| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,977 |
16,893 |
-84 |
-0.5% |
17,021 |
| High |
17,005 |
16,938 |
-67 |
-0.4% |
17,069 |
| Low |
16,846 |
16,808 |
-38 |
-0.2% |
16,846 |
| Close |
16,891 |
16,916 |
25 |
0.1% |
16,891 |
| Range |
159 |
130 |
-29 |
-18.2% |
223 |
| ATR |
120 |
121 |
1 |
0.6% |
0 |
| Volume |
153,127 |
131,718 |
-21,409 |
-14.0% |
634,220 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,277 |
17,227 |
16,988 |
|
| R3 |
17,147 |
17,097 |
16,952 |
|
| R2 |
17,017 |
17,017 |
16,940 |
|
| R1 |
16,967 |
16,967 |
16,928 |
16,992 |
| PP |
16,887 |
16,887 |
16,887 |
16,900 |
| S1 |
16,837 |
16,837 |
16,904 |
16,862 |
| S2 |
16,757 |
16,757 |
16,892 |
|
| S3 |
16,627 |
16,707 |
16,880 |
|
| S4 |
16,497 |
16,577 |
16,845 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,604 |
17,471 |
17,014 |
|
| R3 |
17,381 |
17,248 |
16,952 |
|
| R2 |
17,158 |
17,158 |
16,932 |
|
| R1 |
17,025 |
17,025 |
16,912 |
16,980 |
| PP |
16,935 |
16,935 |
16,935 |
16,913 |
| S1 |
16,802 |
16,802 |
16,871 |
16,757 |
| S2 |
16,712 |
16,712 |
16,850 |
|
| S3 |
16,489 |
16,579 |
16,830 |
|
| S4 |
16,266 |
16,356 |
16,768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,069 |
16,808 |
261 |
1.5% |
111 |
0.7% |
41% |
False |
True |
127,295 |
| 10 |
17,085 |
16,808 |
277 |
1.6% |
128 |
0.8% |
39% |
False |
True |
141,430 |
| 20 |
17,085 |
16,717 |
368 |
2.2% |
121 |
0.7% |
54% |
False |
False |
125,953 |
| 40 |
17,085 |
16,590 |
495 |
2.9% |
113 |
0.7% |
66% |
False |
False |
97,955 |
| 60 |
17,085 |
16,252 |
833 |
4.9% |
112 |
0.7% |
80% |
False |
False |
65,336 |
| 80 |
17,085 |
15,888 |
1,197 |
7.1% |
110 |
0.6% |
86% |
False |
False |
49,005 |
| 100 |
17,085 |
15,888 |
1,197 |
7.1% |
107 |
0.6% |
86% |
False |
False |
39,206 |
| 120 |
17,085 |
15,224 |
1,861 |
11.0% |
96 |
0.6% |
91% |
False |
False |
32,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,491 |
|
2.618 |
17,278 |
|
1.618 |
17,148 |
|
1.000 |
17,068 |
|
0.618 |
17,018 |
|
HIGH |
16,938 |
|
0.618 |
16,888 |
|
0.500 |
16,873 |
|
0.382 |
16,858 |
|
LOW |
16,808 |
|
0.618 |
16,728 |
|
1.000 |
16,678 |
|
1.618 |
16,598 |
|
2.618 |
16,468 |
|
4.250 |
16,256 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,902 |
16,936 |
| PP |
16,887 |
16,929 |
| S1 |
16,873 |
16,923 |
|