| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,743 |
16,771 |
28 |
0.2% |
16,699 |
| High |
16,803 |
16,800 |
-3 |
0.0% |
16,895 |
| Low |
16,699 |
16,659 |
-40 |
-0.2% |
16,624 |
| Close |
16,771 |
16,762 |
-9 |
-0.1% |
16,858 |
| Range |
104 |
141 |
37 |
35.6% |
271 |
| ATR |
107 |
110 |
2 |
2.3% |
0 |
| Volume |
129,816 |
150,592 |
20,776 |
16.0% |
616,577 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,163 |
17,104 |
16,840 |
|
| R3 |
17,022 |
16,963 |
16,801 |
|
| R2 |
16,881 |
16,881 |
16,788 |
|
| R1 |
16,822 |
16,822 |
16,775 |
16,781 |
| PP |
16,740 |
16,740 |
16,740 |
16,720 |
| S1 |
16,681 |
16,681 |
16,749 |
16,640 |
| S2 |
16,599 |
16,599 |
16,736 |
|
| S3 |
16,458 |
16,540 |
16,723 |
|
| S4 |
16,317 |
16,399 |
16,685 |
|
|
| 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 |
16,659 |
252 |
1.5% |
119 |
0.7% |
41% |
False |
True |
121,541 |
| 10 |
16,911 |
16,624 |
287 |
1.7% |
114 |
0.7% |
48% |
False |
False |
123,611 |
| 20 |
16,911 |
16,561 |
350 |
2.1% |
104 |
0.6% |
57% |
False |
False |
64,465 |
| 40 |
16,911 |
16,252 |
659 |
3.9% |
106 |
0.6% |
77% |
False |
False |
32,278 |
| 60 |
16,911 |
15,888 |
1,023 |
6.1% |
106 |
0.6% |
85% |
False |
False |
21,523 |
| 80 |
16,911 |
15,888 |
1,023 |
6.1% |
102 |
0.6% |
85% |
False |
False |
16,145 |
| 100 |
16,911 |
15,199 |
1,712 |
10.2% |
90 |
0.5% |
91% |
False |
False |
12,916 |
| 120 |
16,911 |
15,154 |
1,757 |
10.5% |
83 |
0.5% |
92% |
False |
False |
10,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,399 |
|
2.618 |
17,169 |
|
1.618 |
17,028 |
|
1.000 |
16,941 |
|
0.618 |
16,887 |
|
HIGH |
16,800 |
|
0.618 |
16,746 |
|
0.500 |
16,730 |
|
0.382 |
16,713 |
|
LOW |
16,659 |
|
0.618 |
16,572 |
|
1.000 |
16,518 |
|
1.618 |
16,431 |
|
2.618 |
16,290 |
|
4.250 |
16,060 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,751 |
16,772 |
| PP |
16,740 |
16,769 |
| S1 |
16,730 |
16,765 |
|