| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,294.2 |
1,307.9 |
13.7 |
1.1% |
1,311.3 |
| High |
1,308.9 |
1,309.4 |
0.5 |
0.0% |
1,319.0 |
| Low |
1,291.0 |
1,301.1 |
10.1 |
0.8% |
1,287.5 |
| Close |
1,303.3 |
1,303.3 |
0.0 |
0.0% |
1,303.3 |
| Range |
17.9 |
8.3 |
-9.6 |
-53.6% |
31.5 |
| ATR |
16.5 |
15.9 |
-0.6 |
-3.5% |
0.0 |
| Volume |
131,242 |
136,981 |
5,739 |
4.4% |
609,628 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.5 |
1,324.7 |
1,307.9 |
|
| R3 |
1,321.2 |
1,316.4 |
1,305.6 |
|
| R2 |
1,312.9 |
1,312.9 |
1,304.8 |
|
| R1 |
1,308.1 |
1,308.1 |
1,304.1 |
1,306.4 |
| PP |
1,304.6 |
1,304.6 |
1,304.6 |
1,303.7 |
| S1 |
1,299.8 |
1,299.8 |
1,302.5 |
1,298.1 |
| S2 |
1,296.3 |
1,296.3 |
1,301.8 |
|
| S3 |
1,288.0 |
1,291.5 |
1,301.0 |
|
| S4 |
1,279.7 |
1,283.2 |
1,298.7 |
|
|
| 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 |
1,316.8 |
1,287.5 |
29.3 |
2.2% |
13.4 |
1.0% |
54% |
False |
False |
132,248 |
| 10 |
1,325.9 |
1,287.5 |
38.4 |
2.9% |
15.9 |
1.2% |
41% |
False |
False |
134,057 |
| 20 |
1,346.8 |
1,287.5 |
59.3 |
4.5% |
16.1 |
1.2% |
27% |
False |
False |
137,229 |
| 40 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.8 |
1.1% |
59% |
False |
False |
124,864 |
| 60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.1 |
1.2% |
59% |
False |
False |
97,058 |
| 80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.2 |
1.2% |
59% |
False |
False |
73,853 |
| 100 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.5 |
1.2% |
42% |
False |
False |
59,655 |
| 120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.2 |
1.2% |
42% |
False |
False |
49,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,344.7 |
|
2.618 |
1,331.1 |
|
1.618 |
1,322.8 |
|
1.000 |
1,317.7 |
|
0.618 |
1,314.5 |
|
HIGH |
1,309.4 |
|
0.618 |
1,306.2 |
|
0.500 |
1,305.3 |
|
0.382 |
1,304.3 |
|
LOW |
1,301.1 |
|
0.618 |
1,296.0 |
|
1.000 |
1,292.8 |
|
1.618 |
1,287.7 |
|
2.618 |
1,279.4 |
|
4.250 |
1,265.8 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,305.3 |
1,301.7 |
| PP |
1,304.6 |
1,300.1 |
| S1 |
1,304.0 |
1,298.5 |
|