| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,751 |
16,768 |
17 |
0.1% |
16,940 |
| High |
16,791 |
16,804 |
13 |
0.1% |
16,962 |
| Low |
16,711 |
16,698 |
-13 |
-0.1% |
16,704 |
| Close |
16,769 |
16,774 |
5 |
0.0% |
16,769 |
| Range |
80 |
106 |
26 |
32.5% |
258 |
| ATR |
111 |
111 |
0 |
-0.3% |
0 |
| Volume |
57,560 |
49,307 |
-8,253 |
-14.3% |
451,933 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,077 |
17,031 |
16,832 |
|
| R3 |
16,971 |
16,925 |
16,803 |
|
| R2 |
16,865 |
16,865 |
16,794 |
|
| R1 |
16,819 |
16,819 |
16,784 |
16,842 |
| PP |
16,759 |
16,759 |
16,759 |
16,770 |
| S1 |
16,713 |
16,713 |
16,764 |
16,736 |
| S2 |
16,653 |
16,653 |
16,755 |
|
| S3 |
16,547 |
16,607 |
16,745 |
|
| S4 |
16,441 |
16,501 |
16,716 |
|
|
| 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 |
16,953 |
16,698 |
255 |
1.5% |
112 |
0.7% |
30% |
False |
True |
84,647 |
| 10 |
16,962 |
16,662 |
300 |
1.8% |
100 |
0.6% |
37% |
False |
False |
92,951 |
| 20 |
16,962 |
16,310 |
652 |
3.9% |
103 |
0.6% |
71% |
False |
False |
97,482 |
| 40 |
16,962 |
16,242 |
720 |
4.3% |
116 |
0.7% |
74% |
False |
False |
117,453 |
| 60 |
16,962 |
15,881 |
1,081 |
6.4% |
135 |
0.8% |
83% |
False |
False |
137,229 |
| 80 |
16,962 |
15,881 |
1,081 |
6.4% |
142 |
0.8% |
83% |
False |
False |
114,966 |
| 100 |
16,962 |
15,216 |
1,746 |
10.4% |
149 |
0.9% |
89% |
False |
False |
91,983 |
| 120 |
16,962 |
15,216 |
1,746 |
10.4% |
139 |
0.8% |
89% |
False |
False |
76,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,255 |
|
2.618 |
17,082 |
|
1.618 |
16,976 |
|
1.000 |
16,910 |
|
0.618 |
16,870 |
|
HIGH |
16,804 |
|
0.618 |
16,764 |
|
0.500 |
16,751 |
|
0.382 |
16,739 |
|
LOW |
16,698 |
|
0.618 |
16,633 |
|
1.000 |
16,592 |
|
1.618 |
16,527 |
|
2.618 |
16,421 |
|
4.250 |
16,248 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,766 |
16,790 |
| PP |
16,759 |
16,785 |
| S1 |
16,751 |
16,779 |
|