| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,984.33 |
16,920.11 |
-64.22 |
-0.4% |
17,095.11 |
| High |
17,056.46 |
16,983.94 |
-72.52 |
-0.4% |
17,133.43 |
| Low |
16,912.11 |
16,817.16 |
-94.95 |
-0.6% |
16,915.65 |
| Close |
16,912.11 |
16,880.36 |
-31.75 |
-0.2% |
16,960.57 |
| Range |
144.35 |
166.78 |
22.43 |
15.5% |
217.78 |
| ATR |
113.02 |
116.86 |
3.84 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,394.16 |
17,304.04 |
16,972.09 |
|
| R3 |
17,227.38 |
17,137.26 |
16,926.22 |
|
| R2 |
17,060.60 |
17,060.60 |
16,910.94 |
|
| R1 |
16,970.48 |
16,970.48 |
16,895.65 |
16,932.15 |
| PP |
16,893.82 |
16,893.82 |
16,893.82 |
16,874.66 |
| S1 |
16,803.70 |
16,803.70 |
16,865.07 |
16,765.37 |
| S2 |
16,727.04 |
16,727.04 |
16,849.78 |
|
| S3 |
16,560.26 |
16,636.92 |
16,834.50 |
|
| S4 |
16,393.48 |
16,470.14 |
16,788.63 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,656.56 |
17,526.34 |
17,080.35 |
|
| R3 |
17,438.78 |
17,308.56 |
17,020.46 |
|
| R2 |
17,221.00 |
17,221.00 |
17,000.50 |
|
| R1 |
17,090.78 |
17,090.78 |
16,980.53 |
17,047.00 |
| PP |
17,003.22 |
17,003.22 |
17,003.22 |
16,981.33 |
| S1 |
16,873.00 |
16,873.00 |
16,940.61 |
16,829.22 |
| S2 |
16,785.44 |
16,785.44 |
16,920.64 |
|
| S3 |
16,567.66 |
16,655.22 |
16,900.68 |
|
| S4 |
16,349.88 |
16,437.44 |
16,840.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,119.83 |
16,817.16 |
302.67 |
1.8% |
132.05 |
0.8% |
21% |
False |
True |
|
| 10 |
17,151.56 |
16,817.16 |
334.40 |
2.0% |
125.87 |
0.7% |
19% |
False |
True |
|
| 20 |
17,151.56 |
16,805.38 |
346.18 |
2.1% |
114.40 |
0.7% |
22% |
False |
False |
|
| 40 |
17,151.56 |
16,673.65 |
477.91 |
2.8% |
105.55 |
0.6% |
43% |
False |
False |
|
| 60 |
17,151.56 |
16,341.30 |
810.26 |
4.8% |
104.93 |
0.6% |
67% |
False |
False |
|
| 80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
113.58 |
0.7% |
76% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
122.16 |
0.7% |
76% |
False |
False |
|
| 120 |
17,151.56 |
15,625.53 |
1,526.03 |
9.0% |
125.94 |
0.7% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,692.76 |
|
2.618 |
17,420.57 |
|
1.618 |
17,253.79 |
|
1.000 |
17,150.72 |
|
0.618 |
17,087.01 |
|
HIGH |
16,983.94 |
|
0.618 |
16,920.23 |
|
0.500 |
16,900.55 |
|
0.382 |
16,880.87 |
|
LOW |
16,817.16 |
|
0.618 |
16,714.09 |
|
1.000 |
16,650.38 |
|
1.618 |
16,547.31 |
|
2.618 |
16,380.53 |
|
4.250 |
16,108.35 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,900.55 |
16,936.81 |
| PP |
16,893.82 |
16,917.99 |
| S1 |
16,887.09 |
16,899.18 |
|