| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,968 |
16,944 |
-24 |
-0.1% |
16,753 |
| High |
16,978 |
16,952 |
-26 |
-0.2% |
16,994 |
| Low |
16,908 |
16,796 |
-112 |
-0.7% |
16,717 |
| Close |
16,946 |
16,860 |
-86 |
-0.5% |
16,976 |
| Range |
70 |
156 |
86 |
122.9% |
277 |
| ATR |
103 |
107 |
4 |
3.6% |
0 |
| Volume |
96,811 |
148,160 |
51,349 |
53.0% |
375,312 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,337 |
17,255 |
16,946 |
|
| R3 |
17,181 |
17,099 |
16,903 |
|
| R2 |
17,025 |
17,025 |
16,889 |
|
| R1 |
16,943 |
16,943 |
16,874 |
16,906 |
| PP |
16,869 |
16,869 |
16,869 |
16,851 |
| S1 |
16,787 |
16,787 |
16,846 |
16,750 |
| S2 |
16,713 |
16,713 |
16,832 |
|
| S3 |
16,557 |
16,631 |
16,817 |
|
| S4 |
16,401 |
16,475 |
16,774 |
|
|
| 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 |
16,749 |
245 |
1.5% |
109 |
0.6% |
45% |
False |
False |
103,818 |
| 10 |
16,994 |
16,659 |
335 |
2.0% |
112 |
0.7% |
60% |
False |
False |
115,340 |
| 20 |
16,994 |
16,624 |
370 |
2.2% |
111 |
0.7% |
64% |
False |
False |
100,520 |
| 40 |
16,994 |
16,255 |
739 |
4.4% |
105 |
0.6% |
82% |
False |
False |
50,532 |
| 60 |
16,994 |
15,888 |
1,106 |
6.6% |
102 |
0.6% |
88% |
False |
False |
33,693 |
| 80 |
16,994 |
15,888 |
1,106 |
6.6% |
104 |
0.6% |
88% |
False |
False |
25,272 |
| 100 |
16,994 |
15,798 |
1,196 |
7.1% |
94 |
0.6% |
89% |
False |
False |
20,219 |
| 120 |
16,994 |
15,154 |
1,840 |
10.9% |
87 |
0.5% |
93% |
False |
False |
16,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,615 |
|
2.618 |
17,361 |
|
1.618 |
17,205 |
|
1.000 |
17,108 |
|
0.618 |
17,049 |
|
HIGH |
16,952 |
|
0.618 |
16,893 |
|
0.500 |
16,874 |
|
0.382 |
16,856 |
|
LOW |
16,796 |
|
0.618 |
16,700 |
|
1.000 |
16,640 |
|
1.618 |
16,544 |
|
2.618 |
16,388 |
|
4.250 |
16,133 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,874 |
16,895 |
| PP |
16,869 |
16,883 |
| S1 |
16,865 |
16,872 |
|