| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
15,160 |
15,020 |
-140 |
-0.9% |
14,705 |
| High |
15,185 |
15,075 |
-110 |
-0.7% |
15,210 |
| Low |
14,910 |
14,905 |
-5 |
0.0% |
14,705 |
| Close |
15,020 |
14,945 |
-75 |
-0.5% |
15,205 |
| Range |
275 |
170 |
-105 |
-38.2% |
505 |
| ATR |
215 |
212 |
-3 |
-1.5% |
0 |
| Volume |
51,410 |
28,059 |
-23,351 |
-45.4% |
76,589 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,485 |
15,385 |
15,039 |
|
| R3 |
15,315 |
15,215 |
14,992 |
|
| R2 |
15,145 |
15,145 |
14,976 |
|
| R1 |
15,045 |
15,045 |
14,961 |
15,010 |
| PP |
14,975 |
14,975 |
14,975 |
14,958 |
| S1 |
14,875 |
14,875 |
14,930 |
14,840 |
| S2 |
14,805 |
14,805 |
14,914 |
|
| S3 |
14,635 |
14,705 |
14,898 |
|
| S4 |
14,465 |
14,535 |
14,852 |
|
|
| 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 |
14,905 |
310 |
2.1% |
176 |
1.2% |
13% |
False |
True |
26,150 |
| 10 |
15,215 |
14,580 |
635 |
4.2% |
193 |
1.3% |
57% |
False |
False |
19,620 |
| 20 |
15,215 |
13,910 |
1,305 |
8.7% |
218 |
1.5% |
79% |
False |
False |
17,926 |
| 40 |
15,215 |
13,910 |
1,305 |
8.7% |
217 |
1.5% |
79% |
False |
False |
15,147 |
| 60 |
15,230 |
13,860 |
1,370 |
9.2% |
244 |
1.6% |
79% |
False |
False |
16,042 |
| 80 |
15,440 |
13,860 |
1,580 |
10.6% |
261 |
1.7% |
69% |
False |
False |
14,029 |
| 100 |
15,980 |
13,860 |
2,120 |
14.2% |
257 |
1.7% |
51% |
False |
False |
11,229 |
| 120 |
16,450 |
13,860 |
2,590 |
17.3% |
223 |
1.5% |
42% |
False |
False |
9,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,798 |
|
2.618 |
15,520 |
|
1.618 |
15,350 |
|
1.000 |
15,245 |
|
0.618 |
15,180 |
|
HIGH |
15,075 |
|
0.618 |
15,010 |
|
0.500 |
14,990 |
|
0.382 |
14,970 |
|
LOW |
14,905 |
|
0.618 |
14,800 |
|
1.000 |
14,735 |
|
1.618 |
14,630 |
|
2.618 |
14,460 |
|
4.250 |
14,183 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,990 |
15,060 |
| PP |
14,975 |
15,022 |
| S1 |
14,960 |
14,983 |
|