| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,829 |
16,743 |
-86 |
-0.5% |
16,699 |
| High |
16,885 |
16,803 |
-82 |
-0.5% |
16,895 |
| Low |
16,717 |
16,699 |
-18 |
-0.1% |
16,624 |
| Close |
16,752 |
16,771 |
19 |
0.1% |
16,858 |
| Range |
168 |
104 |
-64 |
-38.1% |
271 |
| ATR |
107 |
107 |
0 |
-0.2% |
0 |
| Volume |
142,745 |
129,816 |
-12,929 |
-9.1% |
616,577 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,070 |
17,024 |
16,828 |
|
| R3 |
16,966 |
16,920 |
16,800 |
|
| R2 |
16,862 |
16,862 |
16,790 |
|
| R1 |
16,816 |
16,816 |
16,781 |
16,839 |
| PP |
16,758 |
16,758 |
16,758 |
16,769 |
| S1 |
16,712 |
16,712 |
16,762 |
16,735 |
| S2 |
16,654 |
16,654 |
16,752 |
|
| S3 |
16,550 |
16,608 |
16,743 |
|
| S4 |
16,446 |
16,504 |
16,714 |
|
|
| 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 |
16,699 |
212 |
1.3% |
105 |
0.6% |
34% |
False |
True |
114,164 |
| 10 |
16,911 |
16,624 |
287 |
1.7% |
118 |
0.7% |
51% |
False |
False |
111,707 |
| 20 |
16,911 |
16,550 |
361 |
2.2% |
99 |
0.6% |
61% |
False |
False |
56,981 |
| 40 |
16,911 |
16,252 |
659 |
3.9% |
104 |
0.6% |
79% |
False |
False |
28,514 |
| 60 |
16,911 |
15,888 |
1,023 |
6.1% |
106 |
0.6% |
86% |
False |
False |
19,013 |
| 80 |
16,911 |
15,888 |
1,023 |
6.1% |
102 |
0.6% |
86% |
False |
False |
14,262 |
| 100 |
16,911 |
15,154 |
1,757 |
10.5% |
91 |
0.5% |
92% |
False |
False |
11,411 |
| 120 |
16,911 |
15,154 |
1,757 |
10.5% |
82 |
0.5% |
92% |
False |
False |
9,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,245 |
|
2.618 |
17,075 |
|
1.618 |
16,971 |
|
1.000 |
16,907 |
|
0.618 |
16,867 |
|
HIGH |
16,803 |
|
0.618 |
16,763 |
|
0.500 |
16,751 |
|
0.382 |
16,739 |
|
LOW |
16,699 |
|
0.618 |
16,635 |
|
1.000 |
16,595 |
|
1.618 |
16,531 |
|
2.618 |
16,427 |
|
4.250 |
16,257 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,764 |
16,805 |
| PP |
16,758 |
16,794 |
| S1 |
16,751 |
16,782 |
|