| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
16,782 |
16,807 |
25 |
0.1% |
16,940 |
| High |
16,831 |
16,913 |
82 |
0.5% |
16,962 |
| Low |
16,727 |
16,735 |
8 |
0.0% |
16,704 |
| Close |
16,805 |
16,898 |
93 |
0.6% |
16,769 |
| Range |
104 |
178 |
74 |
71.2% |
258 |
| ATR |
111 |
115 |
5 |
4.4% |
0 |
| Volume |
52,642 |
39,780 |
-12,862 |
-24.4% |
451,933 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,383 |
17,318 |
16,996 |
|
| R3 |
17,205 |
17,140 |
16,947 |
|
| R2 |
17,027 |
17,027 |
16,931 |
|
| R1 |
16,962 |
16,962 |
16,914 |
16,995 |
| PP |
16,849 |
16,849 |
16,849 |
16,865 |
| S1 |
16,784 |
16,784 |
16,882 |
16,817 |
| S2 |
16,671 |
16,671 |
16,865 |
|
| S3 |
16,493 |
16,606 |
16,849 |
|
| S4 |
16,315 |
16,428 |
16,800 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,586 |
17,435 |
16,911 |
|
| R3 |
17,328 |
17,177 |
16,840 |
|
| R2 |
17,070 |
17,070 |
16,816 |
|
| R1 |
16,919 |
16,919 |
16,793 |
16,866 |
| PP |
16,812 |
16,812 |
16,812 |
16,785 |
| S1 |
16,661 |
16,661 |
16,745 |
16,608 |
| S2 |
16,554 |
16,554 |
16,722 |
|
| S3 |
16,296 |
16,403 |
16,698 |
|
| S4 |
16,038 |
16,145 |
16,627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,913 |
16,698 |
215 |
1.3% |
129 |
0.8% |
93% |
True |
False |
65,104 |
| 10 |
16,962 |
16,696 |
266 |
1.6% |
116 |
0.7% |
76% |
False |
False |
85,596 |
| 20 |
16,962 |
16,326 |
636 |
3.8% |
102 |
0.6% |
90% |
False |
False |
89,475 |
| 40 |
16,962 |
16,242 |
720 |
4.3% |
118 |
0.7% |
91% |
False |
False |
115,697 |
| 60 |
16,962 |
15,881 |
1,081 |
6.4% |
134 |
0.8% |
94% |
False |
False |
132,630 |
| 80 |
16,962 |
15,881 |
1,081 |
6.4% |
142 |
0.8% |
94% |
False |
False |
116,117 |
| 100 |
16,962 |
15,216 |
1,746 |
10.3% |
147 |
0.9% |
96% |
False |
False |
92,907 |
| 120 |
16,962 |
15,216 |
1,746 |
10.3% |
140 |
0.8% |
96% |
False |
False |
77,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,670 |
|
2.618 |
17,379 |
|
1.618 |
17,201 |
|
1.000 |
17,091 |
|
0.618 |
17,023 |
|
HIGH |
16,913 |
|
0.618 |
16,845 |
|
0.500 |
16,824 |
|
0.382 |
16,803 |
|
LOW |
16,735 |
|
0.618 |
16,625 |
|
1.000 |
16,557 |
|
1.618 |
16,447 |
|
2.618 |
16,269 |
|
4.250 |
15,979 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,873 |
16,867 |
| PP |
16,849 |
16,836 |
| S1 |
16,824 |
16,806 |
|