| 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 |
3,905.00 |
3,863.50 |
-41.50 |
-1.1% |
3,831.50 |
| High |
3,906.75 |
3,890.75 |
-16.00 |
-0.4% |
3,918.00 |
| Low |
3,841.25 |
3,856.50 |
15.25 |
0.4% |
3,827.75 |
| Close |
3,863.25 |
3,885.50 |
22.25 |
0.6% |
3,915.75 |
| Range |
65.50 |
34.25 |
-31.25 |
-47.7% |
90.25 |
| ATR |
34.09 |
34.10 |
0.01 |
0.0% |
0.00 |
| Volume |
331,375 |
244,551 |
-86,824 |
-26.2% |
621,994 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,980.25 |
3,967.25 |
3,904.25 |
|
| R3 |
3,946.00 |
3,933.00 |
3,895.00 |
|
| R2 |
3,911.75 |
3,911.75 |
3,891.75 |
|
| R1 |
3,898.75 |
3,898.75 |
3,888.75 |
3,905.25 |
| PP |
3,877.50 |
3,877.50 |
3,877.50 |
3,881.00 |
| S1 |
3,864.50 |
3,864.50 |
3,882.25 |
3,871.00 |
| S2 |
3,843.25 |
3,843.25 |
3,879.25 |
|
| S3 |
3,809.00 |
3,830.25 |
3,876.00 |
|
| S4 |
3,774.75 |
3,796.00 |
3,866.75 |
|
|
| 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 |
3,841.25 |
76.75 |
2.0% |
32.75 |
0.8% |
58% |
False |
False |
204,577 |
| 10 |
3,918.00 |
3,783.00 |
135.00 |
3.5% |
34.00 |
0.9% |
76% |
False |
False |
204,546 |
| 20 |
3,918.00 |
3,744.75 |
173.25 |
4.5% |
33.00 |
0.8% |
81% |
False |
False |
202,466 |
| 40 |
3,918.00 |
3,532.75 |
385.25 |
9.9% |
32.75 |
0.8% |
92% |
False |
False |
102,224 |
| 60 |
3,918.00 |
3,404.00 |
514.00 |
13.2% |
37.00 |
1.0% |
94% |
False |
False |
68,171 |
| 80 |
3,918.00 |
3,404.00 |
514.00 |
13.2% |
42.00 |
1.1% |
94% |
False |
False |
51,142 |
| 100 |
3,918.00 |
3,404.00 |
514.00 |
13.2% |
37.50 |
1.0% |
94% |
False |
False |
40,914 |
| 120 |
3,918.00 |
3,404.00 |
514.00 |
13.2% |
32.75 |
0.8% |
94% |
False |
False |
34,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,036.25 |
|
2.618 |
3,980.50 |
|
1.618 |
3,946.25 |
|
1.000 |
3,925.00 |
|
0.618 |
3,912.00 |
|
HIGH |
3,890.75 |
|
0.618 |
3,877.75 |
|
0.500 |
3,873.50 |
|
0.382 |
3,869.50 |
|
LOW |
3,856.50 |
|
0.618 |
3,835.25 |
|
1.000 |
3,822.25 |
|
1.618 |
3,801.00 |
|
2.618 |
3,766.75 |
|
4.250 |
3,711.00 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,881.50 |
3,883.25 |
| PP |
3,877.50 |
3,881.25 |
| S1 |
3,873.50 |
3,879.00 |
|