| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,148.5 |
1,141.1 |
-7.4 |
-0.6% |
1,145.2 |
| High |
1,149.6 |
1,144.9 |
-4.7 |
-0.4% |
1,161.6 |
| Low |
1,136.0 |
1,127.1 |
-8.9 |
-0.8% |
1,134.9 |
| Close |
1,140.6 |
1,135.6 |
-5.0 |
-0.4% |
1,140.6 |
| Range |
13.6 |
17.8 |
4.2 |
30.9% |
26.7 |
| ATR |
16.1 |
16.3 |
0.1 |
0.7% |
0.0 |
| Volume |
113,375 |
102,364 |
-11,011 |
-9.7% |
526,459 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,189.3 |
1,180.3 |
1,145.5 |
|
| R3 |
1,171.5 |
1,162.5 |
1,140.5 |
|
| R2 |
1,153.8 |
1,153.8 |
1,138.8 |
|
| R1 |
1,144.8 |
1,144.8 |
1,137.3 |
1,140.3 |
| PP |
1,135.8 |
1,135.8 |
1,135.8 |
1,133.8 |
| S1 |
1,126.8 |
1,126.8 |
1,134.0 |
1,122.5 |
| S2 |
1,118.0 |
1,118.0 |
1,132.3 |
|
| S3 |
1,100.3 |
1,109.0 |
1,130.8 |
|
| S4 |
1,082.5 |
1,091.3 |
1,125.8 |
|
|
| 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 |
1,127.1 |
34.5 |
3.0% |
14.3 |
1.3% |
25% |
False |
True |
103,424 |
| 10 |
1,165.0 |
1,123.8 |
41.2 |
3.6% |
17.0 |
1.5% |
29% |
False |
False |
122,510 |
| 20 |
1,210.7 |
1,123.8 |
86.9 |
7.7% |
17.0 |
1.5% |
14% |
False |
False |
117,229 |
| 40 |
1,210.7 |
1,111.5 |
99.2 |
8.7% |
16.0 |
1.4% |
24% |
False |
False |
96,370 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.5% |
12.8 |
1.1% |
43% |
False |
False |
64,291 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.5% |
10.0 |
0.9% |
43% |
False |
False |
48,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,220.5 |
|
2.618 |
1,191.5 |
|
1.618 |
1,173.8 |
|
1.000 |
1,162.8 |
|
0.618 |
1,156.0 |
|
HIGH |
1,145.0 |
|
0.618 |
1,138.0 |
|
0.500 |
1,136.0 |
|
0.382 |
1,134.0 |
|
LOW |
1,127.0 |
|
0.618 |
1,116.0 |
|
1.000 |
1,109.3 |
|
1.618 |
1,098.3 |
|
2.618 |
1,080.5 |
|
4.250 |
1,051.5 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.0 |
1,144.3 |
| PP |
1,135.8 |
1,141.5 |
| S1 |
1,135.8 |
1,138.5 |
|