| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
9,769.5 |
9,737.0 |
-32.5 |
-0.3% |
10,014.0 |
| High |
9,793.0 |
9,877.0 |
84.0 |
0.9% |
10,020.5 |
| Low |
9,690.0 |
9,735.0 |
45.0 |
0.5% |
9,620.5 |
| Close |
9,746.0 |
9,859.0 |
113.0 |
1.2% |
9,650.5 |
| Range |
103.0 |
142.0 |
39.0 |
37.9% |
400.0 |
| ATR |
109.0 |
111.4 |
2.4 |
2.2% |
0.0 |
| Volume |
88,453 |
123,687 |
35,234 |
39.8% |
489,296 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,249.7 |
10,196.3 |
9,937.1 |
|
| R3 |
10,107.7 |
10,054.3 |
9,898.1 |
|
| R2 |
9,965.7 |
9,965.7 |
9,885.0 |
|
| R1 |
9,912.3 |
9,912.3 |
9,872.0 |
9,939.0 |
| PP |
9,823.7 |
9,823.7 |
9,823.7 |
9,837.0 |
| S1 |
9,770.3 |
9,770.3 |
9,846.0 |
9,797.0 |
| S2 |
9,681.7 |
9,681.7 |
9,833.0 |
|
| S3 |
9,539.7 |
9,628.3 |
9,820.0 |
|
| S4 |
9,397.7 |
9,486.3 |
9,780.9 |
|
|
| 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 |
9,877.0 |
9,620.5 |
256.5 |
2.6% |
128.3 |
1.3% |
93% |
True |
False |
93,036 |
| 10 |
10,044.0 |
9,620.5 |
423.5 |
4.3% |
120.1 |
1.2% |
56% |
False |
False |
91,504 |
| 20 |
10,056.0 |
9,620.5 |
435.5 |
4.4% |
103.6 |
1.1% |
55% |
False |
False |
83,374 |
| 40 |
10,056.0 |
9,595.5 |
460.5 |
4.7% |
90.0 |
0.9% |
57% |
False |
False |
47,282 |
| 60 |
10,056.0 |
9,395.0 |
661.0 |
6.7% |
99.5 |
1.0% |
70% |
False |
False |
31,655 |
| 80 |
10,056.0 |
9,113.5 |
942.5 |
9.6% |
106.1 |
1.1% |
79% |
False |
False |
23,797 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
110.7 |
1.1% |
82% |
False |
False |
19,048 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.2% |
112.4 |
1.1% |
82% |
False |
False |
15,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,480.5 |
|
2.618 |
10,248.8 |
|
1.618 |
10,106.8 |
|
1.000 |
10,019.0 |
|
0.618 |
9,964.8 |
|
HIGH |
9,877.0 |
|
0.618 |
9,822.8 |
|
0.500 |
9,806.0 |
|
0.382 |
9,789.2 |
|
LOW |
9,735.0 |
|
0.618 |
9,647.2 |
|
1.000 |
9,593.0 |
|
1.618 |
9,505.2 |
|
2.618 |
9,363.2 |
|
4.250 |
9,131.5 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,841.3 |
9,833.8 |
| PP |
9,823.7 |
9,808.7 |
| S1 |
9,806.0 |
9,783.5 |
|