| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
10,014.0 |
9,929.0 |
-85.0 |
-0.8% |
9,848.0 |
| High |
10,020.5 |
9,934.0 |
-86.5 |
-0.9% |
10,044.0 |
| Low |
9,903.0 |
9,751.0 |
-152.0 |
-1.5% |
9,805.5 |
| Close |
9,918.5 |
9,783.0 |
-135.5 |
-1.4% |
10,036.0 |
| Range |
117.5 |
183.0 |
65.5 |
55.7% |
238.5 |
| ATR |
96.0 |
102.2 |
6.2 |
6.5% |
0.0 |
| Volume |
112,635 |
83,048 |
-29,587 |
-26.3% |
248,319 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,371.7 |
10,260.3 |
9,883.7 |
|
| R3 |
10,188.7 |
10,077.3 |
9,833.3 |
|
| R2 |
10,005.7 |
10,005.7 |
9,816.6 |
|
| R1 |
9,894.3 |
9,894.3 |
9,799.8 |
9,858.5 |
| PP |
9,822.7 |
9,822.7 |
9,822.7 |
9,804.8 |
| S1 |
9,711.3 |
9,711.3 |
9,766.2 |
9,675.5 |
| S2 |
9,639.7 |
9,639.7 |
9,749.5 |
|
| S3 |
9,456.7 |
9,528.3 |
9,732.7 |
|
| S4 |
9,273.7 |
9,345.3 |
9,682.4 |
|
|
| 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 |
9,751.0 |
293.0 |
3.0% |
114.9 |
1.2% |
11% |
False |
True |
74,543 |
| 10 |
10,044.0 |
9,751.0 |
293.0 |
3.0% |
102.2 |
1.0% |
11% |
False |
True |
77,858 |
| 20 |
10,056.0 |
9,751.0 |
305.0 |
3.1% |
93.4 |
1.0% |
10% |
False |
True |
63,701 |
| 40 |
10,056.0 |
9,556.0 |
500.0 |
5.1% |
87.5 |
0.9% |
45% |
False |
False |
32,271 |
| 60 |
10,056.0 |
9,113.5 |
942.5 |
9.6% |
105.3 |
1.1% |
71% |
False |
False |
21,602 |
| 80 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
109.8 |
1.1% |
75% |
False |
False |
16,236 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
108.4 |
1.1% |
75% |
False |
False |
12,996 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
109.1 |
1.1% |
75% |
False |
False |
10,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,711.8 |
|
2.618 |
10,413.1 |
|
1.618 |
10,230.1 |
|
1.000 |
10,117.0 |
|
0.618 |
10,047.1 |
|
HIGH |
9,934.0 |
|
0.618 |
9,864.1 |
|
0.500 |
9,842.5 |
|
0.382 |
9,820.9 |
|
LOW |
9,751.0 |
|
0.618 |
9,637.9 |
|
1.000 |
9,568.0 |
|
1.618 |
9,454.9 |
|
2.618 |
9,271.9 |
|
4.250 |
8,973.3 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,842.5 |
9,897.5 |
| PP |
9,822.7 |
9,859.3 |
| S1 |
9,802.8 |
9,821.2 |
|