| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
9,794.5 |
9,825.5 |
31.0 |
0.3% |
9,848.0 |
| High |
9,834.5 |
9,826.0 |
-8.5 |
-0.1% |
10,044.0 |
| Low |
9,755.5 |
9,620.5 |
-135.0 |
-1.4% |
9,805.5 |
| Close |
9,816.5 |
9,667.5 |
-149.0 |
-1.5% |
10,036.0 |
| Range |
79.0 |
205.5 |
126.5 |
160.1% |
238.5 |
| ATR |
100.6 |
108.1 |
7.5 |
7.5% |
0.0 |
| Volume |
140,155 |
85,185 |
-54,970 |
-39.2% |
248,319 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,321.2 |
10,199.8 |
9,780.5 |
|
| R3 |
10,115.7 |
9,994.3 |
9,724.0 |
|
| R2 |
9,910.2 |
9,910.2 |
9,705.2 |
|
| R1 |
9,788.8 |
9,788.8 |
9,686.3 |
9,746.8 |
| PP |
9,704.7 |
9,704.7 |
9,704.7 |
9,683.6 |
| S1 |
9,583.3 |
9,583.3 |
9,648.7 |
9,541.3 |
| S2 |
9,499.2 |
9,499.2 |
9,629.8 |
|
| S3 |
9,293.7 |
9,377.8 |
9,611.0 |
|
| S4 |
9,088.2 |
9,172.3 |
9,554.5 |
|
|
| 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 |
9,620.5 |
423.5 |
4.4% |
143.3 |
1.5% |
11% |
False |
True |
89,427 |
| 10 |
10,044.0 |
9,620.5 |
423.5 |
4.4% |
116.8 |
1.2% |
11% |
False |
True |
81,695 |
| 20 |
10,056.0 |
9,620.5 |
435.5 |
4.5% |
100.3 |
1.0% |
11% |
False |
True |
74,202 |
| 40 |
10,056.0 |
9,556.0 |
500.0 |
5.2% |
92.0 |
1.0% |
22% |
False |
False |
37,886 |
| 60 |
10,056.0 |
9,113.5 |
942.5 |
9.7% |
104.0 |
1.1% |
59% |
False |
False |
25,341 |
| 80 |
10,056.0 |
9,097.0 |
959.0 |
9.9% |
107.8 |
1.1% |
59% |
False |
False |
19,050 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.4% |
109.1 |
1.1% |
65% |
False |
False |
15,249 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.4% |
110.8 |
1.1% |
65% |
False |
False |
12,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,699.4 |
|
2.618 |
10,364.0 |
|
1.618 |
10,158.5 |
|
1.000 |
10,031.5 |
|
0.618 |
9,953.0 |
|
HIGH |
9,826.0 |
|
0.618 |
9,747.5 |
|
0.500 |
9,723.3 |
|
0.382 |
9,699.0 |
|
LOW |
9,620.5 |
|
0.618 |
9,493.5 |
|
1.000 |
9,415.0 |
|
1.618 |
9,288.0 |
|
2.618 |
9,082.5 |
|
4.250 |
8,747.1 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,723.3 |
9,777.3 |
| PP |
9,704.7 |
9,740.7 |
| S1 |
9,686.1 |
9,704.1 |
|