| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,155.7 |
1,161.5 |
5.8 |
0.5% |
1,202.4 |
| High |
1,170.3 |
1,165.0 |
-5.3 |
-0.5% |
1,203.0 |
| Low |
1,155.6 |
1,143.3 |
-12.3 |
-1.1% |
1,140.5 |
| Close |
1,161.6 |
1,151.8 |
-9.8 |
-0.8% |
1,155.7 |
| Range |
14.7 |
21.7 |
7.0 |
47.6% |
62.5 |
| ATR |
16.0 |
16.4 |
0.4 |
2.6% |
0.0 |
| Volume |
91,341 |
144,548 |
53,207 |
58.3% |
628,557 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,218.5 |
1,206.8 |
1,163.8 |
|
| R3 |
1,196.8 |
1,185.3 |
1,157.8 |
|
| R2 |
1,175.0 |
1,175.0 |
1,155.8 |
|
| R1 |
1,163.5 |
1,163.5 |
1,153.8 |
1,158.5 |
| PP |
1,153.3 |
1,153.3 |
1,153.3 |
1,150.8 |
| S1 |
1,141.8 |
1,141.8 |
1,149.8 |
1,136.8 |
| S2 |
1,131.8 |
1,131.8 |
1,147.8 |
|
| S3 |
1,110.0 |
1,120.0 |
1,145.8 |
|
| S4 |
1,088.3 |
1,098.3 |
1,139.8 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,354.0 |
1,317.3 |
1,190.0 |
|
| R3 |
1,291.5 |
1,254.8 |
1,173.0 |
|
| R2 |
1,229.0 |
1,229.0 |
1,167.3 |
|
| R1 |
1,192.3 |
1,192.3 |
1,161.5 |
1,179.3 |
| PP |
1,166.5 |
1,166.5 |
1,166.5 |
1,160.0 |
| S1 |
1,129.8 |
1,129.8 |
1,150.0 |
1,116.8 |
| S2 |
1,104.0 |
1,104.0 |
1,144.3 |
|
| S3 |
1,041.5 |
1,067.3 |
1,138.5 |
|
| S4 |
979.0 |
1,004.8 |
1,121.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,176.0 |
1,140.5 |
35.5 |
3.1% |
18.5 |
1.6% |
32% |
False |
False |
121,753 |
| 10 |
1,210.7 |
1,140.5 |
70.2 |
6.1% |
17.8 |
1.5% |
16% |
False |
False |
116,401 |
| 20 |
1,210.7 |
1,140.5 |
70.2 |
6.1% |
16.5 |
1.4% |
16% |
False |
False |
117,555 |
| 40 |
1,210.7 |
1,087.6 |
123.1 |
10.7% |
15.0 |
1.3% |
52% |
False |
False |
69,422 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
10.5 |
0.9% |
55% |
False |
False |
46,282 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.3% |
8.5 |
0.7% |
55% |
False |
False |
34,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,257.3 |
|
2.618 |
1,221.8 |
|
1.618 |
1,200.0 |
|
1.000 |
1,186.8 |
|
0.618 |
1,178.5 |
|
HIGH |
1,165.0 |
|
0.618 |
1,156.8 |
|
0.500 |
1,154.3 |
|
0.382 |
1,151.5 |
|
LOW |
1,143.3 |
|
0.618 |
1,130.0 |
|
1.000 |
1,121.5 |
|
1.618 |
1,108.3 |
|
2.618 |
1,086.5 |
|
4.250 |
1,051.0 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,154.3 |
1,156.8 |
| PP |
1,153.3 |
1,155.3 |
| S1 |
1,152.5 |
1,153.5 |
|