| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,920.11 |
16,869.63 |
-50.48 |
-0.3% |
17,095.11 |
| High |
16,983.94 |
16,869.63 |
-114.31 |
-0.7% |
17,133.43 |
| Low |
16,817.16 |
16,563.30 |
-253.86 |
-1.5% |
16,915.65 |
| Close |
16,880.36 |
16,563.30 |
-317.06 |
-1.9% |
16,960.57 |
| Range |
166.78 |
306.33 |
139.55 |
83.7% |
217.78 |
| ATR |
116.86 |
131.16 |
14.30 |
12.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,584.40 |
17,380.18 |
16,731.78 |
|
| R3 |
17,278.07 |
17,073.85 |
16,647.54 |
|
| R2 |
16,971.74 |
16,971.74 |
16,619.46 |
|
| R1 |
16,767.52 |
16,767.52 |
16,591.38 |
16,716.47 |
| PP |
16,665.41 |
16,665.41 |
16,665.41 |
16,639.88 |
| S1 |
16,461.19 |
16,461.19 |
16,535.22 |
16,410.14 |
| S2 |
16,359.08 |
16,359.08 |
16,507.14 |
|
| S3 |
16,052.75 |
16,154.86 |
16,479.06 |
|
| S4 |
15,746.42 |
15,848.53 |
16,394.82 |
|
|
| 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 |
17,082.33 |
16,563.30 |
519.03 |
3.1% |
181.56 |
1.1% |
0% |
False |
True |
|
| 10 |
17,133.43 |
16,563.30 |
570.13 |
3.4% |
137.96 |
0.8% |
0% |
False |
True |
|
| 20 |
17,151.56 |
16,563.30 |
588.26 |
3.6% |
127.87 |
0.8% |
0% |
False |
True |
|
| 40 |
17,151.56 |
16,563.30 |
588.26 |
3.6% |
111.48 |
0.7% |
0% |
False |
True |
|
| 60 |
17,151.56 |
16,341.30 |
810.26 |
4.9% |
107.87 |
0.7% |
27% |
False |
False |
|
| 80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
115.19 |
0.7% |
48% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
124.04 |
0.7% |
48% |
False |
False |
|
| 120 |
17,151.56 |
15,733.69 |
1,417.87 |
8.6% |
127.05 |
0.8% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,171.53 |
|
2.618 |
17,671.60 |
|
1.618 |
17,365.27 |
|
1.000 |
17,175.96 |
|
0.618 |
17,058.94 |
|
HIGH |
16,869.63 |
|
0.618 |
16,752.61 |
|
0.500 |
16,716.47 |
|
0.382 |
16,680.32 |
|
LOW |
16,563.30 |
|
0.618 |
16,373.99 |
|
1.000 |
16,256.97 |
|
1.618 |
16,067.66 |
|
2.618 |
15,761.33 |
|
4.250 |
15,261.40 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,716.47 |
16,809.88 |
| PP |
16,665.41 |
16,727.69 |
| S1 |
16,614.36 |
16,645.49 |
|