145 |
16,627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,962 |
16,704 |
258 |
1.5% |
101 |
0.6% |
25% |
False |
False |
90,386 |
| 10 |
16,962 |
16,662 |
300 |
1.8% |
97 |
0.6% |
36% |
False |
False |
97,186 |
| 20 |
16,962 |
16,310 |
652 |
3.9% |
102 |
0.6% |
70% |
False |
False |
101,563 |
| 40 |
16,962 |
16,242 |
720 |
4.3% |
116 |
0.7% |
73% |
False |
False |
119,347 |
| 60 |
16,962 |
15,881 |
1,081 |
6.4% |
136 |
0.8% |
82% |
False |
False |
139,219 |
| 80 |
16,962 |
15,881 |
1,081 |
6.4% |
143 |
0.9% |
82% |
False |
False |
114,351 |
| 100 |
16,962 |
15,216 |
1,746 |
10.4% |
148 |
0.9% |
89% |
False |
False |
91,490 |
| 120 |
16,962 |
15,216 |
1,746 |
10.4% |
138 |
0.8% |
89% |
False |
False |
76,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,131 |
|
2.618 |
17,001 |
|
1.618 |
16,921 |
|
1.000 |
16,871 |
|
0.618 |
16,841 |
|
HIGH |
16,791 |
|
0.618 |
16,761 |
|
0.500 |
16,751 |
|
0.382 |
16,742 |
|
LOW |
16,711 |
|
0.618 |
16,662 |
|
1.000 |
16,631 |
|
1.618 |
16,582 |
|
2.618 |
16,502 |
|
4.250 |
16,371 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,763 |
16,825 |
| PP |
16,757 |
16,806 |
| S1 |
16,751 |
16,788 |
|