| 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 |
16,876 |
16,779 |
-97 |
-0.6% |
16,633 |
| High |
16,876 |
16,810 |
-66 |
-0.4% |
16,866 |
| Low |
16,745 |
16,633 |
-112 |
-0.7% |
16,590 |
| Close |
16,785 |
16,678 |
-107 |
-0.6% |
16,858 |
| Range |
131 |
177 |
46 |
35.1% |
276 |
| ATR |
97 |
102 |
6 |
5.9% |
0 |
| Volume |
7,967 |
31,549 |
23,582 |
296.0% |
7,183 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,238 |
17,135 |
16,775 |
|
| R3 |
17,061 |
16,958 |
16,727 |
|
| R2 |
16,884 |
16,884 |
16,711 |
|
| R1 |
16,781 |
16,781 |
16,694 |
16,744 |
| PP |
16,707 |
16,707 |
16,707 |
16,689 |
| S1 |
16,604 |
16,604 |
16,662 |
16,567 |
| S2 |
16,530 |
16,530 |
16,646 |
|
| S3 |
16,353 |
16,427 |
16,629 |
|
| S4 |
16,176 |
16,250 |
16,581 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,599 |
17,505 |
17,010 |
|
| R3 |
17,323 |
17,229 |
16,934 |
|
| R2 |
17,047 |
17,047 |
16,909 |
|
| R1 |
16,953 |
16,953 |
16,883 |
17,000 |
| PP |
16,771 |
16,771 |
16,771 |
16,795 |
| S1 |
16,677 |
16,677 |
16,833 |
16,724 |
| S2 |
16,495 |
16,495 |
16,808 |
|
| S3 |
16,219 |
16,401 |
16,782 |
|
| S4 |
15,943 |
16,125 |
16,706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,889 |
16,633 |
256 |
1.5% |
109 |
0.7% |
18% |
False |
True |
9,802 |
| 10 |
16,889 |
16,561 |
328 |
2.0% |
93 |
0.6% |
36% |
False |
False |
5,318 |
| 20 |
16,889 |
16,255 |
634 |
3.8% |
103 |
0.6% |
67% |
False |
False |
2,740 |
| 40 |
16,889 |
16,130 |
759 |
4.6% |
96 |
0.6% |
72% |
False |
False |
1,380 |
| 60 |
16,889 |
15,888 |
1,001 |
6.0% |
104 |
0.6% |
79% |
False |
False |
922 |
| 80 |
16,889 |
15,878 |
1,011 |
6.1% |
94 |
0.6% |
79% |
False |
False |
694 |
| 100 |
16,889 |
15,154 |
1,735 |
10.4% |
86 |
0.5% |
88% |
False |
False |
556 |
| 120 |
16,889 |
15,154 |
1,735 |
10.4% |
74 |
0.4% |
88% |
False |
False |
463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,562 |
|
2.618 |
17,274 |
|
1.618 |
17,097 |
|
1.000 |
16,987 |
|
0.618 |
16,920 |
|
HIGH |
16,810 |
|
0.618 |
16,743 |
|
0.500 |
16,722 |
|
0.382 |
16,701 |
|
LOW |
16,633 |
|
0.618 |
16,524 |
|
1.000 |
16,456 |
|
1.618 |
16,347 |
|
2.618 |
16,170 |
|
4.250 |
15,881 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,722 |
16,757 |
| PP |
16,707 |
16,730 |
| S1 |
16,693 |
16,704 |
|