| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,826 |
16,855 |
29 |
0.2% |
16,699 |
| High |
16,895 |
16,911 |
16 |
0.1% |
16,895 |
| Low |
16,815 |
16,808 |
-7 |
0.0% |
16,624 |
| Close |
16,858 |
16,840 |
-18 |
-0.1% |
16,858 |
| Range |
80 |
103 |
23 |
28.8% |
271 |
| ATR |
103 |
103 |
0 |
0.0% |
0 |
| Volume |
88,929 |
95,627 |
6,698 |
7.5% |
616,577 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,162 |
17,104 |
16,897 |
|
| R3 |
17,059 |
17,001 |
16,868 |
|
| R2 |
16,956 |
16,956 |
16,859 |
|
| R1 |
16,898 |
16,898 |
16,850 |
16,876 |
| PP |
16,853 |
16,853 |
16,853 |
16,842 |
| S1 |
16,795 |
16,795 |
16,831 |
16,773 |
| S2 |
16,750 |
16,750 |
16,821 |
|
| S3 |
16,647 |
16,692 |
16,812 |
|
| S4 |
16,544 |
16,589 |
16,783 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,605 |
17,503 |
17,007 |
|
| R3 |
17,334 |
17,232 |
16,933 |
|
| R2 |
17,063 |
17,063 |
16,908 |
|
| R1 |
16,961 |
16,961 |
16,883 |
17,012 |
| PP |
16,792 |
16,792 |
16,792 |
16,818 |
| S1 |
16,690 |
16,690 |
16,833 |
16,741 |
| S2 |
16,521 |
16,521 |
16,808 |
|
| S3 |
16,250 |
16,419 |
16,784 |
|
| S4 |
15,979 |
16,148 |
16,709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,911 |
16,650 |
261 |
1.5% |
108 |
0.6% |
73% |
True |
False |
117,975 |
| 10 |
16,911 |
16,624 |
287 |
1.7% |
110 |
0.7% |
75% |
True |
False |
85,701 |
| 20 |
16,911 |
16,520 |
391 |
2.3% |
93 |
0.6% |
82% |
True |
False |
43,362 |
| 40 |
16,911 |
16,242 |
669 |
4.0% |
102 |
0.6% |
89% |
True |
False |
21,701 |
| 60 |
16,911 |
15,888 |
1,023 |
6.1% |
103 |
0.6% |
93% |
True |
False |
14,471 |
| 80 |
16,911 |
15,888 |
1,023 |
6.1% |
100 |
0.6% |
93% |
True |
False |
10,855 |
| 100 |
16,911 |
15,154 |
1,757 |
10.4% |
88 |
0.5% |
96% |
True |
False |
8,685 |
| 120 |
16,911 |
15,154 |
1,757 |
10.4% |
80 |
0.5% |
96% |
True |
False |
7,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,349 |
|
2.618 |
17,181 |
|
1.618 |
17,078 |
|
1.000 |
17,014 |
|
0.618 |
16,975 |
|
HIGH |
16,911 |
|
0.618 |
16,872 |
|
0.500 |
16,860 |
|
0.382 |
16,847 |
|
LOW |
16,808 |
|
0.618 |
16,744 |
|
1.000 |
16,705 |
|
1.618 |
16,641 |
|
2.618 |
16,538 |
|
4.250 |
16,370 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,860 |
16,845 |
| PP |
16,853 |
16,843 |
| S1 |
16,847 |
16,842 |
|