| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,731 |
16,814 |
83 |
0.5% |
16,860 |
| High |
16,832 |
16,845 |
13 |
0.1% |
16,889 |
| Low |
16,650 |
16,778 |
128 |
0.8% |
16,633 |
| Close |
16,818 |
16,833 |
15 |
0.1% |
16,697 |
| Range |
182 |
67 |
-115 |
-63.2% |
256 |
| ATR |
107 |
104 |
-3 |
-2.7% |
0 |
| Volume |
147,246 |
113,707 |
-33,539 |
-22.8% |
146,633 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,020 |
16,993 |
16,870 |
|
| R3 |
16,953 |
16,926 |
16,852 |
|
| R2 |
16,886 |
16,886 |
16,845 |
|
| R1 |
16,859 |
16,859 |
16,839 |
16,873 |
| PP |
16,819 |
16,819 |
16,819 |
16,825 |
| S1 |
16,792 |
16,792 |
16,827 |
16,806 |
| S2 |
16,752 |
16,752 |
16,821 |
|
| S3 |
16,685 |
16,725 |
16,815 |
|
| S4 |
16,618 |
16,658 |
16,796 |
|
|
| 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 |
16,845 |
16,624 |
221 |
1.3% |
109 |
0.6% |
95% |
True |
False |
125,681 |
| 10 |
16,889 |
16,624 |
265 |
1.6% |
109 |
0.6% |
79% |
False |
False |
67,741 |
| 20 |
16,889 |
16,427 |
462 |
2.7% |
90 |
0.5% |
88% |
False |
False |
34,144 |
| 40 |
16,889 |
16,209 |
680 |
4.0% |
100 |
0.6% |
92% |
False |
False |
17,087 |
| 60 |
16,889 |
15,888 |
1,001 |
5.9% |
104 |
0.6% |
94% |
False |
False |
11,395 |
| 80 |
16,889 |
15,888 |
1,001 |
5.9% |
98 |
0.6% |
94% |
False |
False |
8,548 |
| 100 |
16,889 |
15,154 |
1,735 |
10.3% |
88 |
0.5% |
97% |
False |
False |
6,839 |
| 120 |
16,889 |
15,154 |
1,735 |
10.3% |
79 |
0.5% |
97% |
False |
False |
5,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,130 |
|
2.618 |
17,021 |
|
1.618 |
16,954 |
|
1.000 |
16,912 |
|
0.618 |
16,887 |
|
HIGH |
16,845 |
|
0.618 |
16,820 |
|
0.500 |
16,812 |
|
0.382 |
16,804 |
|
LOW |
16,778 |
|
0.618 |
16,737 |
|
1.000 |
16,711 |
|
1.618 |
16,670 |
|
2.618 |
16,603 |
|
4.250 |
16,493 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,826 |
16,805 |
| PP |
16,819 |
16,776 |
| S1 |
16,812 |
16,748 |
|