| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,922.50 |
3,916.50 |
-6.00 |
-0.2% |
3,912.75 |
| High |
3,933.50 |
3,941.00 |
7.50 |
0.2% |
3,916.75 |
| Low |
3,880.00 |
3,913.00 |
33.00 |
0.9% |
3,831.50 |
| Close |
3,912.50 |
3,922.50 |
10.00 |
0.3% |
3,897.50 |
| Range |
53.50 |
28.00 |
-25.50 |
-47.7% |
85.25 |
| ATR |
36.37 |
35.81 |
-0.56 |
-1.5% |
0.00 |
| Volume |
332,223 |
215,286 |
-116,937 |
-35.2% |
1,269,488 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,009.50 |
3,994.00 |
3,938.00 |
|
| R3 |
3,981.50 |
3,966.00 |
3,930.25 |
|
| R2 |
3,953.50 |
3,953.50 |
3,927.75 |
|
| R1 |
3,938.00 |
3,938.00 |
3,925.00 |
3,945.75 |
| PP |
3,925.50 |
3,925.50 |
3,925.50 |
3,929.50 |
| S1 |
3,910.00 |
3,910.00 |
3,920.00 |
3,917.75 |
| S2 |
3,897.50 |
3,897.50 |
3,917.25 |
|
| S3 |
3,869.50 |
3,882.00 |
3,914.75 |
|
| S4 |
3,841.50 |
3,854.00 |
3,907.00 |
|
|
| 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 |
3,941.00 |
3,831.50 |
109.50 |
2.8% |
40.00 |
1.0% |
83% |
True |
False |
245,903 |
| 10 |
3,941.00 |
3,831.50 |
109.50 |
2.8% |
36.25 |
0.9% |
83% |
True |
False |
225,240 |
| 20 |
3,941.00 |
3,755.00 |
186.00 |
4.7% |
35.00 |
0.9% |
90% |
True |
False |
218,669 |
| 40 |
3,941.00 |
3,579.00 |
362.00 |
9.2% |
32.75 |
0.8% |
95% |
True |
False |
132,941 |
| 60 |
3,941.00 |
3,476.00 |
465.00 |
11.9% |
36.50 |
0.9% |
96% |
True |
False |
88,660 |
| 80 |
3,941.00 |
3,404.00 |
537.00 |
13.7% |
41.50 |
1.1% |
97% |
True |
False |
66,509 |
| 100 |
3,941.00 |
3,404.00 |
537.00 |
13.7% |
39.00 |
1.0% |
97% |
True |
False |
53,209 |
| 120 |
3,941.00 |
3,404.00 |
537.00 |
13.7% |
34.25 |
0.9% |
97% |
True |
False |
44,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,060.00 |
|
2.618 |
4,014.25 |
|
1.618 |
3,986.25 |
|
1.000 |
3,969.00 |
|
0.618 |
3,958.25 |
|
HIGH |
3,941.00 |
|
0.618 |
3,930.25 |
|
0.500 |
3,927.00 |
|
0.382 |
3,923.75 |
|
LOW |
3,913.00 |
|
0.618 |
3,895.75 |
|
1.000 |
3,885.00 |
|
1.618 |
3,867.75 |
|
2.618 |
3,839.75 |
|
4.250 |
3,794.00 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,927.00 |
3,918.50 |
| PP |
3,925.50 |
3,914.50 |
| S1 |
3,924.00 |
3,910.50 |
|