| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
9,729.0 |
9,664.0 |
-65.0 |
-0.7% |
9,709.0 |
| High |
9,734.0 |
9,744.0 |
10.0 |
0.1% |
9,877.0 |
| Low |
9,595.0 |
9,648.5 |
53.5 |
0.6% |
9,653.0 |
| Close |
9,625.0 |
9,735.0 |
110.0 |
1.1% |
9,708.5 |
| Range |
139.0 |
95.5 |
-43.5 |
-31.3% |
224.0 |
| ATR |
116.3 |
116.5 |
0.2 |
0.2% |
0.0 |
| Volume |
86,684 |
75,421 |
-11,263 |
-13.0% |
511,942 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,995.7 |
9,960.8 |
9,787.5 |
|
| R3 |
9,900.2 |
9,865.3 |
9,761.3 |
|
| R2 |
9,804.7 |
9,804.7 |
9,752.5 |
|
| R1 |
9,769.8 |
9,769.8 |
9,743.8 |
9,787.3 |
| PP |
9,709.2 |
9,709.2 |
9,709.2 |
9,717.9 |
| S1 |
9,674.3 |
9,674.3 |
9,726.2 |
9,691.8 |
| S2 |
9,613.7 |
9,613.7 |
9,717.5 |
|
| S3 |
9,518.2 |
9,578.8 |
9,708.7 |
|
| S4 |
9,422.7 |
9,483.3 |
9,682.5 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,418.2 |
10,287.3 |
9,831.7 |
|
| R3 |
10,194.2 |
10,063.3 |
9,770.1 |
|
| R2 |
9,970.2 |
9,970.2 |
9,749.6 |
|
| R1 |
9,839.3 |
9,839.3 |
9,729.0 |
9,792.8 |
| PP |
9,746.2 |
9,746.2 |
9,746.2 |
9,722.9 |
| S1 |
9,615.3 |
9,615.3 |
9,688.0 |
9,568.8 |
| S2 |
9,522.2 |
9,522.2 |
9,667.4 |
|
| S3 |
9,298.2 |
9,391.3 |
9,646.9 |
|
| S4 |
9,074.2 |
9,167.3 |
9,585.3 |
|
|
| 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 |
9,595.0 |
282.0 |
2.9% |
128.4 |
1.3% |
50% |
False |
False |
97,201 |
| 10 |
9,877.0 |
9,595.0 |
282.0 |
2.9% |
122.1 |
1.3% |
50% |
False |
False |
96,766 |
| 20 |
10,044.0 |
9,595.0 |
449.0 |
4.6% |
112.1 |
1.2% |
31% |
False |
False |
87,312 |
| 40 |
10,056.0 |
9,595.0 |
461.0 |
4.7% |
93.8 |
1.0% |
30% |
False |
False |
56,303 |
| 60 |
10,056.0 |
9,397.5 |
658.5 |
6.8% |
97.7 |
1.0% |
51% |
False |
False |
37,683 |
| 80 |
10,056.0 |
9,113.5 |
942.5 |
9.7% |
105.4 |
1.1% |
66% |
False |
False |
28,317 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
112.4 |
1.2% |
71% |
False |
False |
22,670 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
110.8 |
1.1% |
71% |
False |
False |
18,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,149.9 |
|
2.618 |
9,994.0 |
|
1.618 |
9,898.5 |
|
1.000 |
9,839.5 |
|
0.618 |
9,803.0 |
|
HIGH |
9,744.0 |
|
0.618 |
9,707.5 |
|
0.500 |
9,696.3 |
|
0.382 |
9,685.0 |
|
LOW |
9,648.5 |
|
0.618 |
9,589.5 |
|
1.000 |
9,553.0 |
|
1.618 |
9,494.0 |
|
2.618 |
9,398.5 |
|
4.250 |
9,242.6 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,722.1 |
9,714.4 |
| PP |
9,709.2 |
9,693.8 |
| S1 |
9,696.3 |
9,673.3 |
|