| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,745 |
16,860 |
115 |
0.7% |
16,633 |
| High |
16,866 |
16,889 |
23 |
0.1% |
16,866 |
| Low |
16,745 |
16,836 |
91 |
0.5% |
16,590 |
| Close |
16,858 |
16,863 |
5 |
0.0% |
16,858 |
| Range |
121 |
53 |
-68 |
-56.2% |
276 |
| ATR |
100 |
97 |
-3 |
-3.4% |
0 |
| Volume |
3,136 |
1,821 |
-1,315 |
-41.9% |
7,183 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,022 |
16,995 |
16,892 |
|
| R3 |
16,969 |
16,942 |
16,878 |
|
| R2 |
16,916 |
16,916 |
16,873 |
|
| R1 |
16,889 |
16,889 |
16,868 |
16,903 |
| PP |
16,863 |
16,863 |
16,863 |
16,869 |
| S1 |
16,836 |
16,836 |
16,858 |
16,850 |
| S2 |
16,810 |
16,810 |
16,853 |
|
| S3 |
16,757 |
16,783 |
16,849 |
|
| S4 |
16,704 |
16,730 |
16,834 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,599 |
17,505 |
17,010 |
|
| R3 |
17,323 |
17,229 |
16,934 |
|
| R2 |
17,047 |
17,047 |
16,909 |
|
| R1 |
16,953 |
16,953 |
16,883 |
17,000 |
| PP |
16,771 |
16,771 |
16,771 |
16,795 |
| S1 |
16,677 |
16,677 |
16,833 |
16,724 |
| S2 |
16,495 |
16,495 |
16,808 |
|
| S3 |
16,219 |
16,401 |
16,782 |
|
| S4 |
15,943 |
16,125 |
16,706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,889 |
16,590 |
299 |
1.8% |
84 |
0.5% |
91% |
True |
False |
1,748 |
| 10 |
16,889 |
16,520 |
369 |
2.2% |
77 |
0.5% |
93% |
True |
False |
1,023 |
| 20 |
16,889 |
16,255 |
634 |
3.8% |
100 |
0.6% |
96% |
True |
False |
543 |
| 40 |
16,889 |
15,888 |
1,001 |
5.9% |
98 |
0.6% |
97% |
True |
False |
279 |
| 60 |
16,889 |
15,888 |
1,001 |
5.9% |
102 |
0.6% |
97% |
True |
False |
190 |
| 80 |
16,889 |
15,798 |
1,091 |
6.5% |
90 |
0.5% |
98% |
True |
False |
143 |
| 100 |
16,889 |
15,154 |
1,735 |
10.3% |
82 |
0.5% |
99% |
True |
False |
115 |
| 120 |
16,889 |
15,154 |
1,735 |
10.3% |
72 |
0.4% |
99% |
True |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,114 |
|
2.618 |
17,028 |
|
1.618 |
16,975 |
|
1.000 |
16,942 |
|
0.618 |
16,922 |
|
HIGH |
16,889 |
|
0.618 |
16,869 |
|
0.500 |
16,863 |
|
0.382 |
16,856 |
|
LOW |
16,836 |
|
0.618 |
16,803 |
|
1.000 |
16,783 |
|
1.618 |
16,750 |
|
2.618 |
16,697 |
|
4.250 |
16,611 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,863 |
16,828 |
| PP |
16,863 |
16,793 |
| S1 |
16,863 |
16,758 |
|