| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,160.0 |
3,170.0 |
10.0 |
0.3% |
3,270.0 |
| High |
3,173.0 |
3,190.0 |
17.0 |
0.5% |
3,271.0 |
| Low |
3,141.0 |
3,164.0 |
23.0 |
0.7% |
3,131.0 |
| Close |
3,151.0 |
3,186.0 |
35.0 |
1.1% |
3,151.0 |
| Range |
32.0 |
26.0 |
-6.0 |
-18.8% |
140.0 |
| ATR |
40.1 |
40.0 |
-0.1 |
-0.2% |
0.0 |
| Volume |
567,000 |
958,805 |
391,805 |
69.1% |
4,618,123 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,258.0 |
3,248.0 |
3,200.3 |
|
| R3 |
3,232.0 |
3,222.0 |
3,193.2 |
|
| R2 |
3,206.0 |
3,206.0 |
3,190.8 |
|
| R1 |
3,196.0 |
3,196.0 |
3,188.4 |
3,201.0 |
| PP |
3,180.0 |
3,180.0 |
3,180.0 |
3,182.5 |
| S1 |
3,170.0 |
3,170.0 |
3,183.6 |
3,175.0 |
| S2 |
3,154.0 |
3,154.0 |
3,181.2 |
|
| S3 |
3,128.0 |
3,144.0 |
3,178.9 |
|
| S4 |
3,102.0 |
3,118.0 |
3,171.7 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,604.3 |
3,517.7 |
3,228.0 |
|
| R3 |
3,464.3 |
3,377.7 |
3,189.5 |
|
| R2 |
3,324.3 |
3,324.3 |
3,176.7 |
|
| R1 |
3,237.7 |
3,237.7 |
3,163.8 |
3,211.0 |
| PP |
3,184.3 |
3,184.3 |
3,184.3 |
3,171.0 |
| S1 |
3,097.7 |
3,097.7 |
3,138.2 |
3,071.0 |
| S2 |
3,044.3 |
3,044.3 |
3,125.3 |
|
| S3 |
2,904.3 |
2,957.7 |
3,112.5 |
|
| S4 |
2,764.3 |
2,817.7 |
3,074.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,239.0 |
3,131.0 |
108.0 |
3.4% |
45.0 |
1.4% |
51% |
False |
False |
898,824 |
| 10 |
3,291.0 |
3,131.0 |
160.0 |
5.0% |
41.0 |
1.3% |
34% |
False |
False |
786,771 |
| 20 |
3,322.0 |
3,131.0 |
191.0 |
6.0% |
36.8 |
1.2% |
29% |
False |
False |
844,084 |
| 40 |
3,322.0 |
3,118.0 |
204.0 |
6.4% |
32.9 |
1.0% |
33% |
False |
False |
476,230 |
| 60 |
3,322.0 |
3,050.0 |
272.0 |
8.5% |
34.2 |
1.1% |
50% |
False |
False |
318,129 |
| 80 |
3,322.0 |
2,967.0 |
355.0 |
11.1% |
35.5 |
1.1% |
62% |
False |
False |
238,696 |
| 100 |
3,322.0 |
2,910.0 |
412.0 |
12.9% |
34.5 |
1.1% |
67% |
False |
False |
190,960 |
| 120 |
3,322.0 |
2,866.0 |
456.0 |
14.3% |
32.4 |
1.0% |
70% |
False |
False |
159,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,300.5 |
|
2.618 |
3,258.1 |
|
1.618 |
3,232.1 |
|
1.000 |
3,216.0 |
|
0.618 |
3,206.1 |
|
HIGH |
3,190.0 |
|
0.618 |
3,180.1 |
|
0.500 |
3,177.0 |
|
0.382 |
3,173.9 |
|
LOW |
3,164.0 |
|
0.618 |
3,147.9 |
|
1.000 |
3,138.0 |
|
1.618 |
3,121.9 |
|
2.618 |
3,095.9 |
|
4.250 |
3,053.5 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,183.0 |
3,180.3 |
| PP |
3,180.0 |
3,174.7 |
| S1 |
3,177.0 |
3,169.0 |
|