| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,944 |
16,853 |
-91 |
-0.5% |
16,704 |
| High |
16,945 |
16,882 |
-63 |
-0.4% |
16,940 |
| Low |
16,815 |
16,704 |
-111 |
-0.7% |
16,662 |
| Close |
16,855 |
16,750 |
-105 |
-0.6% |
16,932 |
| Range |
130 |
178 |
48 |
36.9% |
278 |
| ATR |
109 |
114 |
5 |
4.5% |
0 |
| Volume |
108,354 |
126,232 |
17,878 |
16.5% |
519,934 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,313 |
17,209 |
16,848 |
|
| R3 |
17,135 |
17,031 |
16,799 |
|
| R2 |
16,957 |
16,957 |
16,783 |
|
| R1 |
16,853 |
16,853 |
16,766 |
16,816 |
| PP |
16,779 |
16,779 |
16,779 |
16,760 |
| S1 |
16,675 |
16,675 |
16,734 |
16,638 |
| S2 |
16,601 |
16,601 |
16,717 |
|
| S3 |
16,423 |
16,497 |
16,701 |
|
| S4 |
16,245 |
16,319 |
16,652 |
|
|
| 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 |
16,704 |
258 |
1.5% |
110 |
0.7% |
18% |
False |
True |
99,754 |
| 10 |
16,962 |
16,635 |
327 |
2.0% |
96 |
0.6% |
35% |
False |
False |
100,683 |
| 20 |
16,962 |
16,310 |
652 |
3.9% |
111 |
0.7% |
67% |
False |
False |
109,254 |
| 40 |
16,962 |
16,222 |
740 |
4.4% |
118 |
0.7% |
71% |
False |
False |
122,001 |
| 60 |
16,962 |
15,881 |
1,081 |
6.5% |
139 |
0.8% |
80% |
False |
False |
141,480 |
| 80 |
16,962 |
15,881 |
1,081 |
6.5% |
144 |
0.9% |
80% |
False |
False |
113,633 |
| 100 |
16,962 |
15,216 |
1,746 |
10.4% |
149 |
0.9% |
88% |
False |
False |
90,914 |
| 120 |
16,962 |
15,216 |
1,746 |
10.4% |
138 |
0.8% |
88% |
False |
False |
75,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,639 |
|
2.618 |
17,348 |
|
1.618 |
17,170 |
|
1.000 |
17,060 |
|
0.618 |
16,992 |
|
HIGH |
16,882 |
|
0.618 |
16,814 |
|
0.500 |
16,793 |
|
0.382 |
16,772 |
|
LOW |
16,704 |
|
0.618 |
16,594 |
|
1.000 |
16,526 |
|
1.618 |
16,416 |
|
2.618 |
16,238 |
|
4.250 |
15,948 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,793 |
16,829 |
| PP |
16,779 |
16,802 |
| S1 |
16,764 |
16,776 |
|