| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,295.2 |
1,300.3 |
5.1 |
0.4% |
1,321.4 |
| High |
1,304.2 |
1,325.9 |
21.7 |
1.7% |
1,346.8 |
| Low |
1,293.5 |
1,298.1 |
4.6 |
0.4% |
1,312.1 |
| Close |
1,299.8 |
1,316.9 |
17.1 |
1.3% |
1,337.4 |
| Range |
10.7 |
27.8 |
17.1 |
159.8% |
34.7 |
| ATR |
16.4 |
17.2 |
0.8 |
5.0% |
0.0 |
| Volume |
119,719 |
176,744 |
57,025 |
47.6% |
682,987 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.0 |
1,384.8 |
1,332.2 |
|
| R3 |
1,369.2 |
1,357.0 |
1,324.5 |
|
| R2 |
1,341.4 |
1,341.4 |
1,322.0 |
|
| R1 |
1,329.2 |
1,329.2 |
1,319.4 |
1,335.3 |
| PP |
1,313.6 |
1,313.6 |
1,313.6 |
1,316.7 |
| S1 |
1,301.4 |
1,301.4 |
1,314.4 |
1,307.5 |
| S2 |
1,285.8 |
1,285.8 |
1,311.8 |
|
| S3 |
1,258.0 |
1,273.6 |
1,309.3 |
|
| S4 |
1,230.2 |
1,245.8 |
1,301.6 |
|
|
| 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 |
1,340.9 |
1,292.6 |
48.3 |
3.7% |
21.0 |
1.6% |
50% |
False |
False |
155,673 |
| 10 |
1,346.8 |
1,292.6 |
54.2 |
4.1% |
18.2 |
1.4% |
45% |
False |
False |
151,356 |
| 20 |
1,346.8 |
1,276.2 |
70.6 |
5.4% |
17.5 |
1.3% |
58% |
False |
False |
144,574 |
| 40 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
15.0 |
1.1% |
72% |
False |
False |
118,622 |
| 60 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
15.2 |
1.2% |
72% |
False |
False |
83,282 |
| 80 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
15.1 |
1.1% |
72% |
False |
False |
63,263 |
| 100 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.5 |
1.2% |
51% |
False |
False |
51,071 |
| 120 |
1,392.0 |
1,240.2 |
151.8 |
11.5% |
15.3 |
1.2% |
51% |
False |
False |
42,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,444.1 |
|
2.618 |
1,398.7 |
|
1.618 |
1,370.9 |
|
1.000 |
1,353.7 |
|
0.618 |
1,343.1 |
|
HIGH |
1,325.9 |
|
0.618 |
1,315.3 |
|
0.500 |
1,312.0 |
|
0.382 |
1,308.7 |
|
LOW |
1,298.1 |
|
0.618 |
1,280.9 |
|
1.000 |
1,270.3 |
|
1.618 |
1,253.1 |
|
2.618 |
1,225.3 |
|
4.250 |
1,180.0 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,315.3 |
1,314.4 |
| PP |
1,313.6 |
1,311.8 |
| S1 |
1,312.0 |
1,309.3 |
|