| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,139.9 |
1,143.2 |
3.3 |
0.3% |
1,145.2 |
| High |
1,149.2 |
1,143.5 |
-5.7 |
-0.5% |
1,161.6 |
| Low |
1,138.0 |
1,114.8 |
-23.2 |
-2.0% |
1,134.9 |
| Close |
1,143.7 |
1,116.7 |
-27.0 |
-2.4% |
1,140.6 |
| Range |
11.2 |
28.7 |
17.5 |
156.3% |
26.7 |
| ATR |
15.9 |
16.8 |
0.9 |
5.8% |
0.0 |
| Volume |
116,782 |
188,775 |
71,993 |
61.6% |
526,459 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,211.0 |
1,192.5 |
1,132.5 |
|
| R3 |
1,182.5 |
1,164.0 |
1,124.5 |
|
| R2 |
1,153.8 |
1,153.8 |
1,122.0 |
|
| R1 |
1,135.3 |
1,135.3 |
1,119.3 |
1,130.0 |
| PP |
1,125.0 |
1,125.0 |
1,125.0 |
1,122.5 |
| S1 |
1,106.5 |
1,106.5 |
1,114.0 |
1,101.5 |
| S2 |
1,096.3 |
1,096.3 |
1,111.5 |
|
| S3 |
1,067.5 |
1,077.8 |
1,108.8 |
|
| S4 |
1,039.0 |
1,049.0 |
1,101.0 |
|
|
| 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 |
1,149.6 |
1,114.8 |
34.8 |
3.1% |
17.5 |
1.6% |
5% |
False |
True |
125,218 |
| 10 |
1,161.6 |
1,114.8 |
46.8 |
4.2% |
16.5 |
1.5% |
4% |
False |
True |
116,916 |
| 20 |
1,204.6 |
1,114.8 |
89.8 |
8.0% |
17.5 |
1.6% |
2% |
False |
True |
120,454 |
| 40 |
1,210.7 |
1,114.8 |
95.9 |
8.6% |
16.5 |
1.5% |
2% |
False |
True |
106,596 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.7% |
13.8 |
1.2% |
28% |
False |
False |
71,130 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.7% |
10.5 |
0.9% |
28% |
False |
False |
53,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,265.5 |
|
2.618 |
1,218.8 |
|
1.618 |
1,190.0 |
|
1.000 |
1,172.3 |
|
0.618 |
1,161.3 |
|
HIGH |
1,143.5 |
|
0.618 |
1,132.5 |
|
0.500 |
1,129.3 |
|
0.382 |
1,125.8 |
|
LOW |
1,114.8 |
|
0.618 |
1,097.0 |
|
1.000 |
1,086.0 |
|
1.618 |
1,068.3 |
|
2.618 |
1,039.8 |
|
4.250 |
992.8 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,129.3 |
1,132.0 |
| PP |
1,125.0 |
1,127.0 |
| S1 |
1,120.8 |
1,121.8 |
|