| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,145.1 |
1,126.7 |
-18.4 |
-1.6% |
1,155.7 |
| High |
1,147.7 |
1,149.6 |
1.9 |
0.2% |
1,170.3 |
| Low |
1,123.8 |
1,124.0 |
0.2 |
0.0% |
1,123.8 |
| Close |
1,129.0 |
1,146.4 |
17.4 |
1.5% |
1,146.4 |
| Range |
23.9 |
25.6 |
1.7 |
7.1% |
46.5 |
| ATR |
16.9 |
17.5 |
0.6 |
3.7% |
0.0 |
| Volume |
173,795 |
129,986 |
-43,809 |
-25.2% |
687,624 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,216.8 |
1,207.3 |
1,160.5 |
|
| R3 |
1,191.3 |
1,181.5 |
1,153.5 |
|
| R2 |
1,165.5 |
1,165.5 |
1,151.0 |
|
| R1 |
1,156.0 |
1,156.0 |
1,148.8 |
1,160.8 |
| PP |
1,140.0 |
1,140.0 |
1,140.0 |
1,142.5 |
| S1 |
1,130.5 |
1,130.5 |
1,144.0 |
1,135.3 |
| S2 |
1,114.5 |
1,114.5 |
1,141.8 |
|
| S3 |
1,088.8 |
1,104.8 |
1,139.3 |
|
| S4 |
1,063.3 |
1,079.3 |
1,132.3 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.3 |
1,262.8 |
1,172.0 |
|
| R3 |
1,239.8 |
1,216.3 |
1,159.3 |
|
| R2 |
1,193.3 |
1,193.3 |
1,155.0 |
|
| R1 |
1,169.8 |
1,169.8 |
1,150.8 |
1,158.3 |
| PP |
1,146.8 |
1,146.8 |
1,146.8 |
1,141.0 |
| S1 |
1,123.3 |
1,123.3 |
1,142.3 |
1,111.8 |
| S2 |
1,100.3 |
1,100.3 |
1,138.0 |
|
| S3 |
1,053.8 |
1,076.8 |
1,133.5 |
|
| S4 |
1,007.3 |
1,030.3 |
1,120.8 |
|
|
| 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% |
20.3 |
1.8% |
49% |
False |
False |
137,524 |
| 10 |
1,203.0 |
1,123.8 |
79.2 |
6.9% |
20.0 |
1.7% |
29% |
False |
False |
131,618 |
| 20 |
1,210.7 |
1,123.8 |
86.9 |
7.6% |
17.5 |
1.5% |
26% |
False |
False |
117,757 |
| 40 |
1,210.7 |
1,099.1 |
111.6 |
9.7% |
15.8 |
1.4% |
42% |
False |
False |
80,683 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
11.5 |
1.0% |
51% |
False |
False |
53,811 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
9.0 |
0.8% |
51% |
False |
False |
40,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,258.5 |
|
2.618 |
1,216.5 |
|
1.618 |
1,191.0 |
|
1.000 |
1,175.3 |
|
0.618 |
1,165.5 |
|
HIGH |
1,149.5 |
|
0.618 |
1,139.8 |
|
0.500 |
1,136.8 |
|
0.382 |
1,133.8 |
|
LOW |
1,124.0 |
|
0.618 |
1,108.3 |
|
1.000 |
1,098.5 |
|
1.618 |
1,082.5 |
|
2.618 |
1,057.0 |
|
4.250 |
1,015.3 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,143.3 |
1,144.5 |
| PP |
1,140.0 |
1,142.8 |
| S1 |
1,136.8 |
1,141.0 |
|