| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
15,165 |
15,195 |
30 |
0.2% |
14,705 |
| High |
15,210 |
15,215 |
5 |
0.0% |
15,210 |
| Low |
15,045 |
15,095 |
50 |
0.3% |
14,705 |
| Close |
15,205 |
15,170 |
-35 |
-0.2% |
15,205 |
| Range |
165 |
120 |
-45 |
-27.3% |
505 |
| ATR |
218 |
211 |
-7 |
-3.2% |
0 |
| Volume |
13,034 |
17,936 |
4,902 |
37.6% |
76,589 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,520 |
15,465 |
15,236 |
|
| R3 |
15,400 |
15,345 |
15,203 |
|
| R2 |
15,280 |
15,280 |
15,192 |
|
| R1 |
15,225 |
15,225 |
15,181 |
15,193 |
| PP |
15,160 |
15,160 |
15,160 |
15,144 |
| S1 |
15,105 |
15,105 |
15,159 |
15,073 |
| S2 |
15,040 |
15,040 |
15,148 |
|
| S3 |
14,920 |
14,985 |
15,137 |
|
| S4 |
14,800 |
14,865 |
15,104 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,555 |
16,385 |
15,483 |
|
| R3 |
16,050 |
15,880 |
15,344 |
|
| R2 |
15,545 |
15,545 |
15,298 |
|
| R1 |
15,375 |
15,375 |
15,251 |
15,460 |
| PP |
15,040 |
15,040 |
15,040 |
15,083 |
| S1 |
14,870 |
14,870 |
15,159 |
14,955 |
| S2 |
14,535 |
14,535 |
15,113 |
|
| S3 |
14,030 |
14,365 |
15,066 |
|
| S4 |
13,525 |
13,860 |
14,927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,215 |
14,970 |
245 |
1.6% |
151 |
1.0% |
82% |
True |
False |
14,969 |
| 10 |
15,215 |
14,540 |
675 |
4.4% |
187 |
1.2% |
93% |
True |
False |
14,758 |
| 20 |
15,215 |
13,910 |
1,305 |
8.6% |
214 |
1.4% |
97% |
True |
False |
15,025 |
| 40 |
15,215 |
13,860 |
1,355 |
8.9% |
220 |
1.5% |
97% |
True |
False |
14,116 |
| 60 |
15,230 |
13,860 |
1,370 |
9.0% |
249 |
1.6% |
96% |
False |
False |
15,401 |
| 80 |
15,440 |
13,860 |
1,580 |
10.4% |
263 |
1.7% |
83% |
False |
False |
13,038 |
| 100 |
15,980 |
13,860 |
2,120 |
14.0% |
254 |
1.7% |
62% |
False |
False |
10,435 |
| 120 |
16,450 |
13,860 |
2,590 |
17.1% |
220 |
1.4% |
51% |
False |
False |
8,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,725 |
|
2.618 |
15,529 |
|
1.618 |
15,409 |
|
1.000 |
15,335 |
|
0.618 |
15,289 |
|
HIGH |
15,215 |
|
0.618 |
15,169 |
|
0.500 |
15,155 |
|
0.382 |
15,141 |
|
LOW |
15,095 |
|
0.618 |
15,021 |
|
1.000 |
14,975 |
|
1.618 |
14,901 |
|
2.618 |
14,781 |
|
4.250 |
14,585 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,165 |
15,153 |
| PP |
15,160 |
15,135 |
| S1 |
15,155 |
15,118 |
|