| 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 |
16,930 |
16,944 |
14 |
0.1% |
16,704 |
| High |
16,953 |
16,945 |
-8 |
0.0% |
16,940 |
| Low |
16,889 |
16,815 |
-74 |
-0.4% |
16,662 |
| Close |
16,942 |
16,855 |
-87 |
-0.5% |
16,932 |
| Range |
64 |
130 |
66 |
103.1% |
278 |
| ATR |
107 |
109 |
2 |
1.5% |
0 |
| Volume |
81,782 |
108,354 |
26,572 |
32.5% |
519,934 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,262 |
17,188 |
16,927 |
|
| R3 |
17,132 |
17,058 |
16,891 |
|
| R2 |
17,002 |
17,002 |
16,879 |
|
| R1 |
16,928 |
16,928 |
16,867 |
16,900 |
| PP |
16,872 |
16,872 |
16,872 |
16,858 |
| S1 |
16,798 |
16,798 |
16,843 |
16,770 |
| S2 |
16,742 |
16,742 |
16,831 |
|
| S3 |
16,612 |
16,668 |
16,819 |
|
| S4 |
16,482 |
16,538 |
16,784 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,679 |
17,583 |
17,085 |
|
| R3 |
17,401 |
17,305 |
17,009 |
|
| R2 |
17,123 |
17,123 |
16,983 |
|
| R1 |
17,027 |
17,027 |
16,958 |
17,075 |
| PP |
16,845 |
16,845 |
16,845 |
16,869 |
| S1 |
16,749 |
16,749 |
16,907 |
16,797 |
| S2 |
16,567 |
16,567 |
16,881 |
|
| S3 |
16,289 |
16,471 |
16,856 |
|
| S4 |
16,011 |
16,193 |
16,779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,962 |
16,696 |
266 |
1.6% |
103 |
0.6% |
60% |
False |
False |
106,088 |
| 10 |
16,962 |
16,608 |
354 |
2.1% |
86 |
0.5% |
70% |
False |
False |
95,935 |
| 20 |
16,962 |
16,310 |
652 |
3.9% |
109 |
0.6% |
84% |
False |
False |
108,656 |
| 40 |
16,962 |
15,988 |
974 |
5.8% |
120 |
0.7% |
89% |
False |
False |
125,781 |
| 60 |
16,962 |
15,881 |
1,081 |
6.4% |
139 |
0.8% |
90% |
False |
False |
142,385 |
| 80 |
16,962 |
15,881 |
1,081 |
6.4% |
143 |
0.8% |
90% |
False |
False |
112,055 |
| 100 |
16,962 |
15,216 |
1,746 |
10.4% |
149 |
0.9% |
94% |
False |
False |
89,652 |
| 120 |
16,962 |
15,216 |
1,746 |
10.4% |
140 |
0.8% |
94% |
False |
False |
74,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,498 |
|
2.618 |
17,285 |
|
1.618 |
17,155 |
|
1.000 |
17,075 |
|
0.618 |
17,025 |
|
HIGH |
16,945 |
|
0.618 |
16,895 |
|
0.500 |
16,880 |
|
0.382 |
16,865 |
|
LOW |
16,815 |
|
0.618 |
16,735 |
|
1.000 |
16,685 |
|
1.618 |
16,605 |
|
2.618 |
16,475 |
|
4.250 |
16,263 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,880 |
16,889 |
| PP |
16,872 |
16,877 |
| S1 |
16,863 |
16,866 |
|