| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
9,690.0 |
9,709.0 |
19.0 |
0.2% |
10,014.0 |
| High |
9,712.0 |
9,799.0 |
87.0 |
0.9% |
10,020.5 |
| Low |
9,626.0 |
9,694.0 |
68.0 |
0.7% |
9,620.5 |
| Close |
9,650.5 |
9,791.0 |
140.5 |
1.5% |
9,650.5 |
| Range |
86.0 |
105.0 |
19.0 |
22.1% |
400.0 |
| ATR |
106.5 |
109.5 |
3.0 |
2.8% |
0.0 |
| Volume |
68,273 |
99,586 |
31,313 |
45.9% |
489,296 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,076.3 |
10,038.7 |
9,848.8 |
|
| R3 |
9,971.3 |
9,933.7 |
9,819.9 |
|
| R2 |
9,866.3 |
9,866.3 |
9,810.3 |
|
| R1 |
9,828.7 |
9,828.7 |
9,800.6 |
9,847.5 |
| PP |
9,761.3 |
9,761.3 |
9,761.3 |
9,770.8 |
| S1 |
9,723.7 |
9,723.7 |
9,781.4 |
9,742.5 |
| S2 |
9,656.3 |
9,656.3 |
9,771.8 |
|
| S3 |
9,551.3 |
9,618.7 |
9,762.1 |
|
| S4 |
9,446.3 |
9,513.7 |
9,733.3 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,963.8 |
10,707.2 |
9,870.5 |
|
| R3 |
10,563.8 |
10,307.2 |
9,760.5 |
|
| R2 |
10,163.8 |
10,163.8 |
9,723.8 |
|
| R1 |
9,907.2 |
9,907.2 |
9,687.2 |
9,835.5 |
| PP |
9,763.8 |
9,763.8 |
9,763.8 |
9,728.0 |
| S1 |
9,507.2 |
9,507.2 |
9,613.8 |
9,435.5 |
| S2 |
9,363.8 |
9,363.8 |
9,577.2 |
|
| S3 |
8,963.8 |
9,107.2 |
9,540.5 |
|
| S4 |
8,563.8 |
8,707.2 |
9,430.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,934.0 |
9,620.5 |
313.5 |
3.2% |
131.7 |
1.3% |
54% |
False |
False |
95,249 |
| 10 |
10,044.0 |
9,620.5 |
423.5 |
4.3% |
114.3 |
1.2% |
40% |
False |
False |
83,720 |
| 20 |
10,056.0 |
9,620.5 |
435.5 |
4.4% |
100.2 |
1.0% |
39% |
False |
False |
80,314 |
| 40 |
10,056.0 |
9,556.0 |
500.0 |
5.1% |
89.7 |
0.9% |
47% |
False |
False |
42,032 |
| 60 |
10,056.0 |
9,250.0 |
806.0 |
8.2% |
100.5 |
1.0% |
67% |
False |
False |
28,125 |
| 80 |
10,056.0 |
9,113.5 |
942.5 |
9.6% |
106.1 |
1.1% |
72% |
False |
False |
21,147 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
110.1 |
1.1% |
76% |
False |
False |
16,927 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
111.7 |
1.1% |
76% |
False |
False |
14,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,245.3 |
|
2.618 |
10,073.9 |
|
1.618 |
9,968.9 |
|
1.000 |
9,904.0 |
|
0.618 |
9,863.9 |
|
HIGH |
9,799.0 |
|
0.618 |
9,758.9 |
|
0.500 |
9,746.5 |
|
0.382 |
9,734.1 |
|
LOW |
9,694.0 |
|
0.618 |
9,629.1 |
|
1.000 |
9,589.0 |
|
1.618 |
9,524.1 |
|
2.618 |
9,419.1 |
|
4.250 |
9,247.8 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,776.2 |
9,768.4 |
| PP |
9,761.3 |
9,745.8 |
| S1 |
9,746.5 |
9,723.3 |
|