| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,768 |
16,782 |
14 |
0.1% |
16,940 |
| High |
16,804 |
16,831 |
27 |
0.2% |
16,962 |
| Low |
16,698 |
16,727 |
29 |
0.2% |
16,704 |
| Close |
16,774 |
16,805 |
31 |
0.2% |
16,769 |
| Range |
106 |
104 |
-2 |
-1.9% |
258 |
| ATR |
111 |
111 |
-1 |
-0.5% |
0 |
| Volume |
49,307 |
52,642 |
3,335 |
6.8% |
451,933 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,100 |
17,056 |
16,862 |
|
| R3 |
16,996 |
16,952 |
16,834 |
|
| R2 |
16,892 |
16,892 |
16,824 |
|
| R1 |
16,848 |
16,848 |
16,815 |
16,870 |
| PP |
16,788 |
16,788 |
16,788 |
16,799 |
| S1 |
16,744 |
16,744 |
16,796 |
16,766 |
| S2 |
16,684 |
16,684 |
16,786 |
|
| S3 |
16,580 |
16,640 |
16,777 |
|
| S4 |
16,476 |
16,536 |
16,748 |
|
|
| 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 |
16,945 |
16,698 |
247 |
1.5% |
120 |
0.7% |
43% |
False |
False |
78,819 |
| 10 |
16,962 |
16,662 |
300 |
1.8% |
105 |
0.6% |
48% |
False |
False |
90,015 |
| 20 |
16,962 |
16,310 |
652 |
3.9% |
103 |
0.6% |
76% |
False |
False |
95,057 |
| 40 |
16,962 |
16,242 |
720 |
4.3% |
117 |
0.7% |
78% |
False |
False |
117,522 |
| 60 |
16,962 |
15,881 |
1,081 |
6.4% |
134 |
0.8% |
85% |
False |
False |
135,017 |
| 80 |
16,962 |
15,881 |
1,081 |
6.4% |
142 |
0.8% |
85% |
False |
False |
115,623 |
| 100 |
16,962 |
15,216 |
1,746 |
10.4% |
148 |
0.9% |
91% |
False |
False |
92,509 |
| 120 |
16,962 |
15,216 |
1,746 |
10.4% |
139 |
0.8% |
91% |
False |
False |
77,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,273 |
|
2.618 |
17,103 |
|
1.618 |
16,999 |
|
1.000 |
16,935 |
|
0.618 |
16,895 |
|
HIGH |
16,831 |
|
0.618 |
16,791 |
|
0.500 |
16,779 |
|
0.382 |
16,767 |
|
LOW |
16,727 |
|
0.618 |
16,663 |
|
1.000 |
16,623 |
|
1.618 |
16,559 |
|
2.618 |
16,455 |
|
4.250 |
16,285 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,796 |
16,792 |
| PP |
16,788 |
16,778 |
| S1 |
16,779 |
16,765 |
|