| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
15,195 |
15,160 |
-35 |
-0.2% |
14,705 |
| High |
15,215 |
15,185 |
-30 |
-0.2% |
15,210 |
| Low |
15,095 |
14,910 |
-185 |
-1.2% |
14,705 |
| Close |
15,170 |
15,020 |
-150 |
-1.0% |
15,205 |
| Range |
120 |
275 |
155 |
129.2% |
505 |
| ATR |
211 |
215 |
5 |
2.2% |
0 |
| Volume |
17,936 |
51,410 |
33,474 |
186.6% |
76,589 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,863 |
15,717 |
15,171 |
|
| R3 |
15,588 |
15,442 |
15,096 |
|
| R2 |
15,313 |
15,313 |
15,071 |
|
| R1 |
15,167 |
15,167 |
15,045 |
15,103 |
| PP |
15,038 |
15,038 |
15,038 |
15,006 |
| S1 |
14,892 |
14,892 |
14,995 |
14,828 |
| S2 |
14,763 |
14,763 |
14,970 |
|
| S3 |
14,488 |
14,617 |
14,945 |
|
| S4 |
14,213 |
14,342 |
14,869 |
|
|
| 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 |
14,910 |
305 |
2.0% |
180 |
1.2% |
36% |
False |
True |
22,969 |
| 10 |
15,215 |
14,570 |
645 |
4.3% |
192 |
1.3% |
70% |
False |
False |
17,957 |
| 20 |
15,215 |
13,910 |
1,305 |
8.7% |
218 |
1.4% |
85% |
False |
False |
17,093 |
| 40 |
15,215 |
13,860 |
1,355 |
9.0% |
221 |
1.5% |
86% |
False |
False |
14,804 |
| 60 |
15,230 |
13,860 |
1,370 |
9.1% |
247 |
1.6% |
85% |
False |
False |
15,837 |
| 80 |
15,440 |
13,860 |
1,580 |
10.5% |
261 |
1.7% |
73% |
False |
False |
13,678 |
| 100 |
15,980 |
13,860 |
2,120 |
14.1% |
257 |
1.7% |
55% |
False |
False |
10,949 |
| 120 |
16,450 |
13,860 |
2,590 |
17.2% |
222 |
1.5% |
45% |
False |
False |
9,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,354 |
|
2.618 |
15,905 |
|
1.618 |
15,630 |
|
1.000 |
15,460 |
|
0.618 |
15,355 |
|
HIGH |
15,185 |
|
0.618 |
15,080 |
|
0.500 |
15,048 |
|
0.382 |
15,015 |
|
LOW |
14,910 |
|
0.618 |
14,740 |
|
1.000 |
14,635 |
|
1.618 |
14,465 |
|
2.618 |
14,190 |
|
4.250 |
13,741 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,048 |
15,063 |
| PP |
15,038 |
15,048 |
| S1 |
15,029 |
15,034 |
|