| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,854 |
16,876 |
22 |
0.1% |
16,633 |
| High |
16,880 |
16,876 |
-4 |
0.0% |
16,866 |
| Low |
16,818 |
16,745 |
-73 |
-0.4% |
16,590 |
| Close |
16,871 |
16,785 |
-86 |
-0.5% |
16,858 |
| Range |
62 |
131 |
69 |
111.3% |
276 |
| ATR |
94 |
97 |
3 |
2.8% |
0 |
| Volume |
4,537 |
7,967 |
3,430 |
75.6% |
7,183 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,195 |
17,121 |
16,857 |
|
| R3 |
17,064 |
16,990 |
16,821 |
|
| R2 |
16,933 |
16,933 |
16,809 |
|
| R1 |
16,859 |
16,859 |
16,797 |
16,831 |
| PP |
16,802 |
16,802 |
16,802 |
16,788 |
| S1 |
16,728 |
16,728 |
16,773 |
16,700 |
| S2 |
16,671 |
16,671 |
16,761 |
|
| S3 |
16,540 |
16,597 |
16,749 |
|
| S4 |
16,409 |
16,466 |
16,713 |
|
|
| 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 |
16,627 |
262 |
1.6% |
101 |
0.6% |
60% |
False |
False |
3,795 |
| 10 |
16,889 |
16,550 |
339 |
2.0% |
81 |
0.5% |
69% |
False |
False |
2,255 |
| 20 |
16,889 |
16,255 |
634 |
3.8% |
100 |
0.6% |
84% |
False |
False |
1,163 |
| 40 |
16,889 |
15,920 |
969 |
5.8% |
97 |
0.6% |
89% |
False |
False |
591 |
| 60 |
16,889 |
15,888 |
1,001 |
6.0% |
102 |
0.6% |
90% |
False |
False |
397 |
| 80 |
16,889 |
15,878 |
1,011 |
6.0% |
92 |
0.5% |
90% |
False |
False |
299 |
| 100 |
16,889 |
15,154 |
1,735 |
10.3% |
84 |
0.5% |
94% |
False |
False |
240 |
| 120 |
16,889 |
15,154 |
1,735 |
10.3% |
73 |
0.4% |
94% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,433 |
|
2.618 |
17,219 |
|
1.618 |
17,088 |
|
1.000 |
17,007 |
|
0.618 |
16,957 |
|
HIGH |
16,876 |
|
0.618 |
16,826 |
|
0.500 |
16,811 |
|
0.382 |
16,795 |
|
LOW |
16,745 |
|
0.618 |
16,664 |
|
1.000 |
16,614 |
|
1.618 |
16,533 |
|
2.618 |
16,402 |
|
4.250 |
16,188 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,811 |
16,817 |
| PP |
16,802 |
16,806 |
| S1 |
16,794 |
16,796 |
|