| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,182.0 |
3,183.0 |
1.0 |
0.0% |
3,167.0 |
| High |
3,208.0 |
3,213.0 |
5.0 |
0.2% |
3,225.0 |
| Low |
3,164.0 |
3,162.0 |
-2.0 |
-0.1% |
3,130.0 |
| Close |
3,189.0 |
3,172.0 |
-17.0 |
-0.5% |
3,173.0 |
| Range |
44.0 |
51.0 |
7.0 |
15.9% |
95.0 |
| ATR |
45.1 |
45.5 |
0.4 |
0.9% |
0.0 |
| Volume |
1,000,340 |
1,594,304 |
593,964 |
59.4% |
4,275,950 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,335.3 |
3,304.7 |
3,200.1 |
|
| R3 |
3,284.3 |
3,253.7 |
3,186.0 |
|
| R2 |
3,233.3 |
3,233.3 |
3,181.4 |
|
| R1 |
3,202.7 |
3,202.7 |
3,176.7 |
3,192.5 |
| PP |
3,182.3 |
3,182.3 |
3,182.3 |
3,177.3 |
| S1 |
3,151.7 |
3,151.7 |
3,167.3 |
3,141.5 |
| S2 |
3,131.3 |
3,131.3 |
3,162.7 |
|
| S3 |
3,080.3 |
3,100.7 |
3,158.0 |
|
| S4 |
3,029.3 |
3,049.7 |
3,144.0 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,461.0 |
3,412.0 |
3,225.3 |
|
| R3 |
3,366.0 |
3,317.0 |
3,199.1 |
|
| R2 |
3,271.0 |
3,271.0 |
3,190.4 |
|
| R1 |
3,222.0 |
3,222.0 |
3,181.7 |
3,246.5 |
| PP |
3,176.0 |
3,176.0 |
3,176.0 |
3,188.3 |
| S1 |
3,127.0 |
3,127.0 |
3,164.3 |
3,151.5 |
| S2 |
3,081.0 |
3,081.0 |
3,155.6 |
|
| S3 |
2,986.0 |
3,032.0 |
3,146.9 |
|
| S4 |
2,891.0 |
2,937.0 |
3,120.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,225.0 |
3,146.0 |
79.0 |
2.5% |
51.2 |
1.6% |
33% |
False |
False |
1,043,740 |
| 10 |
3,225.0 |
3,130.0 |
95.0 |
3.0% |
48.6 |
1.5% |
44% |
False |
False |
952,133 |
| 20 |
3,291.0 |
3,130.0 |
161.0 |
5.1% |
45.9 |
1.4% |
26% |
False |
False |
913,345 |
| 40 |
3,322.0 |
3,130.0 |
192.0 |
6.1% |
39.8 |
1.3% |
22% |
False |
False |
761,988 |
| 60 |
3,322.0 |
3,092.0 |
230.0 |
7.3% |
36.1 |
1.1% |
35% |
False |
False |
511,088 |
| 80 |
3,322.0 |
3,009.0 |
313.0 |
9.9% |
37.5 |
1.2% |
52% |
False |
False |
383,740 |
| 100 |
3,322.0 |
2,910.0 |
412.0 |
13.0% |
37.5 |
1.2% |
64% |
False |
False |
307,034 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.0% |
34.1 |
1.1% |
64% |
False |
False |
255,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,429.8 |
|
2.618 |
3,346.5 |
|
1.618 |
3,295.5 |
|
1.000 |
3,264.0 |
|
0.618 |
3,244.5 |
|
HIGH |
3,213.0 |
|
0.618 |
3,193.5 |
|
0.500 |
3,187.5 |
|
0.382 |
3,181.5 |
|
LOW |
3,162.0 |
|
0.618 |
3,130.5 |
|
1.000 |
3,111.0 |
|
1.618 |
3,079.5 |
|
2.618 |
3,028.5 |
|
4.250 |
2,945.3 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,187.5 |
3,179.5 |
| PP |
3,182.3 |
3,177.0 |
| S1 |
3,177.2 |
3,174.5 |
|