| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,807 |
16,895 |
88 |
0.5% |
16,940 |
| High |
16,913 |
16,923 |
10 |
0.1% |
16,962 |
| Low |
16,735 |
16,858 |
123 |
0.7% |
16,704 |
| Close |
16,898 |
16,916 |
18 |
0.1% |
16,769 |
| Range |
178 |
65 |
-113 |
-63.5% |
258 |
| ATR |
115 |
112 |
-4 |
-3.1% |
0 |
| Volume |
39,780 |
24,890 |
-14,890 |
-37.4% |
451,933 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,094 |
17,070 |
16,952 |
|
| R3 |
17,029 |
17,005 |
16,934 |
|
| R2 |
16,964 |
16,964 |
16,928 |
|
| R1 |
16,940 |
16,940 |
16,922 |
16,952 |
| PP |
16,899 |
16,899 |
16,899 |
16,905 |
| S1 |
16,875 |
16,875 |
16,910 |
16,887 |
| S2 |
16,834 |
16,834 |
16,904 |
|
| S3 |
16,769 |
16,810 |
16,898 |
|
| S4 |
16,704 |
16,745 |
16,880 |
|
|
| 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 |
16,923 |
16,698 |
225 |
1.3% |
107 |
0.6% |
97% |
True |
False |
44,835 |
| 10 |
16,962 |
16,698 |
264 |
1.6% |
108 |
0.6% |
83% |
False |
False |
72,295 |
| 20 |
16,962 |
16,467 |
495 |
2.9% |
95 |
0.6% |
91% |
False |
False |
83,521 |
| 40 |
16,962 |
16,242 |
720 |
4.3% |
117 |
0.7% |
94% |
False |
False |
113,843 |
| 60 |
16,962 |
15,881 |
1,081 |
6.4% |
132 |
0.8% |
96% |
False |
False |
130,029 |
| 80 |
16,962 |
15,881 |
1,081 |
6.4% |
142 |
0.8% |
96% |
False |
False |
116,424 |
| 100 |
16,962 |
15,216 |
1,746 |
10.3% |
146 |
0.9% |
97% |
False |
False |
93,155 |
| 120 |
16,962 |
15,216 |
1,746 |
10.3% |
140 |
0.8% |
97% |
False |
False |
77,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,199 |
|
2.618 |
17,093 |
|
1.618 |
17,028 |
|
1.000 |
16,988 |
|
0.618 |
16,963 |
|
HIGH |
16,923 |
|
0.618 |
16,898 |
|
0.500 |
16,891 |
|
0.382 |
16,883 |
|
LOW |
16,858 |
|
0.618 |
16,818 |
|
1.000 |
16,793 |
|
1.618 |
16,753 |
|
2.618 |
16,688 |
|
4.250 |
16,582 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,908 |
16,886 |
| PP |
16,899 |
16,855 |
| S1 |
16,891 |
16,825 |
|