| 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 |
3,886.50 |
3,874.25 |
-12.25 |
-0.3% |
3,912.75 |
| High |
3,889.50 |
3,899.00 |
9.50 |
0.2% |
3,916.75 |
| Low |
3,831.50 |
3,871.75 |
40.25 |
1.1% |
3,831.50 |
| Close |
3,873.75 |
3,897.50 |
23.75 |
0.6% |
3,897.50 |
| Range |
58.00 |
27.25 |
-30.75 |
-53.0% |
85.25 |
| ATR |
35.81 |
35.20 |
-0.61 |
-1.7% |
0.00 |
| Volume |
317,254 |
200,877 |
-116,377 |
-36.7% |
1,269,488 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,971.25 |
3,961.50 |
3,912.50 |
|
| R3 |
3,944.00 |
3,934.25 |
3,905.00 |
|
| R2 |
3,916.75 |
3,916.75 |
3,902.50 |
|
| R1 |
3,907.00 |
3,907.00 |
3,900.00 |
3,912.00 |
| PP |
3,889.50 |
3,889.50 |
3,889.50 |
3,891.75 |
| S1 |
3,879.75 |
3,879.75 |
3,895.00 |
3,884.50 |
| S2 |
3,862.25 |
3,862.25 |
3,892.50 |
|
| S3 |
3,835.00 |
3,852.50 |
3,890.00 |
|
| S4 |
3,807.75 |
3,825.25 |
3,882.50 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,137.75 |
4,102.75 |
3,944.50 |
|
| R3 |
4,052.50 |
4,017.50 |
3,921.00 |
|
| R2 |
3,967.25 |
3,967.25 |
3,913.25 |
|
| R1 |
3,932.25 |
3,932.25 |
3,905.25 |
3,907.00 |
| PP |
3,882.00 |
3,882.00 |
3,882.00 |
3,869.25 |
| S1 |
3,847.00 |
3,847.00 |
3,889.75 |
3,822.00 |
| S2 |
3,796.75 |
3,796.75 |
3,881.75 |
|
| S3 |
3,711.50 |
3,761.75 |
3,874.00 |
|
| S4 |
3,626.25 |
3,676.50 |
3,850.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,916.75 |
3,831.50 |
85.25 |
2.2% |
41.25 |
1.1% |
77% |
False |
False |
253,897 |
| 10 |
3,918.00 |
3,808.00 |
110.00 |
2.8% |
35.25 |
0.9% |
81% |
False |
False |
207,438 |
| 20 |
3,918.00 |
3,750.25 |
167.75 |
4.3% |
33.25 |
0.9% |
88% |
False |
False |
221,522 |
| 40 |
3,918.00 |
3,532.75 |
385.25 |
9.9% |
33.75 |
0.9% |
95% |
False |
False |
115,171 |
| 60 |
3,918.00 |
3,476.00 |
442.00 |
11.3% |
36.00 |
0.9% |
95% |
False |
False |
76,805 |
| 80 |
3,918.00 |
3,404.00 |
514.00 |
13.2% |
41.75 |
1.1% |
96% |
False |
False |
57,617 |
| 100 |
3,918.00 |
3,404.00 |
514.00 |
13.2% |
38.25 |
1.0% |
96% |
False |
False |
46,095 |
| 120 |
3,918.00 |
3,404.00 |
514.00 |
13.2% |
33.50 |
0.9% |
96% |
False |
False |
38,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,014.75 |
|
2.618 |
3,970.25 |
|
1.618 |
3,943.00 |
|
1.000 |
3,926.25 |
|
0.618 |
3,915.75 |
|
HIGH |
3,899.00 |
|
0.618 |
3,888.50 |
|
0.500 |
3,885.50 |
|
0.382 |
3,882.25 |
|
LOW |
3,871.75 |
|
0.618 |
3,855.00 |
|
1.000 |
3,844.50 |
|
1.618 |
3,827.75 |
|
2.618 |
3,800.50 |
|
4.250 |
3,756.00 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,893.50 |
3,886.75 |
| PP |
3,889.50 |
3,876.00 |
| S1 |
3,885.50 |
3,865.25 |
|