| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,895 |
16,968 |
73 |
0.4% |
16,753 |
| High |
16,994 |
16,978 |
-16 |
-0.1% |
16,994 |
| Low |
16,886 |
16,908 |
22 |
0.1% |
16,717 |
| Close |
16,976 |
16,946 |
-30 |
-0.2% |
16,976 |
| Range |
108 |
70 |
-38 |
-35.2% |
277 |
| ATR |
106 |
103 |
-3 |
-2.4% |
0 |
| Volume |
71,926 |
96,811 |
24,885 |
34.6% |
375,312 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,154 |
17,120 |
16,985 |
|
| R3 |
17,084 |
17,050 |
16,965 |
|
| R2 |
17,014 |
17,014 |
16,959 |
|
| R1 |
16,980 |
16,980 |
16,953 |
16,962 |
| PP |
16,944 |
16,944 |
16,944 |
16,935 |
| S1 |
16,910 |
16,910 |
16,940 |
16,892 |
| S2 |
16,874 |
16,874 |
16,933 |
|
| S3 |
16,804 |
16,840 |
16,927 |
|
| S4 |
16,734 |
16,770 |
16,908 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,727 |
17,628 |
17,128 |
|
| R3 |
17,450 |
17,351 |
17,052 |
|
| R2 |
17,173 |
17,173 |
17,027 |
|
| R1 |
17,074 |
17,074 |
17,002 |
17,124 |
| PP |
16,896 |
16,896 |
16,896 |
16,920 |
| S1 |
16,797 |
16,797 |
16,951 |
16,847 |
| S2 |
16,619 |
16,619 |
16,925 |
|
| S3 |
16,342 |
16,520 |
16,900 |
|
| S4 |
16,065 |
16,243 |
16,824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,994 |
16,717 |
277 |
1.6% |
91 |
0.5% |
83% |
False |
False |
94,424 |
| 10 |
16,994 |
16,659 |
335 |
2.0% |
107 |
0.6% |
86% |
False |
False |
110,086 |
| 20 |
16,994 |
16,624 |
370 |
2.2% |
106 |
0.6% |
87% |
False |
False |
93,203 |
| 40 |
16,994 |
16,255 |
739 |
4.4% |
103 |
0.6% |
94% |
False |
False |
46,829 |
| 60 |
16,994 |
15,888 |
1,106 |
6.5% |
104 |
0.6% |
96% |
False |
False |
31,224 |
| 80 |
16,994 |
15,888 |
1,106 |
6.5% |
106 |
0.6% |
96% |
False |
False |
23,420 |
| 100 |
16,994 |
15,798 |
1,196 |
7.1% |
93 |
0.5% |
96% |
False |
False |
18,737 |
| 120 |
16,994 |
15,154 |
1,840 |
10.9% |
86 |
0.5% |
97% |
False |
False |
15,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,276 |
|
2.618 |
17,161 |
|
1.618 |
17,091 |
|
1.000 |
17,048 |
|
0.618 |
17,021 |
|
HIGH |
16,978 |
|
0.618 |
16,951 |
|
0.500 |
16,943 |
|
0.382 |
16,935 |
|
LOW |
16,908 |
|
0.618 |
16,865 |
|
1.000 |
16,838 |
|
1.618 |
16,795 |
|
2.618 |
16,725 |
|
4.250 |
16,611 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,945 |
16,942 |
| PP |
16,944 |
16,938 |
| S1 |
16,943 |
16,934 |
|