| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,683 |
16,699 |
16 |
0.1% |
16,860 |
| High |
16,719 |
16,732 |
13 |
0.1% |
16,889 |
| Low |
16,640 |
16,624 |
-16 |
-0.1% |
16,633 |
| Close |
16,697 |
16,702 |
5 |
0.0% |
16,697 |
| Range |
79 |
108 |
29 |
36.7% |
256 |
| ATR |
101 |
101 |
1 |
0.5% |
0 |
| Volume |
100,759 |
122,329 |
21,570 |
21.4% |
146,633 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,010 |
16,964 |
16,762 |
|
| R3 |
16,902 |
16,856 |
16,732 |
|
| R2 |
16,794 |
16,794 |
16,722 |
|
| R1 |
16,748 |
16,748 |
16,712 |
16,771 |
| PP |
16,686 |
16,686 |
16,686 |
16,698 |
| S1 |
16,640 |
16,640 |
16,692 |
16,663 |
| S2 |
16,578 |
16,578 |
16,682 |
|
| S3 |
16,470 |
16,532 |
16,672 |
|
| S4 |
16,362 |
16,424 |
16,643 |
|
|
| 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 |
16,880 |
16,624 |
256 |
1.5% |
112 |
0.7% |
30% |
False |
True |
53,428 |
| 10 |
16,889 |
16,590 |
299 |
1.8% |
98 |
0.6% |
37% |
False |
False |
27,588 |
| 20 |
16,889 |
16,255 |
634 |
3.8% |
96 |
0.6% |
71% |
False |
False |
13,888 |
| 40 |
16,889 |
16,209 |
680 |
4.1% |
96 |
0.6% |
73% |
False |
False |
6,955 |
| 60 |
16,889 |
15,888 |
1,001 |
6.0% |
102 |
0.6% |
81% |
False |
False |
4,640 |
| 80 |
16,889 |
15,888 |
1,001 |
6.0% |
95 |
0.6% |
81% |
False |
False |
3,482 |
| 100 |
16,889 |
15,154 |
1,735 |
10.4% |
88 |
0.5% |
89% |
False |
False |
2,786 |
| 120 |
16,889 |
15,154 |
1,735 |
10.4% |
76 |
0.5% |
89% |
False |
False |
2,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,191 |
|
2.618 |
17,015 |
|
1.618 |
16,907 |
|
1.000 |
16,840 |
|
0.618 |
16,799 |
|
HIGH |
16,732 |
|
0.618 |
16,691 |
|
0.500 |
16,678 |
|
0.382 |
16,665 |
|
LOW |
16,624 |
|
0.618 |
16,557 |
|
1.000 |
16,516 |
|
1.618 |
16,449 |
|
2.618 |
16,341 |
|
4.250 |
16,165 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,694 |
16,717 |
| PP |
16,686 |
16,712 |
| S1 |
16,678 |
16,707 |
|