| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,860 |
16,854 |
-6 |
0.0% |
16,633 |
| High |
16,889 |
16,880 |
-9 |
-0.1% |
16,866 |
| Low |
16,836 |
16,818 |
-18 |
-0.1% |
16,590 |
| Close |
16,863 |
16,871 |
8 |
0.0% |
16,858 |
| Range |
53 |
62 |
9 |
17.0% |
276 |
| ATR |
97 |
94 |
-2 |
-2.6% |
0 |
| Volume |
1,821 |
4,537 |
2,716 |
149.1% |
7,183 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,042 |
17,019 |
16,905 |
|
| R3 |
16,980 |
16,957 |
16,888 |
|
| R2 |
16,918 |
16,918 |
16,882 |
|
| R1 |
16,895 |
16,895 |
16,877 |
16,907 |
| PP |
16,856 |
16,856 |
16,856 |
16,862 |
| S1 |
16,833 |
16,833 |
16,865 |
16,845 |
| S2 |
16,794 |
16,794 |
16,860 |
|
| S3 |
16,732 |
16,771 |
16,854 |
|
| S4 |
16,670 |
16,709 |
16,837 |
|
|
| 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% |
88 |
0.5% |
94% |
False |
False |
2,451 |
| 10 |
16,889 |
16,535 |
354 |
2.1% |
76 |
0.4% |
95% |
False |
False |
1,469 |
| 20 |
16,889 |
16,255 |
634 |
3.8% |
97 |
0.6% |
97% |
False |
False |
769 |
| 40 |
16,889 |
15,889 |
1,000 |
5.9% |
97 |
0.6% |
98% |
False |
False |
393 |
| 60 |
16,889 |
15,888 |
1,001 |
5.9% |
102 |
0.6% |
98% |
False |
False |
265 |
| 80 |
16,889 |
15,878 |
1,011 |
6.0% |
90 |
0.5% |
98% |
False |
False |
200 |
| 100 |
16,889 |
15,154 |
1,735 |
10.3% |
83 |
0.5% |
99% |
False |
False |
160 |
| 120 |
16,889 |
15,154 |
1,735 |
10.3% |
72 |
0.4% |
99% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,144 |
|
2.618 |
17,042 |
|
1.618 |
16,980 |
|
1.000 |
16,942 |
|
0.618 |
16,918 |
|
HIGH |
16,880 |
|
0.618 |
16,856 |
|
0.500 |
16,849 |
|
0.382 |
16,842 |
|
LOW |
16,818 |
|
0.618 |
16,780 |
|
1.000 |
16,756 |
|
1.618 |
16,718 |
|
2.618 |
16,656 |
|
4.250 |
16,555 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,864 |
16,853 |
| PP |
16,856 |
16,835 |
| S1 |
16,849 |
16,817 |
|