| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,700 |
16,731 |
31 |
0.2% |
16,860 |
| High |
16,760 |
16,832 |
72 |
0.4% |
16,889 |
| Low |
16,654 |
16,650 |
-4 |
0.0% |
16,633 |
| Close |
16,729 |
16,818 |
89 |
0.5% |
16,697 |
| Range |
106 |
182 |
76 |
71.7% |
256 |
| ATR |
102 |
107 |
6 |
5.6% |
0 |
| Volume |
144,366 |
147,246 |
2,880 |
2.0% |
146,633 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,313 |
17,247 |
16,918 |
|
| R3 |
17,131 |
17,065 |
16,868 |
|
| R2 |
16,949 |
16,949 |
16,851 |
|
| R1 |
16,883 |
16,883 |
16,835 |
16,916 |
| PP |
16,767 |
16,767 |
16,767 |
16,783 |
| S1 |
16,701 |
16,701 |
16,801 |
16,734 |
| S2 |
16,585 |
16,585 |
16,785 |
|
| S3 |
16,403 |
16,519 |
16,768 |
|
| S4 |
16,221 |
16,337 |
16,718 |
|
|
| 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 |
16,832 |
16,624 |
208 |
1.2% |
131 |
0.8% |
93% |
True |
False |
109,249 |
| 10 |
16,889 |
16,624 |
265 |
1.6% |
116 |
0.7% |
73% |
False |
False |
56,522 |
| 20 |
16,889 |
16,257 |
632 |
3.8% |
96 |
0.6% |
89% |
False |
False |
28,463 |
| 40 |
16,889 |
16,209 |
680 |
4.0% |
99 |
0.6% |
90% |
False |
False |
14,245 |
| 60 |
16,889 |
15,888 |
1,001 |
6.0% |
104 |
0.6% |
93% |
False |
False |
9,500 |
| 80 |
16,889 |
15,888 |
1,001 |
6.0% |
97 |
0.6% |
93% |
False |
False |
7,127 |
| 100 |
16,889 |
15,154 |
1,735 |
10.3% |
88 |
0.5% |
96% |
False |
False |
5,702 |
| 120 |
16,889 |
15,154 |
1,735 |
10.3% |
78 |
0.5% |
96% |
False |
False |
4,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,606 |
|
2.618 |
17,309 |
|
1.618 |
17,127 |
|
1.000 |
17,014 |
|
0.618 |
16,945 |
|
HIGH |
16,832 |
|
0.618 |
16,763 |
|
0.500 |
16,741 |
|
0.382 |
16,720 |
|
LOW |
16,650 |
|
0.618 |
16,538 |
|
1.000 |
16,468 |
|
1.618 |
16,356 |
|
2.618 |
16,174 |
|
4.250 |
15,877 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,792 |
16,788 |
| PP |
16,767 |
16,758 |
| S1 |
16,741 |
16,728 |
|