| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,319.1 |
1,311.3 |
-7.8 |
-0.6% |
1,339.5 |
| High |
1,325.5 |
1,319.0 |
-6.5 |
-0.5% |
1,340.9 |
| Low |
1,305.0 |
1,307.9 |
2.9 |
0.2% |
1,292.6 |
| Close |
1,309.4 |
1,313.9 |
4.5 |
0.3% |
1,309.4 |
| Range |
20.5 |
11.1 |
-9.4 |
-45.9% |
48.3 |
| ATR |
17.4 |
17.0 |
-0.5 |
-2.6% |
0.0 |
| Volume |
121,624 |
85,369 |
-36,255 |
-29.8% |
802,821 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,346.9 |
1,341.5 |
1,320.0 |
|
| R3 |
1,335.8 |
1,330.4 |
1,317.0 |
|
| R2 |
1,324.7 |
1,324.7 |
1,315.9 |
|
| R1 |
1,319.3 |
1,319.3 |
1,314.9 |
1,322.0 |
| PP |
1,313.6 |
1,313.6 |
1,313.6 |
1,315.0 |
| S1 |
1,308.2 |
1,308.2 |
1,312.9 |
1,310.9 |
| S2 |
1,302.5 |
1,302.5 |
1,311.9 |
|
| S3 |
1,291.4 |
1,297.1 |
1,310.8 |
|
| S4 |
1,280.3 |
1,286.0 |
1,307.8 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.2 |
1,432.6 |
1,336.0 |
|
| R3 |
1,410.9 |
1,384.3 |
1,322.7 |
|
| R2 |
1,362.6 |
1,362.6 |
1,318.3 |
|
| R1 |
1,336.0 |
1,336.0 |
1,313.8 |
1,325.2 |
| PP |
1,314.3 |
1,314.3 |
1,314.3 |
1,308.9 |
| S1 |
1,287.7 |
1,287.7 |
1,305.0 |
1,276.9 |
| S2 |
1,266.0 |
1,266.0 |
1,300.5 |
|
| S3 |
1,217.7 |
1,239.4 |
1,296.1 |
|
| S4 |
1,169.4 |
1,191.1 |
1,282.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,325.9 |
1,292.6 |
33.3 |
2.5% |
18.4 |
1.4% |
64% |
False |
False |
135,866 |
| 10 |
1,346.8 |
1,292.6 |
54.2 |
4.1% |
18.4 |
1.4% |
39% |
False |
False |
145,811 |
| 20 |
1,346.8 |
1,292.6 |
54.2 |
4.1% |
16.0 |
1.2% |
39% |
False |
False |
134,634 |
| 40 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
15.2 |
1.2% |
69% |
False |
False |
122,836 |
| 60 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
15.1 |
1.2% |
69% |
False |
False |
86,446 |
| 80 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
15.2 |
1.2% |
69% |
False |
False |
65,761 |
| 100 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.5 |
1.2% |
49% |
False |
False |
53,112 |
| 120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.3 |
1.2% |
49% |
False |
False |
44,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,366.2 |
|
2.618 |
1,348.1 |
|
1.618 |
1,337.0 |
|
1.000 |
1,330.1 |
|
0.618 |
1,325.9 |
|
HIGH |
1,319.0 |
|
0.618 |
1,314.8 |
|
0.500 |
1,313.5 |
|
0.382 |
1,312.1 |
|
LOW |
1,307.9 |
|
0.618 |
1,301.0 |
|
1.000 |
1,296.8 |
|
1.618 |
1,289.9 |
|
2.618 |
1,278.8 |
|
4.250 |
1,260.7 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,313.8 |
1,313.3 |
| PP |
1,313.6 |
1,312.6 |
| S1 |
1,313.5 |
1,312.0 |
|