| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
9,622.0 |
9,645.0 |
23.0 |
0.2% |
9,729.0 |
| High |
9,697.0 |
9,710.0 |
13.0 |
0.1% |
9,819.0 |
| Low |
9,575.5 |
9,574.5 |
-1.0 |
0.0% |
9,595.0 |
| Close |
9,656.5 |
9,598.5 |
-58.0 |
-0.6% |
9,639.0 |
| Range |
121.5 |
135.5 |
14.0 |
11.5% |
224.0 |
| ATR |
123.9 |
124.7 |
0.8 |
0.7% |
0.0 |
| Volume |
104,259 |
162,555 |
58,296 |
55.9% |
453,187 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,034.2 |
9,951.8 |
9,673.0 |
|
| R3 |
9,898.7 |
9,816.3 |
9,635.8 |
|
| R2 |
9,763.2 |
9,763.2 |
9,623.3 |
|
| R1 |
9,680.8 |
9,680.8 |
9,610.9 |
9,654.3 |
| PP |
9,627.7 |
9,627.7 |
9,627.7 |
9,614.4 |
| S1 |
9,545.3 |
9,545.3 |
9,586.1 |
9,518.8 |
| S2 |
9,492.2 |
9,492.2 |
9,573.7 |
|
| S3 |
9,356.7 |
9,409.8 |
9,561.2 |
|
| S4 |
9,221.2 |
9,274.3 |
9,524.0 |
|
|
| 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 |
9,529.0 |
290.0 |
3.0% |
145.0 |
1.5% |
24% |
False |
False |
112,307 |
| 10 |
9,853.0 |
9,529.0 |
324.0 |
3.4% |
133.5 |
1.4% |
21% |
False |
False |
101,600 |
| 20 |
10,044.0 |
9,529.0 |
515.0 |
5.4% |
126.8 |
1.3% |
13% |
False |
False |
96,552 |
| 40 |
10,056.0 |
9,529.0 |
527.0 |
5.5% |
105.3 |
1.1% |
13% |
False |
False |
72,574 |
| 60 |
10,056.0 |
9,426.5 |
629.5 |
6.6% |
100.3 |
1.0% |
27% |
False |
False |
48,561 |
| 80 |
10,056.0 |
9,113.5 |
942.5 |
9.8% |
110.4 |
1.1% |
51% |
False |
False |
36,477 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
11.5% |
113.4 |
1.2% |
59% |
False |
False |
29,205 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
11.5% |
111.0 |
1.2% |
59% |
False |
False |
24,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,285.9 |
|
2.618 |
10,064.7 |
|
1.618 |
9,929.2 |
|
1.000 |
9,845.5 |
|
0.618 |
9,793.7 |
|
HIGH |
9,710.0 |
|
0.618 |
9,658.2 |
|
0.500 |
9,642.3 |
|
0.382 |
9,626.3 |
|
LOW |
9,574.5 |
|
0.618 |
9,490.8 |
|
1.000 |
9,439.0 |
|
1.618 |
9,355.3 |
|
2.618 |
9,219.8 |
|
4.250 |
8,998.6 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,642.3 |
9,619.5 |
| PP |
9,627.7 |
9,612.5 |
| S1 |
9,613.1 |
9,605.5 |
|