| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,161.5 |
1,151.8 |
-9.7 |
-0.8% |
1,202.4 |
| High |
1,165.0 |
1,158.1 |
-6.9 |
-0.6% |
1,203.0 |
| Low |
1,143.3 |
1,142.9 |
-0.4 |
0.0% |
1,140.5 |
| Close |
1,151.8 |
1,147.2 |
-4.6 |
-0.4% |
1,155.7 |
| Range |
21.7 |
15.2 |
-6.5 |
-30.0% |
62.5 |
| ATR |
16.4 |
16.3 |
-0.1 |
-0.5% |
0.0 |
| Volume |
144,548 |
147,954 |
3,406 |
2.4% |
628,557 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,195.0 |
1,186.3 |
1,155.5 |
|
| R3 |
1,179.8 |
1,171.0 |
1,151.5 |
|
| R2 |
1,164.5 |
1,164.5 |
1,150.0 |
|
| R1 |
1,156.0 |
1,156.0 |
1,148.5 |
1,152.8 |
| PP |
1,149.5 |
1,149.5 |
1,149.5 |
1,147.8 |
| S1 |
1,140.8 |
1,140.8 |
1,145.8 |
1,137.5 |
| S2 |
1,134.3 |
1,134.3 |
1,144.5 |
|
| S3 |
1,119.0 |
1,125.5 |
1,143.0 |
|
| S4 |
1,103.8 |
1,110.3 |
1,138.8 |
|
|
| 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 |
1,171.3 |
1,140.5 |
30.8 |
2.7% |
19.5 |
1.7% |
22% |
False |
False |
129,629 |
| 10 |
1,204.9 |
1,140.5 |
64.4 |
5.6% |
17.0 |
1.5% |
10% |
False |
False |
115,754 |
| 20 |
1,210.7 |
1,140.5 |
70.2 |
6.1% |
16.5 |
1.4% |
10% |
False |
False |
115,889 |
| 40 |
1,210.7 |
1,087.6 |
123.1 |
10.7% |
15.0 |
1.3% |
48% |
False |
False |
73,095 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
11.0 |
0.9% |
51% |
False |
False |
48,748 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
8.8 |
0.8% |
51% |
False |
False |
36,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,222.8 |
|
2.618 |
1,198.0 |
|
1.618 |
1,182.8 |
|
1.000 |
1,173.3 |
|
0.618 |
1,167.5 |
|
HIGH |
1,158.0 |
|
0.618 |
1,152.3 |
|
0.500 |
1,150.5 |
|
0.382 |
1,148.8 |
|
LOW |
1,143.0 |
|
0.618 |
1,133.5 |
|
1.000 |
1,127.8 |
|
1.618 |
1,118.3 |
|
2.618 |
1,103.0 |
|
4.250 |
1,078.3 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,150.5 |
1,156.5 |
| PP |
1,149.5 |
1,153.5 |
| S1 |
1,148.3 |
1,150.3 |
|