| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,814 |
16,826 |
12 |
0.1% |
16,699 |
| High |
16,845 |
16,895 |
50 |
0.3% |
16,895 |
| Low |
16,778 |
16,815 |
37 |
0.2% |
16,624 |
| Close |
16,833 |
16,858 |
25 |
0.1% |
16,858 |
| Range |
67 |
80 |
13 |
19.4% |
271 |
| ATR |
104 |
103 |
-2 |
-1.7% |
0 |
| Volume |
113,707 |
88,929 |
-24,778 |
-21.8% |
616,577 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,096 |
17,057 |
16,902 |
|
| R3 |
17,016 |
16,977 |
16,880 |
|
| R2 |
16,936 |
16,936 |
16,873 |
|
| R1 |
16,897 |
16,897 |
16,865 |
16,917 |
| PP |
16,856 |
16,856 |
16,856 |
16,866 |
| S1 |
16,817 |
16,817 |
16,851 |
16,837 |
| S2 |
16,776 |
16,776 |
16,843 |
|
| S3 |
16,696 |
16,737 |
16,836 |
|
| S4 |
16,616 |
16,657 |
16,814 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,605 |
17,503 |
17,007 |
|
| R3 |
17,334 |
17,232 |
16,933 |
|
| R2 |
17,063 |
17,063 |
16,908 |
|
| R1 |
16,961 |
16,961 |
16,883 |
17,012 |
| PP |
16,792 |
16,792 |
16,792 |
16,818 |
| S1 |
16,690 |
16,690 |
16,833 |
16,741 |
| S2 |
16,521 |
16,521 |
16,808 |
|
| S3 |
16,250 |
16,419 |
16,784 |
|
| S4 |
15,979 |
16,148 |
16,709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,895 |
16,624 |
271 |
1.6% |
109 |
0.6% |
86% |
True |
False |
123,315 |
| 10 |
16,895 |
16,624 |
271 |
1.6% |
105 |
0.6% |
86% |
True |
False |
76,321 |
| 20 |
16,895 |
16,455 |
440 |
2.6% |
91 |
0.5% |
92% |
True |
False |
38,585 |
| 40 |
16,895 |
16,209 |
686 |
4.1% |
102 |
0.6% |
95% |
True |
False |
19,310 |
| 60 |
16,895 |
15,888 |
1,007 |
6.0% |
103 |
0.6% |
96% |
True |
False |
12,877 |
| 80 |
16,895 |
15,888 |
1,007 |
6.0% |
99 |
0.6% |
96% |
True |
False |
9,660 |
| 100 |
16,895 |
15,154 |
1,741 |
10.3% |
89 |
0.5% |
98% |
True |
False |
7,729 |
| 120 |
16,895 |
15,154 |
1,741 |
10.3% |
79 |
0.5% |
98% |
True |
False |
6,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,235 |
|
2.618 |
17,105 |
|
1.618 |
17,025 |
|
1.000 |
16,975 |
|
0.618 |
16,945 |
|
HIGH |
16,895 |
|
0.618 |
16,865 |
|
0.500 |
16,855 |
|
0.382 |
16,846 |
|
LOW |
16,815 |
|
0.618 |
16,766 |
|
1.000 |
16,735 |
|
1.618 |
16,686 |
|
2.618 |
16,606 |
|
4.250 |
16,475 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,857 |
16,830 |
| PP |
16,856 |
16,801 |
| S1 |
16,855 |
16,773 |
|