| 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 |
3,890.50 |
3,912.75 |
22.25 |
0.6% |
3,831.50 |
| High |
3,918.00 |
3,916.75 |
-1.25 |
0.0% |
3,918.00 |
| Low |
3,888.25 |
3,896.00 |
7.75 |
0.2% |
3,827.75 |
| Close |
3,915.75 |
3,904.25 |
-11.50 |
-0.3% |
3,915.75 |
| Range |
29.75 |
20.75 |
-9.00 |
-30.3% |
90.25 |
| ATR |
32.51 |
31.67 |
-0.84 |
-2.6% |
0.00 |
| Volume |
121,416 |
175,431 |
54,015 |
44.5% |
621,994 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,968.00 |
3,956.75 |
3,915.75 |
|
| R3 |
3,947.25 |
3,936.00 |
3,910.00 |
|
| R2 |
3,926.50 |
3,926.50 |
3,908.00 |
|
| R1 |
3,915.25 |
3,915.25 |
3,906.25 |
3,910.50 |
| PP |
3,905.75 |
3,905.75 |
3,905.75 |
3,903.25 |
| S1 |
3,894.50 |
3,894.50 |
3,902.25 |
3,889.75 |
| S2 |
3,885.00 |
3,885.00 |
3,900.50 |
|
| S3 |
3,864.25 |
3,873.75 |
3,898.50 |
|
| S4 |
3,843.50 |
3,853.00 |
3,892.75 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,158.00 |
4,127.00 |
3,965.50 |
|
| R3 |
4,067.75 |
4,036.75 |
3,940.50 |
|
| R2 |
3,977.50 |
3,977.50 |
3,932.25 |
|
| R1 |
3,946.50 |
3,946.50 |
3,924.00 |
3,962.00 |
| PP |
3,887.25 |
3,887.25 |
3,887.25 |
3,895.00 |
| S1 |
3,856.25 |
3,856.25 |
3,907.50 |
3,871.75 |
| S2 |
3,797.00 |
3,797.00 |
3,899.25 |
|
| S3 |
3,706.75 |
3,766.00 |
3,891.00 |
|
| S4 |
3,616.50 |
3,675.75 |
3,866.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,918.00 |
3,827.75 |
90.25 |
2.3% |
27.50 |
0.7% |
85% |
False |
False |
159,485 |
| 10 |
3,918.00 |
3,781.25 |
136.75 |
3.5% |
31.00 |
0.8% |
90% |
False |
False |
191,257 |
| 20 |
3,918.00 |
3,744.75 |
173.25 |
4.4% |
30.00 |
0.8% |
92% |
False |
False |
174,331 |
| 40 |
3,918.00 |
3,509.00 |
409.00 |
10.5% |
32.50 |
0.8% |
97% |
False |
False |
87,828 |
| 60 |
3,918.00 |
3,404.00 |
514.00 |
13.2% |
38.25 |
1.0% |
97% |
False |
False |
58,574 |
| 80 |
3,918.00 |
3,404.00 |
514.00 |
13.2% |
42.00 |
1.1% |
97% |
False |
False |
43,943 |
| 100 |
3,918.00 |
3,404.00 |
514.00 |
13.2% |
36.75 |
0.9% |
97% |
False |
False |
35,155 |
| 120 |
3,918.00 |
3,404.00 |
514.00 |
13.2% |
32.00 |
0.8% |
97% |
False |
False |
29,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,005.00 |
|
2.618 |
3,971.00 |
|
1.618 |
3,950.25 |
|
1.000 |
3,937.50 |
|
0.618 |
3,929.50 |
|
HIGH |
3,916.75 |
|
0.618 |
3,908.75 |
|
0.500 |
3,906.50 |
|
0.382 |
3,904.00 |
|
LOW |
3,896.00 |
|
0.618 |
3,883.25 |
|
1.000 |
3,875.25 |
|
1.618 |
3,862.50 |
|
2.618 |
3,841.75 |
|
4.250 |
3,807.75 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,906.50 |
3,903.00 |
| PP |
3,905.75 |
3,901.75 |
| S1 |
3,905.00 |
3,900.50 |
|