| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,304.3 |
1,294.2 |
-10.1 |
-0.8% |
1,311.3 |
| High |
1,305.6 |
1,308.9 |
3.3 |
0.3% |
1,319.0 |
| Low |
1,287.5 |
1,291.0 |
3.5 |
0.3% |
1,287.5 |
| Close |
1,290.8 |
1,303.3 |
12.5 |
1.0% |
1,303.3 |
| Range |
18.1 |
17.9 |
-0.2 |
-1.1% |
31.5 |
| ATR |
16.3 |
16.5 |
0.1 |
0.8% |
0.0 |
| Volume |
178,767 |
131,242 |
-47,525 |
-26.6% |
609,628 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,354.8 |
1,346.9 |
1,313.1 |
|
| R3 |
1,336.9 |
1,329.0 |
1,308.2 |
|
| R2 |
1,319.0 |
1,319.0 |
1,306.6 |
|
| R1 |
1,311.1 |
1,311.1 |
1,304.9 |
1,315.1 |
| PP |
1,301.1 |
1,301.1 |
1,301.1 |
1,303.0 |
| S1 |
1,293.2 |
1,293.2 |
1,301.7 |
1,297.2 |
| S2 |
1,283.2 |
1,283.2 |
1,300.0 |
|
| S3 |
1,265.3 |
1,275.3 |
1,298.4 |
|
| S4 |
1,247.4 |
1,257.4 |
1,293.5 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.8 |
1,382.0 |
1,320.6 |
|
| R3 |
1,366.3 |
1,350.5 |
1,312.0 |
|
| R2 |
1,334.8 |
1,334.8 |
1,309.1 |
|
| R1 |
1,319.0 |
1,319.0 |
1,306.2 |
1,311.2 |
| PP |
1,303.3 |
1,303.3 |
1,303.3 |
1,299.3 |
| S1 |
1,287.5 |
1,287.5 |
1,300.4 |
1,279.7 |
| S2 |
1,271.8 |
1,271.8 |
1,297.5 |
|
| S3 |
1,240.3 |
1,256.0 |
1,294.6 |
|
| S4 |
1,208.8 |
1,224.5 |
1,286.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,319.0 |
1,287.5 |
31.5 |
2.4% |
14.0 |
1.1% |
50% |
False |
False |
121,925 |
| 10 |
1,340.9 |
1,287.5 |
53.4 |
4.1% |
19.0 |
1.5% |
30% |
False |
False |
141,244 |
| 20 |
1,346.8 |
1,287.5 |
59.3 |
4.5% |
16.2 |
1.2% |
27% |
False |
False |
135,613 |
| 40 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.1 |
1.2% |
59% |
False |
False |
124,853 |
| 60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.2 |
1.2% |
59% |
False |
False |
94,914 |
| 80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.2 |
1.2% |
59% |
False |
False |
72,168 |
| 100 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.5 |
1.2% |
42% |
False |
False |
58,296 |
| 120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.2 |
1.2% |
42% |
False |
False |
48,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,385.0 |
|
2.618 |
1,355.8 |
|
1.618 |
1,337.9 |
|
1.000 |
1,326.8 |
|
0.618 |
1,320.0 |
|
HIGH |
1,308.9 |
|
0.618 |
1,302.1 |
|
0.500 |
1,300.0 |
|
0.382 |
1,297.8 |
|
LOW |
1,291.0 |
|
0.618 |
1,279.9 |
|
1.000 |
1,273.1 |
|
1.618 |
1,262.0 |
|
2.618 |
1,244.1 |
|
4.250 |
1,214.9 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,302.2 |
1,302.1 |
| PP |
1,301.1 |
1,300.9 |
| S1 |
1,300.0 |
1,299.7 |
|