| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,914 |
16,836 |
-78 |
-0.5% |
16,968 |
| High |
16,920 |
16,893 |
-27 |
-0.2% |
16,978 |
| Low |
16,722 |
16,786 |
64 |
0.4% |
16,722 |
| Close |
16,842 |
16,881 |
39 |
0.2% |
16,881 |
| Range |
198 |
107 |
-91 |
-46.0% |
256 |
| ATR |
112 |
112 |
0 |
-0.3% |
0 |
| Volume |
171,720 |
104,397 |
-67,323 |
-39.2% |
637,077 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,174 |
17,135 |
16,940 |
|
| R3 |
17,067 |
17,028 |
16,911 |
|
| R2 |
16,960 |
16,960 |
16,901 |
|
| R1 |
16,921 |
16,921 |
16,891 |
16,941 |
| PP |
16,853 |
16,853 |
16,853 |
16,863 |
| S1 |
16,814 |
16,814 |
16,871 |
16,834 |
| S2 |
16,746 |
16,746 |
16,862 |
|
| S3 |
16,639 |
16,707 |
16,852 |
|
| S4 |
16,532 |
16,600 |
16,822 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,628 |
17,511 |
17,022 |
|
| R3 |
17,372 |
17,255 |
16,952 |
|
| R2 |
17,116 |
17,116 |
16,928 |
|
| R1 |
16,999 |
16,999 |
16,905 |
16,930 |
| PP |
16,860 |
16,860 |
16,860 |
16,826 |
| S1 |
16,743 |
16,743 |
16,858 |
16,674 |
| S2 |
16,604 |
16,604 |
16,834 |
|
| S3 |
16,348 |
16,487 |
16,811 |
|
| S4 |
16,092 |
16,231 |
16,740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,978 |
16,722 |
256 |
1.5% |
124 |
0.7% |
62% |
False |
False |
127,415 |
| 10 |
16,994 |
16,687 |
307 |
1.8% |
110 |
0.7% |
63% |
False |
False |
112,235 |
| 20 |
16,994 |
16,624 |
370 |
2.2% |
112 |
0.7% |
69% |
False |
False |
117,923 |
| 40 |
16,994 |
16,255 |
739 |
4.4% |
108 |
0.6% |
85% |
False |
False |
60,331 |
| 60 |
16,994 |
16,130 |
864 |
5.1% |
101 |
0.6% |
87% |
False |
False |
40,228 |
| 80 |
16,994 |
15,888 |
1,106 |
6.6% |
106 |
0.6% |
90% |
False |
False |
30,172 |
| 100 |
16,994 |
15,878 |
1,116 |
6.6% |
98 |
0.6% |
90% |
False |
False |
24,140 |
| 120 |
16,994 |
15,154 |
1,840 |
10.9% |
90 |
0.5% |
94% |
False |
False |
20,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,348 |
|
2.618 |
17,173 |
|
1.618 |
17,066 |
|
1.000 |
17,000 |
|
0.618 |
16,959 |
|
HIGH |
16,893 |
|
0.618 |
16,852 |
|
0.500 |
16,840 |
|
0.382 |
16,827 |
|
LOW |
16,786 |
|
0.618 |
16,720 |
|
1.000 |
16,679 |
|
1.618 |
16,613 |
|
2.618 |
16,506 |
|
4.250 |
16,331 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,867 |
16,862 |
| PP |
16,853 |
16,843 |
| S1 |
16,840 |
16,825 |
|