| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,779 |
16,683 |
-96 |
-0.6% |
16,860 |
| High |
16,810 |
16,719 |
-91 |
-0.5% |
16,889 |
| Low |
16,633 |
16,640 |
7 |
0.0% |
16,633 |
| Close |
16,678 |
16,697 |
19 |
0.1% |
16,697 |
| Range |
177 |
79 |
-98 |
-55.4% |
256 |
| ATR |
102 |
101 |
-2 |
-1.6% |
0 |
| Volume |
31,549 |
100,759 |
69,210 |
219.4% |
146,633 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,922 |
16,889 |
16,741 |
|
| R3 |
16,843 |
16,810 |
16,719 |
|
| R2 |
16,764 |
16,764 |
16,712 |
|
| R1 |
16,731 |
16,731 |
16,704 |
16,748 |
| PP |
16,685 |
16,685 |
16,685 |
16,694 |
| S1 |
16,652 |
16,652 |
16,690 |
16,669 |
| S2 |
16,606 |
16,606 |
16,683 |
|
| S3 |
16,527 |
16,573 |
16,675 |
|
| S4 |
16,448 |
16,494 |
16,654 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,508 |
17,358 |
16,838 |
|
| R3 |
17,252 |
17,102 |
16,768 |
|
| R2 |
16,996 |
16,996 |
16,744 |
|
| R1 |
16,846 |
16,846 |
16,721 |
16,793 |
| PP |
16,740 |
16,740 |
16,740 |
16,713 |
| S1 |
16,590 |
16,590 |
16,674 |
16,537 |
| S2 |
16,484 |
16,484 |
16,650 |
|
| S3 |
16,228 |
16,334 |
16,627 |
|
| S4 |
15,972 |
16,078 |
16,556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,889 |
16,633 |
256 |
1.5% |
101 |
0.6% |
25% |
False |
False |
29,326 |
| 10 |
16,889 |
16,590 |
299 |
1.8% |
94 |
0.6% |
36% |
False |
False |
15,381 |
| 20 |
16,889 |
16,255 |
634 |
3.8% |
94 |
0.6% |
70% |
False |
False |
7,775 |
| 40 |
16,889 |
16,209 |
680 |
4.1% |
95 |
0.6% |
72% |
False |
False |
3,897 |
| 60 |
16,889 |
15,888 |
1,001 |
6.0% |
101 |
0.6% |
81% |
False |
False |
2,601 |
| 80 |
16,889 |
15,888 |
1,001 |
6.0% |
93 |
0.6% |
81% |
False |
False |
1,953 |
| 100 |
16,889 |
15,154 |
1,735 |
10.4% |
87 |
0.5% |
89% |
False |
False |
1,563 |
| 120 |
16,889 |
15,154 |
1,735 |
10.4% |
75 |
0.4% |
89% |
False |
False |
1,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,055 |
|
2.618 |
16,926 |
|
1.618 |
16,847 |
|
1.000 |
16,798 |
|
0.618 |
16,768 |
|
HIGH |
16,719 |
|
0.618 |
16,689 |
|
0.500 |
16,680 |
|
0.382 |
16,670 |
|
LOW |
16,640 |
|
0.618 |
16,591 |
|
1.000 |
16,561 |
|
1.618 |
16,512 |
|
2.618 |
16,433 |
|
4.250 |
16,304 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,691 |
16,755 |
| PP |
16,685 |
16,735 |
| S1 |
16,680 |
16,716 |
|