| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,768 |
16,792 |
24 |
0.1% |
16,618 |
| High |
16,768 |
16,825 |
57 |
0.3% |
16,794 |
| Low |
16,755 |
16,674 |
-81 |
-0.5% |
16,618 |
| Close |
16,762 |
16,674 |
-88 |
-0.5% |
16,775 |
| Range |
13 |
151 |
138 |
1,061.5% |
176 |
| ATR |
61 |
68 |
6 |
10.4% |
0 |
| Volume |
84 |
21 |
-63 |
-75.0% |
37 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,177 |
17,077 |
16,757 |
|
| R3 |
17,026 |
16,926 |
16,716 |
|
| R2 |
16,875 |
16,875 |
16,702 |
|
| R1 |
16,775 |
16,775 |
16,688 |
16,750 |
| PP |
16,724 |
16,724 |
16,724 |
16,712 |
| S1 |
16,624 |
16,624 |
16,660 |
16,599 |
| S2 |
16,573 |
16,573 |
16,646 |
|
| S3 |
16,422 |
16,473 |
16,633 |
|
| S4 |
16,271 |
16,322 |
16,591 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,257 |
17,192 |
16,872 |
|
| R3 |
17,081 |
17,016 |
16,824 |
|
| R2 |
16,905 |
16,905 |
16,807 |
|
| R1 |
16,840 |
16,840 |
16,791 |
16,873 |
| PP |
16,729 |
16,729 |
16,729 |
16,745 |
| S1 |
16,664 |
16,664 |
16,759 |
16,697 |
| S2 |
16,553 |
16,553 |
16,743 |
|
| S3 |
16,377 |
16,488 |
16,727 |
|
| S4 |
16,201 |
16,312 |
16,678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,825 |
16,630 |
195 |
1.2% |
79 |
0.5% |
23% |
True |
False |
26 |
| 10 |
16,825 |
16,594 |
231 |
1.4% |
53 |
0.3% |
35% |
True |
False |
15 |
| 20 |
16,825 |
16,473 |
352 |
2.1% |
39 |
0.2% |
57% |
True |
False |
8 |
| 40 |
16,825 |
16,181 |
644 |
3.9% |
41 |
0.2% |
77% |
True |
False |
6 |
| 60 |
16,825 |
15,825 |
1,000 |
6.0% |
39 |
0.2% |
85% |
True |
False |
4 |
| 80 |
16,825 |
15,784 |
1,041 |
6.2% |
33 |
0.2% |
85% |
True |
False |
4 |
| 100 |
16,825 |
15,085 |
1,740 |
10.4% |
34 |
0.2% |
91% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,467 |
|
2.618 |
17,220 |
|
1.618 |
17,069 |
|
1.000 |
16,976 |
|
0.618 |
16,918 |
|
HIGH |
16,825 |
|
0.618 |
16,767 |
|
0.500 |
16,750 |
|
0.382 |
16,732 |
|
LOW |
16,674 |
|
0.618 |
16,581 |
|
1.000 |
16,523 |
|
1.618 |
16,430 |
|
2.618 |
16,279 |
|
4.250 |
16,032 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,750 |
16,750 |
| PP |
16,724 |
16,724 |
| S1 |
16,699 |
16,699 |
|