| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,699 |
16,700 |
1 |
0.0% |
16,860 |
| High |
16,732 |
16,760 |
28 |
0.2% |
16,889 |
| Low |
16,624 |
16,654 |
30 |
0.2% |
16,633 |
| Close |
16,702 |
16,729 |
27 |
0.2% |
16,697 |
| Range |
108 |
106 |
-2 |
-1.9% |
256 |
| ATR |
101 |
102 |
0 |
0.3% |
0 |
| Volume |
122,329 |
144,366 |
22,037 |
18.0% |
146,633 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,032 |
16,987 |
16,787 |
|
| R3 |
16,926 |
16,881 |
16,758 |
|
| R2 |
16,820 |
16,820 |
16,749 |
|
| R1 |
16,775 |
16,775 |
16,739 |
16,798 |
| PP |
16,714 |
16,714 |
16,714 |
16,726 |
| S1 |
16,669 |
16,669 |
16,719 |
16,692 |
| S2 |
16,608 |
16,608 |
16,710 |
|
| S3 |
16,502 |
16,563 |
16,700 |
|
| S4 |
16,396 |
16,457 |
16,671 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,508 |
17,358 |
16,838 |
|
| R3 |
17,252 |
17,102 |
16,768 |
|
| R2 |
16,996 |
16,996 |
16,744 |
|
| R1 |
16,846 |
16,846 |
16,721 |
16,793 |
| PP |
16,740 |
16,740 |
16,740 |
16,713 |
| S1 |
16,590 |
16,590 |
16,674 |
16,537 |
| S2 |
16,484 |
16,484 |
16,650 |
|
| S3 |
16,228 |
16,334 |
16,627 |
|
| S4 |
15,972 |
16,078 |
16,556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,876 |
16,624 |
252 |
1.5% |
120 |
0.7% |
42% |
False |
False |
81,394 |
| 10 |
16,889 |
16,590 |
299 |
1.8% |
104 |
0.6% |
46% |
False |
False |
41,922 |
| 20 |
16,889 |
16,255 |
634 |
3.8% |
96 |
0.6% |
75% |
False |
False |
21,104 |
| 40 |
16,889 |
16,209 |
680 |
4.1% |
97 |
0.6% |
76% |
False |
False |
10,564 |
| 60 |
16,889 |
15,888 |
1,001 |
6.0% |
102 |
0.6% |
84% |
False |
False |
7,046 |
| 80 |
16,889 |
15,888 |
1,001 |
6.0% |
96 |
0.6% |
84% |
False |
False |
5,287 |
| 100 |
16,889 |
15,154 |
1,735 |
10.4% |
89 |
0.5% |
91% |
False |
False |
4,230 |
| 120 |
16,889 |
15,154 |
1,735 |
10.4% |
77 |
0.5% |
91% |
False |
False |
3,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,211 |
|
2.618 |
17,038 |
|
1.618 |
16,932 |
|
1.000 |
16,866 |
|
0.618 |
16,826 |
|
HIGH |
16,760 |
|
0.618 |
16,720 |
|
0.500 |
16,707 |
|
0.382 |
16,695 |
|
LOW |
16,654 |
|
0.618 |
16,589 |
|
1.000 |
16,548 |
|
1.618 |
16,483 |
|
2.618 |
16,377 |
|
4.250 |
16,204 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,722 |
16,717 |
| PP |
16,714 |
16,704 |
| S1 |
16,707 |
16,692 |
|