| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,309.1 |
1,295.2 |
-13.9 |
-1.1% |
1,321.4 |
| High |
1,314.4 |
1,304.2 |
-10.2 |
-0.8% |
1,346.8 |
| Low |
1,292.6 |
1,293.5 |
0.9 |
0.1% |
1,312.1 |
| Close |
1,297.1 |
1,299.8 |
2.7 |
0.2% |
1,337.4 |
| Range |
21.8 |
10.7 |
-11.1 |
-50.9% |
34.7 |
| ATR |
16.8 |
16.4 |
-0.4 |
-2.6% |
0.0 |
| Volume |
175,878 |
119,719 |
-56,159 |
-31.9% |
682,987 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,331.3 |
1,326.2 |
1,305.7 |
|
| R3 |
1,320.6 |
1,315.5 |
1,302.7 |
|
| R2 |
1,309.9 |
1,309.9 |
1,301.8 |
|
| R1 |
1,304.8 |
1,304.8 |
1,300.8 |
1,307.4 |
| PP |
1,299.2 |
1,299.2 |
1,299.2 |
1,300.4 |
| S1 |
1,294.1 |
1,294.1 |
1,298.8 |
1,296.7 |
| S2 |
1,288.5 |
1,288.5 |
1,297.8 |
|
| S3 |
1,277.8 |
1,283.4 |
1,296.9 |
|
| S4 |
1,267.1 |
1,272.7 |
1,293.9 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,436.2 |
1,421.5 |
1,356.5 |
|
| R3 |
1,401.5 |
1,386.8 |
1,346.9 |
|
| R2 |
1,366.8 |
1,366.8 |
1,343.8 |
|
| R1 |
1,352.1 |
1,352.1 |
1,340.6 |
1,359.5 |
| PP |
1,332.1 |
1,332.1 |
1,332.1 |
1,335.8 |
| S1 |
1,317.4 |
1,317.4 |
1,334.2 |
1,324.8 |
| S2 |
1,297.4 |
1,297.4 |
1,331.0 |
|
| S3 |
1,262.7 |
1,282.7 |
1,327.9 |
|
| S4 |
1,228.0 |
1,248.0 |
1,318.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,346.8 |
1,292.6 |
54.2 |
4.2% |
19.8 |
1.5% |
13% |
False |
False |
156,223 |
| 10 |
1,346.8 |
1,292.6 |
54.2 |
4.2% |
16.5 |
1.3% |
13% |
False |
False |
145,090 |
| 20 |
1,346.8 |
1,266.5 |
80.3 |
6.2% |
16.7 |
1.3% |
41% |
False |
False |
140,132 |
| 40 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.6 |
1.1% |
56% |
False |
False |
114,622 |
| 60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.0 |
1.2% |
56% |
False |
False |
80,359 |
| 80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.1 |
1.2% |
56% |
False |
False |
61,094 |
| 100 |
1,392.0 |
1,240.2 |
151.8 |
11.7% |
15.4 |
1.2% |
39% |
False |
False |
49,339 |
| 120 |
1,392.0 |
1,240.2 |
151.8 |
11.7% |
15.1 |
1.2% |
39% |
False |
False |
41,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,349.7 |
|
2.618 |
1,332.2 |
|
1.618 |
1,321.5 |
|
1.000 |
1,314.9 |
|
0.618 |
1,310.8 |
|
HIGH |
1,304.2 |
|
0.618 |
1,300.1 |
|
0.500 |
1,298.9 |
|
0.382 |
1,297.6 |
|
LOW |
1,293.5 |
|
0.618 |
1,286.9 |
|
1.000 |
1,282.8 |
|
1.618 |
1,276.2 |
|
2.618 |
1,265.5 |
|
4.250 |
1,248.0 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,299.5 |
1,316.8 |
| PP |
1,299.2 |
1,311.1 |
| S1 |
1,298.9 |
1,305.5 |
|