| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,840.48 |
16,734.64 |
-105.84 |
-0.6% |
16,926.08 |
| High |
16,841.57 |
16,787.89 |
-53.68 |
-0.3% |
16,970.17 |
| Low |
16,703.73 |
16,718.60 |
14.87 |
0.1% |
16,703.73 |
| Close |
16,734.19 |
16,775.74 |
41.55 |
0.2% |
16,775.74 |
| Range |
137.84 |
69.29 |
-68.55 |
-49.7% |
266.44 |
| ATR |
101.14 |
98.87 |
-2.28 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,968.61 |
16,941.47 |
16,813.85 |
|
| R3 |
16,899.32 |
16,872.18 |
16,794.79 |
|
| R2 |
16,830.03 |
16,830.03 |
16,788.44 |
|
| R1 |
16,802.89 |
16,802.89 |
16,782.09 |
16,816.46 |
| PP |
16,760.74 |
16,760.74 |
16,760.74 |
16,767.53 |
| S1 |
16,733.60 |
16,733.60 |
16,769.39 |
16,747.17 |
| S2 |
16,691.45 |
16,691.45 |
16,763.04 |
|
| S3 |
16,622.16 |
16,664.31 |
16,756.69 |
|
| S4 |
16,552.87 |
16,595.02 |
16,737.63 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,615.87 |
17,462.24 |
16,922.28 |
|
| R3 |
17,349.43 |
17,195.80 |
16,849.01 |
|
| R2 |
17,082.99 |
17,082.99 |
16,824.59 |
|
| R1 |
16,929.36 |
16,929.36 |
16,800.16 |
16,872.96 |
| PP |
16,816.55 |
16,816.55 |
16,816.55 |
16,788.34 |
| S1 |
16,662.92 |
16,662.92 |
16,751.32 |
16,606.52 |
| S2 |
16,550.11 |
16,550.11 |
16,726.89 |
|
| S3 |
16,283.67 |
16,396.48 |
16,702.47 |
|
| S4 |
16,017.23 |
16,130.04 |
16,629.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,970.17 |
16,703.73 |
266.44 |
1.6% |
86.92 |
0.5% |
27% |
False |
False |
|
| 10 |
16,970.17 |
16,673.65 |
296.52 |
1.8% |
84.56 |
0.5% |
34% |
False |
False |
|
| 20 |
16,970.17 |
16,341.30 |
628.87 |
3.7% |
89.19 |
0.5% |
69% |
False |
False |
|
| 40 |
16,970.17 |
16,312.66 |
657.51 |
3.9% |
103.27 |
0.6% |
70% |
False |
False |
|
| 60 |
16,970.17 |
16,015.32 |
954.85 |
5.7% |
122.60 |
0.7% |
80% |
False |
False |
|
| 80 |
16,970.17 |
16,006.59 |
963.58 |
5.7% |
130.27 |
0.8% |
80% |
False |
False |
|
| 100 |
16,970.17 |
15,340.69 |
1,629.48 |
9.7% |
139.83 |
0.8% |
88% |
False |
False |
|
| 120 |
16,970.17 |
15,340.69 |
1,629.48 |
9.7% |
135.63 |
0.8% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,082.37 |
|
2.618 |
16,969.29 |
|
1.618 |
16,900.00 |
|
1.000 |
16,857.18 |
|
0.618 |
16,830.71 |
|
HIGH |
16,787.89 |
|
0.618 |
16,761.42 |
|
0.500 |
16,753.25 |
|
0.382 |
16,745.07 |
|
LOW |
16,718.60 |
|
0.618 |
16,675.78 |
|
1.000 |
16,649.31 |
|
1.618 |
16,606.49 |
|
2.618 |
16,537.20 |
|
4.250 |
16,424.12 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,768.24 |
16,823.45 |
| PP |
16,760.74 |
16,807.54 |
| S1 |
16,753.25 |
16,791.64 |
|