| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,768 |
16,753 |
-15 |
-0.1% |
16,855 |
| High |
16,782 |
16,787 |
5 |
0.0% |
16,911 |
| Low |
16,687 |
16,717 |
30 |
0.2% |
16,659 |
| Close |
16,757 |
16,740 |
-17 |
-0.1% |
16,757 |
| Range |
95 |
70 |
-25 |
-26.3% |
252 |
| ATR |
109 |
106 |
-3 |
-2.5% |
0 |
| Volume |
109,965 |
101,190 |
-8,775 |
-8.0% |
628,745 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,958 |
16,919 |
16,779 |
|
| R3 |
16,888 |
16,849 |
16,759 |
|
| R2 |
16,818 |
16,818 |
16,753 |
|
| R1 |
16,779 |
16,779 |
16,747 |
16,764 |
| PP |
16,748 |
16,748 |
16,748 |
16,740 |
| S1 |
16,709 |
16,709 |
16,734 |
16,694 |
| S2 |
16,678 |
16,678 |
16,727 |
|
| S3 |
16,608 |
16,639 |
16,721 |
|
| S4 |
16,538 |
16,569 |
16,702 |
|
|
| 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 |
16,885 |
16,659 |
226 |
1.4% |
116 |
0.7% |
36% |
False |
False |
126,861 |
| 10 |
16,911 |
16,650 |
261 |
1.6% |
112 |
0.7% |
34% |
False |
False |
122,418 |
| 20 |
16,911 |
16,590 |
321 |
1.9% |
105 |
0.6% |
47% |
False |
False |
75,003 |
| 40 |
16,911 |
16,252 |
659 |
3.9% |
107 |
0.6% |
74% |
False |
False |
37,557 |
| 60 |
16,911 |
15,888 |
1,023 |
6.1% |
107 |
0.6% |
83% |
False |
False |
25,042 |
| 80 |
16,911 |
15,888 |
1,023 |
6.1% |
104 |
0.6% |
83% |
False |
False |
18,784 |
| 100 |
16,911 |
15,410 |
1,501 |
9.0% |
92 |
0.5% |
89% |
False |
False |
15,028 |
| 120 |
16,911 |
15,154 |
1,757 |
10.5% |
85 |
0.5% |
90% |
False |
False |
12,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,085 |
|
2.618 |
16,970 |
|
1.618 |
16,900 |
|
1.000 |
16,857 |
|
0.618 |
16,830 |
|
HIGH |
16,787 |
|
0.618 |
16,760 |
|
0.500 |
16,752 |
|
0.382 |
16,744 |
|
LOW |
16,717 |
|
0.618 |
16,674 |
|
1.000 |
16,647 |
|
1.618 |
16,604 |
|
2.618 |
16,534 |
|
4.250 |
16,420 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,752 |
16,737 |
| PP |
16,748 |
16,733 |
| S1 |
16,744 |
16,730 |
|