| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,771 |
16,768 |
-3 |
0.0% |
16,855 |
| High |
16,800 |
16,782 |
-18 |
-0.1% |
16,911 |
| Low |
16,659 |
16,687 |
28 |
0.2% |
16,659 |
| Close |
16,762 |
16,757 |
-5 |
0.0% |
16,757 |
| Range |
141 |
95 |
-46 |
-32.6% |
252 |
| ATR |
110 |
109 |
-1 |
-1.0% |
0 |
| Volume |
150,592 |
109,965 |
-40,627 |
-27.0% |
628,745 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,027 |
16,987 |
16,809 |
|
| R3 |
16,932 |
16,892 |
16,783 |
|
| R2 |
16,837 |
16,837 |
16,775 |
|
| R1 |
16,797 |
16,797 |
16,766 |
16,770 |
| PP |
16,742 |
16,742 |
16,742 |
16,728 |
| S1 |
16,702 |
16,702 |
16,748 |
16,675 |
| S2 |
16,647 |
16,647 |
16,740 |
|
| S3 |
16,552 |
16,607 |
16,731 |
|
| S4 |
16,457 |
16,512 |
16,705 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,532 |
17,396 |
16,896 |
|
| R3 |
17,280 |
17,144 |
16,826 |
|
| R2 |
17,028 |
17,028 |
16,803 |
|
| R1 |
16,892 |
16,892 |
16,780 |
16,834 |
| PP |
16,776 |
16,776 |
16,776 |
16,747 |
| S1 |
16,640 |
16,640 |
16,734 |
16,582 |
| S2 |
16,524 |
16,524 |
16,711 |
|
| S3 |
16,272 |
16,388 |
16,688 |
|
| S4 |
16,020 |
16,136 |
16,619 |
|
|
| 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% |
122 |
0.7% |
39% |
False |
False |
125,749 |
| 10 |
16,911 |
16,624 |
287 |
1.7% |
116 |
0.7% |
46% |
False |
False |
124,532 |
| 20 |
16,911 |
16,590 |
321 |
1.9% |
105 |
0.6% |
52% |
False |
False |
69,956 |
| 40 |
16,911 |
16,252 |
659 |
3.9% |
108 |
0.6% |
77% |
False |
False |
35,027 |
| 60 |
16,911 |
15,888 |
1,023 |
6.1% |
106 |
0.6% |
85% |
False |
False |
23,356 |
| 80 |
16,911 |
15,888 |
1,023 |
6.1% |
103 |
0.6% |
85% |
False |
False |
17,519 |
| 100 |
16,911 |
15,224 |
1,687 |
10.1% |
91 |
0.5% |
91% |
False |
False |
14,016 |
| 120 |
16,911 |
15,154 |
1,757 |
10.5% |
84 |
0.5% |
91% |
False |
False |
11,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,186 |
|
2.618 |
17,031 |
|
1.618 |
16,936 |
|
1.000 |
16,877 |
|
0.618 |
16,841 |
|
HIGH |
16,782 |
|
0.618 |
16,746 |
|
0.500 |
16,735 |
|
0.382 |
16,723 |
|
LOW |
16,687 |
|
0.618 |
16,628 |
|
1.000 |
16,592 |
|
1.618 |
16,533 |
|
2.618 |
16,438 |
|
4.250 |
16,283 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,750 |
16,748 |
| PP |
16,742 |
16,740 |
| S1 |
16,735 |
16,731 |
|