| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
9,755.0 |
9,780.0 |
25.0 |
0.3% |
9,729.0 |
| High |
9,819.0 |
9,798.0 |
-21.0 |
-0.2% |
9,819.0 |
| Low |
9,675.5 |
9,622.0 |
-53.5 |
-0.6% |
9,595.0 |
| Close |
9,796.5 |
9,639.0 |
-157.5 |
-1.6% |
9,639.0 |
| Range |
143.5 |
176.0 |
32.5 |
22.6% |
224.0 |
| ATR |
118.0 |
122.2 |
4.1 |
3.5% |
0.0 |
| Volume |
99,469 |
99,469 |
0 |
0.0% |
453,187 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,214.3 |
10,102.7 |
9,735.8 |
|
| R3 |
10,038.3 |
9,926.7 |
9,687.4 |
|
| R2 |
9,862.3 |
9,862.3 |
9,671.3 |
|
| R1 |
9,750.7 |
9,750.7 |
9,655.1 |
9,718.5 |
| PP |
9,686.3 |
9,686.3 |
9,686.3 |
9,670.3 |
| S1 |
9,574.7 |
9,574.7 |
9,622.9 |
9,542.5 |
| S2 |
9,510.3 |
9,510.3 |
9,606.7 |
|
| S3 |
9,334.3 |
9,398.7 |
9,590.6 |
|
| S4 |
9,158.3 |
9,222.7 |
9,542.2 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,356.3 |
10,221.7 |
9,762.2 |
|
| R3 |
10,132.3 |
9,997.7 |
9,700.6 |
|
| R2 |
9,908.3 |
9,908.3 |
9,680.1 |
|
| R1 |
9,773.7 |
9,773.7 |
9,659.5 |
9,729.0 |
| PP |
9,684.3 |
9,684.3 |
9,684.3 |
9,662.0 |
| S1 |
9,549.7 |
9,549.7 |
9,618.5 |
9,505.0 |
| S2 |
9,460.3 |
9,460.3 |
9,597.9 |
|
| S3 |
9,236.3 |
9,325.7 |
9,577.4 |
|
| S4 |
9,012.3 |
9,101.7 |
9,515.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,819.0 |
9,595.0 |
224.0 |
2.3% |
132.8 |
1.4% |
20% |
False |
False |
90,637 |
| 10 |
9,877.0 |
9,595.0 |
282.0 |
2.9% |
128.0 |
1.3% |
16% |
False |
False |
96,512 |
| 20 |
10,044.0 |
9,595.0 |
449.0 |
4.7% |
118.8 |
1.2% |
10% |
False |
False |
89,400 |
| 40 |
10,056.0 |
9,595.0 |
461.0 |
4.8% |
100.0 |
1.0% |
10% |
False |
False |
63,555 |
| 60 |
10,056.0 |
9,426.5 |
629.5 |
6.5% |
99.7 |
1.0% |
34% |
False |
False |
42,524 |
| 80 |
10,056.0 |
9,113.5 |
942.5 |
9.8% |
107.5 |
1.1% |
56% |
False |
False |
31,946 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.4% |
111.9 |
1.2% |
62% |
False |
False |
25,579 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.4% |
109.8 |
1.1% |
62% |
False |
False |
21,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,546.0 |
|
2.618 |
10,258.8 |
|
1.618 |
10,082.8 |
|
1.000 |
9,974.0 |
|
0.618 |
9,906.8 |
|
HIGH |
9,798.0 |
|
0.618 |
9,730.8 |
|
0.500 |
9,710.0 |
|
0.382 |
9,689.2 |
|
LOW |
9,622.0 |
|
0.618 |
9,513.2 |
|
1.000 |
9,446.0 |
|
1.618 |
9,337.2 |
|
2.618 |
9,161.2 |
|
4.250 |
8,874.0 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,710.0 |
9,720.5 |
| PP |
9,686.3 |
9,693.3 |
| S1 |
9,662.7 |
9,666.2 |
|