| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
9,930.0 |
10,014.0 |
84.0 |
0.8% |
9,848.0 |
| High |
10,044.0 |
10,020.5 |
-23.5 |
-0.2% |
10,044.0 |
| Low |
9,912.5 |
9,903.0 |
-9.5 |
-0.1% |
9,805.5 |
| Close |
10,036.0 |
9,918.5 |
-117.5 |
-1.2% |
10,036.0 |
| Range |
131.5 |
117.5 |
-14.0 |
-10.6% |
238.5 |
| ATR |
93.2 |
96.0 |
2.8 |
3.1% |
0.0 |
| Volume |
26,116 |
112,635 |
86,519 |
331.3% |
248,319 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,299.8 |
10,226.7 |
9,983.1 |
|
| R3 |
10,182.3 |
10,109.2 |
9,950.8 |
|
| R2 |
10,064.8 |
10,064.8 |
9,940.0 |
|
| R1 |
9,991.7 |
9,991.7 |
9,929.3 |
9,969.5 |
| PP |
9,947.3 |
9,947.3 |
9,947.3 |
9,936.3 |
| S1 |
9,874.2 |
9,874.2 |
9,907.7 |
9,852.0 |
| S2 |
9,829.8 |
9,829.8 |
9,897.0 |
|
| S3 |
9,712.3 |
9,756.7 |
9,886.2 |
|
| S4 |
9,594.8 |
9,639.2 |
9,853.9 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,677.3 |
10,595.2 |
10,167.2 |
|
| R3 |
10,438.8 |
10,356.7 |
10,101.6 |
|
| R2 |
10,200.3 |
10,200.3 |
10,079.7 |
|
| R1 |
10,118.2 |
10,118.2 |
10,057.9 |
10,159.3 |
| PP |
9,961.8 |
9,961.8 |
9,961.8 |
9,982.4 |
| S1 |
9,879.7 |
9,879.7 |
10,014.1 |
9,920.8 |
| S2 |
9,723.3 |
9,723.3 |
9,992.3 |
|
| S3 |
9,484.8 |
9,641.2 |
9,970.4 |
|
| S4 |
9,246.3 |
9,402.7 |
9,904.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,044.0 |
9,805.5 |
238.5 |
2.4% |
96.8 |
1.0% |
47% |
False |
False |
72,190 |
| 10 |
10,044.0 |
9,756.5 |
287.5 |
2.9% |
97.9 |
1.0% |
56% |
False |
False |
76,430 |
| 20 |
10,056.0 |
9,756.5 |
299.5 |
3.0% |
86.0 |
0.9% |
54% |
False |
False |
59,624 |
| 40 |
10,056.0 |
9,556.0 |
500.0 |
5.0% |
86.5 |
0.9% |
73% |
False |
False |
30,202 |
| 60 |
10,056.0 |
9,113.5 |
942.5 |
9.5% |
103.5 |
1.0% |
85% |
False |
False |
20,221 |
| 80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
108.6 |
1.1% |
88% |
False |
False |
15,198 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
107.4 |
1.1% |
88% |
False |
False |
12,166 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.1% |
109.0 |
1.1% |
88% |
False |
False |
10,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,519.9 |
|
2.618 |
10,328.1 |
|
1.618 |
10,210.6 |
|
1.000 |
10,138.0 |
|
0.618 |
10,093.1 |
|
HIGH |
10,020.5 |
|
0.618 |
9,975.6 |
|
0.500 |
9,961.8 |
|
0.382 |
9,947.9 |
|
LOW |
9,903.0 |
|
0.618 |
9,830.4 |
|
1.000 |
9,785.5 |
|
1.618 |
9,712.9 |
|
2.618 |
9,595.4 |
|
4.250 |
9,403.6 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,961.8 |
9,970.0 |
| PP |
9,947.3 |
9,952.8 |
| S1 |
9,932.9 |
9,935.7 |
|