| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,944 |
16,860 |
-84 |
-0.5% |
16,753 |
| High |
16,952 |
16,927 |
-25 |
-0.1% |
16,994 |
| Low |
16,796 |
16,838 |
42 |
0.3% |
16,717 |
| Close |
16,860 |
16,913 |
53 |
0.3% |
16,976 |
| Range |
156 |
89 |
-67 |
-42.9% |
277 |
| ATR |
107 |
106 |
-1 |
-1.2% |
0 |
| Volume |
148,160 |
115,989 |
-32,171 |
-21.7% |
375,312 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,160 |
17,125 |
16,962 |
|
| R3 |
17,071 |
17,036 |
16,938 |
|
| R2 |
16,982 |
16,982 |
16,929 |
|
| R1 |
16,947 |
16,947 |
16,921 |
16,965 |
| PP |
16,893 |
16,893 |
16,893 |
16,901 |
| S1 |
16,858 |
16,858 |
16,905 |
16,876 |
| S2 |
16,804 |
16,804 |
16,897 |
|
| S3 |
16,715 |
16,769 |
16,889 |
|
| S4 |
16,626 |
16,680 |
16,864 |
|
|
| 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 |
16,796 |
198 |
1.2% |
92 |
0.5% |
59% |
False |
False |
101,439 |
| 10 |
16,994 |
16,659 |
335 |
2.0% |
104 |
0.6% |
76% |
False |
False |
112,664 |
| 20 |
16,994 |
16,624 |
370 |
2.2% |
112 |
0.7% |
78% |
False |
False |
106,093 |
| 40 |
16,994 |
16,255 |
739 |
4.4% |
105 |
0.6% |
89% |
False |
False |
53,431 |
| 60 |
16,994 |
15,889 |
1,105 |
6.5% |
102 |
0.6% |
93% |
False |
False |
35,626 |
| 80 |
16,994 |
15,888 |
1,106 |
6.5% |
105 |
0.6% |
93% |
False |
False |
26,722 |
| 100 |
16,994 |
15,878 |
1,116 |
6.6% |
95 |
0.6% |
93% |
False |
False |
21,378 |
| 120 |
16,994 |
15,154 |
1,840 |
10.9% |
88 |
0.5% |
96% |
False |
False |
17,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,305 |
|
2.618 |
17,160 |
|
1.618 |
17,071 |
|
1.000 |
17,016 |
|
0.618 |
16,982 |
|
HIGH |
16,927 |
|
0.618 |
16,893 |
|
0.500 |
16,883 |
|
0.382 |
16,872 |
|
LOW |
16,838 |
|
0.618 |
16,783 |
|
1.000 |
16,749 |
|
1.618 |
16,694 |
|
2.618 |
16,605 |
|
4.250 |
16,460 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,903 |
16,904 |
| PP |
16,893 |
16,896 |
| S1 |
16,883 |
16,887 |
|