| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,145.2 |
1,141.4 |
-3.8 |
-0.3% |
1,155.7 |
| High |
1,145.8 |
1,157.5 |
11.7 |
1.0% |
1,170.3 |
| Low |
1,134.9 |
1,141.4 |
6.5 |
0.6% |
1,123.8 |
| Close |
1,142.2 |
1,150.0 |
7.8 |
0.7% |
1,146.4 |
| Range |
10.9 |
16.1 |
5.2 |
47.7% |
46.5 |
| ATR |
17.1 |
17.0 |
-0.1 |
-0.4% |
0.0 |
| Volume |
111,701 |
101,191 |
-10,510 |
-9.4% |
687,624 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.0 |
1,190.0 |
1,158.8 |
|
| R3 |
1,181.8 |
1,174.0 |
1,154.5 |
|
| R2 |
1,165.8 |
1,165.8 |
1,153.0 |
|
| R1 |
1,157.8 |
1,157.8 |
1,151.5 |
1,161.8 |
| PP |
1,149.8 |
1,149.8 |
1,149.8 |
1,151.5 |
| S1 |
1,141.8 |
1,141.8 |
1,148.5 |
1,145.8 |
| S2 |
1,133.5 |
1,133.5 |
1,147.0 |
|
| S3 |
1,117.5 |
1,125.8 |
1,145.5 |
|
| S4 |
1,101.3 |
1,109.5 |
1,141.3 |
|
|
| 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 |
1,158.1 |
1,123.8 |
34.3 |
3.0% |
18.3 |
1.6% |
76% |
False |
False |
132,925 |
| 10 |
1,176.0 |
1,123.8 |
52.2 |
4.5% |
18.5 |
1.6% |
50% |
False |
False |
127,339 |
| 20 |
1,210.7 |
1,123.8 |
86.9 |
7.6% |
17.8 |
1.5% |
30% |
False |
False |
120,186 |
| 40 |
1,210.7 |
1,111.5 |
99.2 |
8.6% |
15.8 |
1.4% |
39% |
False |
False |
85,981 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
12.0 |
1.0% |
54% |
False |
False |
57,359 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
9.3 |
0.8% |
54% |
False |
False |
43,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,226.0 |
|
2.618 |
1,199.8 |
|
1.618 |
1,183.5 |
|
1.000 |
1,173.5 |
|
0.618 |
1,167.5 |
|
HIGH |
1,157.5 |
|
0.618 |
1,151.3 |
|
0.500 |
1,149.5 |
|
0.382 |
1,147.5 |
|
LOW |
1,141.5 |
|
0.618 |
1,131.5 |
|
1.000 |
1,125.3 |
|
1.618 |
1,115.3 |
|
2.618 |
1,099.3 |
|
4.250 |
1,073.0 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,149.8 |
1,147.0 |
| PP |
1,149.8 |
1,143.8 |
| S1 |
1,149.5 |
1,140.8 |
|