| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
17,022.09 |
16,916.83 |
-105.26 |
-0.6% |
16,852.49 |
| High |
17,022.09 |
16,998.95 |
-23.14 |
-0.1% |
17,074.65 |
| Low |
16,874.79 |
16,913.81 |
39.02 |
0.2% |
16,801.94 |
| Close |
16,906.62 |
16,985.61 |
78.99 |
0.5% |
17,068.26 |
| Range |
147.30 |
85.14 |
-62.16 |
-42.2% |
272.71 |
| ATR |
99.54 |
99.02 |
-0.51 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,221.54 |
17,188.72 |
17,032.44 |
|
| R3 |
17,136.40 |
17,103.58 |
17,009.02 |
|
| R2 |
17,051.26 |
17,051.26 |
17,001.22 |
|
| R1 |
17,018.44 |
17,018.44 |
16,993.41 |
17,034.85 |
| PP |
16,966.12 |
16,966.12 |
16,966.12 |
16,974.33 |
| S1 |
16,933.30 |
16,933.30 |
16,977.81 |
16,949.71 |
| S2 |
16,880.98 |
16,880.98 |
16,970.00 |
|
| S3 |
16,795.84 |
16,848.16 |
16,962.20 |
|
| S4 |
16,710.70 |
16,763.02 |
16,938.78 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,799.75 |
17,706.71 |
17,218.25 |
|
| R3 |
17,527.04 |
17,434.00 |
17,143.26 |
|
| R2 |
17,254.33 |
17,254.33 |
17,118.26 |
|
| R1 |
17,161.29 |
17,161.29 |
17,093.26 |
17,207.81 |
| PP |
16,981.62 |
16,981.62 |
16,981.62 |
17,004.88 |
| S1 |
16,888.58 |
16,888.58 |
17,043.26 |
16,935.10 |
| S2 |
16,708.91 |
16,708.91 |
17,018.26 |
|
| S3 |
16,436.20 |
16,615.87 |
16,993.26 |
|
| S4 |
16,163.49 |
16,343.16 |
16,918.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,074.65 |
16,874.79 |
199.86 |
1.2% |
87.28 |
0.5% |
55% |
False |
False |
|
| 10 |
17,074.65 |
16,746.09 |
328.56 |
1.9% |
97.53 |
0.6% |
73% |
False |
False |
|
| 20 |
17,074.65 |
16,703.73 |
370.92 |
2.2% |
98.72 |
0.6% |
76% |
False |
False |
|
| 40 |
17,074.65 |
16,341.30 |
733.35 |
4.3% |
95.44 |
0.6% |
88% |
False |
False |
|
| 60 |
17,074.65 |
16,028.29 |
1,046.36 |
6.2% |
105.03 |
0.6% |
91% |
False |
False |
|
| 80 |
17,074.65 |
16,015.32 |
1,059.33 |
6.2% |
119.58 |
0.7% |
92% |
False |
False |
|
| 100 |
17,074.65 |
15,985.39 |
1,089.26 |
6.4% |
125.12 |
0.7% |
92% |
False |
False |
|
| 120 |
17,074.65 |
15,340.69 |
1,733.96 |
10.2% |
133.76 |
0.8% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,360.80 |
|
2.618 |
17,221.85 |
|
1.618 |
17,136.71 |
|
1.000 |
17,084.09 |
|
0.618 |
17,051.57 |
|
HIGH |
16,998.95 |
|
0.618 |
16,966.43 |
|
0.500 |
16,956.38 |
|
0.382 |
16,946.33 |
|
LOW |
16,913.81 |
|
0.618 |
16,861.19 |
|
1.000 |
16,828.67 |
|
1.618 |
16,776.05 |
|
2.618 |
16,690.91 |
|
4.250 |
16,551.97 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,975.87 |
16,980.18 |
| PP |
16,966.12 |
16,974.74 |
| S1 |
16,956.38 |
16,969.31 |
|