| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
9,737.0 |
9,839.0 |
102.0 |
1.0% |
10,014.0 |
| High |
9,877.0 |
9,853.0 |
-24.0 |
-0.2% |
10,020.5 |
| Low |
9,735.0 |
9,686.0 |
-49.0 |
-0.5% |
9,620.5 |
| Close |
9,859.0 |
9,752.0 |
-107.0 |
-1.1% |
9,650.5 |
| Range |
142.0 |
167.0 |
25.0 |
17.6% |
400.0 |
| ATR |
111.4 |
115.8 |
4.4 |
4.0% |
0.0 |
| Volume |
123,687 |
100,662 |
-23,025 |
-18.6% |
489,296 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,264.7 |
10,175.3 |
9,843.9 |
|
| R3 |
10,097.7 |
10,008.3 |
9,797.9 |
|
| R2 |
9,930.7 |
9,930.7 |
9,782.6 |
|
| R1 |
9,841.3 |
9,841.3 |
9,767.3 |
9,802.5 |
| PP |
9,763.7 |
9,763.7 |
9,763.7 |
9,744.3 |
| S1 |
9,674.3 |
9,674.3 |
9,736.7 |
9,635.5 |
| S2 |
9,596.7 |
9,596.7 |
9,721.4 |
|
| S3 |
9,429.7 |
9,507.3 |
9,706.1 |
|
| S4 |
9,262.7 |
9,340.3 |
9,660.2 |
|
|
| 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 |
9,626.0 |
251.0 |
2.6% |
120.6 |
1.2% |
50% |
False |
False |
96,132 |
| 10 |
10,044.0 |
9,620.5 |
423.5 |
4.3% |
132.0 |
1.4% |
31% |
False |
False |
92,780 |
| 20 |
10,056.0 |
9,620.5 |
435.5 |
4.5% |
107.7 |
1.1% |
30% |
False |
False |
85,934 |
| 40 |
10,056.0 |
9,620.5 |
435.5 |
4.5% |
91.1 |
0.9% |
30% |
False |
False |
49,777 |
| 60 |
10,056.0 |
9,395.0 |
661.0 |
6.8% |
99.4 |
1.0% |
54% |
False |
False |
33,330 |
| 80 |
10,056.0 |
9,113.5 |
942.5 |
9.7% |
107.1 |
1.1% |
68% |
False |
False |
25,054 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
111.7 |
1.1% |
72% |
False |
False |
20,054 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
111.7 |
1.1% |
72% |
False |
False |
16,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,562.8 |
|
2.618 |
10,290.2 |
|
1.618 |
10,123.2 |
|
1.000 |
10,020.0 |
|
0.618 |
9,956.2 |
|
HIGH |
9,853.0 |
|
0.618 |
9,789.2 |
|
0.500 |
9,769.5 |
|
0.382 |
9,749.8 |
|
LOW |
9,686.0 |
|
0.618 |
9,582.8 |
|
1.000 |
9,519.0 |
|
1.618 |
9,415.8 |
|
2.618 |
9,248.8 |
|
4.250 |
8,976.3 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,769.5 |
9,781.5 |
| PP |
9,763.7 |
9,771.7 |
| S1 |
9,757.8 |
9,761.8 |
|