| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,180.0 |
3,162.0 |
-18.0 |
-0.6% |
3,270.0 |
| High |
3,185.0 |
3,207.0 |
22.0 |
0.7% |
3,271.0 |
| Low |
3,141.0 |
3,161.0 |
20.0 |
0.6% |
3,131.0 |
| Close |
3,159.0 |
3,201.0 |
42.0 |
1.3% |
3,151.0 |
| Range |
44.0 |
46.0 |
2.0 |
4.5% |
140.0 |
| ATR |
40.4 |
40.9 |
0.5 |
1.3% |
0.0 |
| Volume |
907,473 |
1,178,670 |
271,197 |
29.9% |
4,618,123 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,327.7 |
3,310.3 |
3,226.3 |
|
| R3 |
3,281.7 |
3,264.3 |
3,213.7 |
|
| R2 |
3,235.7 |
3,235.7 |
3,209.4 |
|
| R1 |
3,218.3 |
3,218.3 |
3,205.2 |
3,227.0 |
| PP |
3,189.7 |
3,189.7 |
3,189.7 |
3,194.0 |
| S1 |
3,172.3 |
3,172.3 |
3,196.8 |
3,181.0 |
| S2 |
3,143.7 |
3,143.7 |
3,192.6 |
|
| S3 |
3,097.7 |
3,126.3 |
3,188.4 |
|
| S4 |
3,051.7 |
3,080.3 |
3,175.7 |
|
|
| 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 |
3,207.0 |
3,131.0 |
76.0 |
2.4% |
44.8 |
1.4% |
92% |
True |
False |
884,813 |
| 10 |
3,291.0 |
3,131.0 |
160.0 |
5.0% |
43.1 |
1.3% |
44% |
False |
False |
874,556 |
| 20 |
3,322.0 |
3,131.0 |
191.0 |
6.0% |
38.7 |
1.2% |
37% |
False |
False |
812,708 |
| 40 |
3,322.0 |
3,130.0 |
192.0 |
6.0% |
33.4 |
1.0% |
37% |
False |
False |
528,289 |
| 60 |
3,322.0 |
3,075.0 |
247.0 |
7.7% |
34.2 |
1.1% |
51% |
False |
False |
352,888 |
| 80 |
3,322.0 |
2,975.0 |
347.0 |
10.8% |
35.5 |
1.1% |
65% |
False |
False |
264,766 |
| 100 |
3,322.0 |
2,910.0 |
412.0 |
12.9% |
34.8 |
1.1% |
71% |
False |
False |
211,821 |
| 120 |
3,322.0 |
2,866.0 |
456.0 |
14.2% |
33.1 |
1.0% |
73% |
False |
False |
176,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,402.5 |
|
2.618 |
3,327.4 |
|
1.618 |
3,281.4 |
|
1.000 |
3,253.0 |
|
0.618 |
3,235.4 |
|
HIGH |
3,207.0 |
|
0.618 |
3,189.4 |
|
0.500 |
3,184.0 |
|
0.382 |
3,178.6 |
|
LOW |
3,161.0 |
|
0.618 |
3,132.6 |
|
1.000 |
3,115.0 |
|
1.618 |
3,086.6 |
|
2.618 |
3,040.6 |
|
4.250 |
2,965.5 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,195.3 |
3,192.0 |
| PP |
3,189.7 |
3,183.0 |
| S1 |
3,184.0 |
3,174.0 |
|