| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,151.8 |
1,145.1 |
-6.7 |
-0.6% |
1,202.4 |
| High |
1,158.1 |
1,147.7 |
-10.4 |
-0.9% |
1,203.0 |
| Low |
1,142.9 |
1,123.8 |
-19.1 |
-1.7% |
1,140.5 |
| Close |
1,147.2 |
1,129.0 |
-18.2 |
-1.6% |
1,155.7 |
| Range |
15.2 |
23.9 |
8.7 |
57.2% |
62.5 |
| ATR |
16.3 |
16.9 |
0.5 |
3.3% |
0.0 |
| Volume |
147,954 |
173,795 |
25,841 |
17.5% |
628,557 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,205.3 |
1,191.0 |
1,142.3 |
|
| R3 |
1,181.3 |
1,167.0 |
1,135.5 |
|
| R2 |
1,157.5 |
1,157.5 |
1,133.5 |
|
| R1 |
1,143.3 |
1,143.3 |
1,131.3 |
1,138.3 |
| PP |
1,133.5 |
1,133.5 |
1,133.5 |
1,131.0 |
| S1 |
1,119.3 |
1,119.3 |
1,126.8 |
1,114.5 |
| S2 |
1,109.5 |
1,109.5 |
1,124.5 |
|
| S3 |
1,085.8 |
1,095.5 |
1,122.5 |
|
| S4 |
1,061.8 |
1,071.5 |
1,115.8 |
|
|
| 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 |
1,170.3 |
1,123.8 |
46.5 |
4.1% |
18.3 |
1.6% |
11% |
False |
True |
130,977 |
| 10 |
1,204.6 |
1,123.8 |
80.8 |
7.2% |
18.5 |
1.6% |
6% |
False |
True |
123,992 |
| 20 |
1,210.7 |
1,123.8 |
86.9 |
7.7% |
16.8 |
1.5% |
6% |
False |
True |
117,232 |
| 40 |
1,210.7 |
1,088.1 |
122.6 |
10.9% |
15.5 |
1.4% |
33% |
False |
False |
77,438 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.6% |
11.3 |
1.0% |
37% |
False |
False |
51,644 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.6% |
8.8 |
0.8% |
37% |
False |
False |
38,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,249.3 |
|
2.618 |
1,210.3 |
|
1.618 |
1,186.3 |
|
1.000 |
1,171.5 |
|
0.618 |
1,162.5 |
|
HIGH |
1,147.8 |
|
0.618 |
1,138.5 |
|
0.500 |
1,135.8 |
|
0.382 |
1,133.0 |
|
LOW |
1,123.8 |
|
0.618 |
1,109.0 |
|
1.000 |
1,100.0 |
|
1.618 |
1,085.3 |
|
2.618 |
1,061.3 |
|
4.250 |
1,022.3 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,135.8 |
1,144.5 |
| PP |
1,133.5 |
1,139.3 |
| S1 |
1,131.3 |
1,134.3 |
|