| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,154.1 |
1,148.5 |
-5.6 |
-0.5% |
1,145.2 |
| High |
1,161.6 |
1,149.6 |
-12.0 |
-1.0% |
1,161.6 |
| Low |
1,148.0 |
1,136.0 |
-12.0 |
-1.0% |
1,134.9 |
| Close |
1,149.7 |
1,140.6 |
-9.1 |
-0.8% |
1,140.6 |
| Range |
13.6 |
13.6 |
0.0 |
0.0% |
26.7 |
| ATR |
16.3 |
16.1 |
-0.2 |
-1.1% |
0.0 |
| Volume |
108,778 |
113,375 |
4,597 |
4.2% |
526,459 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,182.8 |
1,175.3 |
1,148.0 |
|
| R3 |
1,169.3 |
1,161.8 |
1,144.3 |
|
| R2 |
1,155.8 |
1,155.8 |
1,143.0 |
|
| R1 |
1,148.3 |
1,148.3 |
1,141.8 |
1,145.0 |
| PP |
1,142.0 |
1,142.0 |
1,142.0 |
1,140.5 |
| S1 |
1,134.5 |
1,134.5 |
1,139.3 |
1,131.5 |
| S2 |
1,128.5 |
1,128.5 |
1,138.0 |
|
| S3 |
1,114.8 |
1,121.0 |
1,136.8 |
|
| S4 |
1,101.3 |
1,107.3 |
1,133.0 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,225.8 |
1,210.0 |
1,155.3 |
|
| R3 |
1,199.0 |
1,183.3 |
1,148.0 |
|
| R2 |
1,172.5 |
1,172.5 |
1,145.5 |
|
| R1 |
1,156.5 |
1,156.5 |
1,143.0 |
1,151.0 |
| PP |
1,145.8 |
1,145.8 |
1,145.8 |
1,143.0 |
| S1 |
1,129.8 |
1,129.8 |
1,138.3 |
1,124.5 |
| S2 |
1,119.0 |
1,119.0 |
1,135.8 |
|
| S3 |
1,092.3 |
1,103.0 |
1,133.3 |
|
| S4 |
1,065.5 |
1,076.5 |
1,126.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,161.6 |
1,134.9 |
26.7 |
2.3% |
13.0 |
1.1% |
21% |
False |
False |
105,291 |
| 10 |
1,170.3 |
1,123.8 |
46.5 |
4.1% |
16.5 |
1.5% |
36% |
False |
False |
121,408 |
| 20 |
1,210.7 |
1,123.8 |
86.9 |
7.6% |
16.8 |
1.5% |
19% |
False |
False |
118,055 |
| 40 |
1,210.7 |
1,111.5 |
99.2 |
8.7% |
15.8 |
1.4% |
29% |
False |
False |
93,813 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.5% |
12.5 |
1.1% |
46% |
False |
False |
62,585 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.5% |
9.8 |
0.9% |
46% |
False |
False |
46,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,207.5 |
|
2.618 |
1,185.3 |
|
1.618 |
1,171.5 |
|
1.000 |
1,163.3 |
|
0.618 |
1,158.0 |
|
HIGH |
1,149.5 |
|
0.618 |
1,144.5 |
|
0.500 |
1,142.8 |
|
0.382 |
1,141.3 |
|
LOW |
1,136.0 |
|
0.618 |
1,127.5 |
|
1.000 |
1,122.5 |
|
1.618 |
1,114.0 |
|
2.618 |
1,100.5 |
|
4.250 |
1,078.3 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,142.8 |
1,148.8 |
| PP |
1,142.0 |
1,146.0 |
| S1 |
1,141.3 |
1,143.3 |
|