| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
9,664.0 |
9,700.0 |
36.0 |
0.4% |
9,709.0 |
| High |
9,744.0 |
9,806.0 |
62.0 |
0.6% |
9,877.0 |
| Low |
9,648.5 |
9,696.0 |
47.5 |
0.5% |
9,653.0 |
| Close |
9,735.0 |
9,761.5 |
26.5 |
0.3% |
9,708.5 |
| Range |
95.5 |
110.0 |
14.5 |
15.2% |
224.0 |
| ATR |
116.5 |
116.1 |
-0.5 |
-0.4% |
0.0 |
| Volume |
75,421 |
92,144 |
16,723 |
22.2% |
511,942 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,084.5 |
10,033.0 |
9,822.0 |
|
| R3 |
9,974.5 |
9,923.0 |
9,791.8 |
|
| R2 |
9,864.5 |
9,864.5 |
9,781.7 |
|
| R1 |
9,813.0 |
9,813.0 |
9,771.6 |
9,838.8 |
| PP |
9,754.5 |
9,754.5 |
9,754.5 |
9,767.4 |
| S1 |
9,703.0 |
9,703.0 |
9,751.4 |
9,728.8 |
| S2 |
9,644.5 |
9,644.5 |
9,741.3 |
|
| S3 |
9,534.5 |
9,593.0 |
9,731.3 |
|
| S4 |
9,424.5 |
9,483.0 |
9,701.0 |
|
|
| 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 |
9,853.0 |
9,595.0 |
258.0 |
2.6% |
122.0 |
1.2% |
65% |
False |
False |
90,893 |
| 10 |
9,877.0 |
9,595.0 |
282.0 |
2.9% |
125.2 |
1.3% |
59% |
False |
False |
91,964 |
| 20 |
10,044.0 |
9,595.0 |
449.0 |
4.6% |
114.7 |
1.2% |
37% |
False |
False |
87,368 |
| 40 |
10,056.0 |
9,595.0 |
461.0 |
4.7% |
94.6 |
1.0% |
36% |
False |
False |
58,594 |
| 60 |
10,056.0 |
9,426.5 |
629.5 |
6.4% |
97.5 |
1.0% |
53% |
False |
False |
39,216 |
| 80 |
10,056.0 |
9,113.5 |
942.5 |
9.7% |
106.0 |
1.1% |
69% |
False |
False |
29,462 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
112.2 |
1.1% |
73% |
False |
False |
23,591 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.3% |
110.5 |
1.1% |
73% |
False |
False |
19,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,273.5 |
|
2.618 |
10,094.0 |
|
1.618 |
9,984.0 |
|
1.000 |
9,916.0 |
|
0.618 |
9,874.0 |
|
HIGH |
9,806.0 |
|
0.618 |
9,764.0 |
|
0.500 |
9,751.0 |
|
0.382 |
9,738.0 |
|
LOW |
9,696.0 |
|
0.618 |
9,628.0 |
|
1.000 |
9,586.0 |
|
1.618 |
9,518.0 |
|
2.618 |
9,408.0 |
|
4.250 |
9,228.5 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,758.0 |
9,741.2 |
| PP |
9,754.5 |
9,720.8 |
| S1 |
9,751.0 |
9,700.5 |
|