| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,916.50 |
3,919.00 |
2.50 |
0.1% |
3,912.75 |
| High |
3,941.00 |
3,927.50 |
-13.50 |
-0.3% |
3,916.75 |
| Low |
3,913.00 |
3,859.25 |
-53.75 |
-1.4% |
3,831.50 |
| Close |
3,922.50 |
3,876.00 |
-46.50 |
-1.2% |
3,897.50 |
| Range |
28.00 |
68.25 |
40.25 |
143.8% |
85.25 |
| ATR |
35.81 |
38.13 |
2.32 |
6.5% |
0.00 |
| Volume |
215,286 |
380,375 |
165,089 |
76.7% |
1,269,488 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,092.25 |
4,052.50 |
3,913.50 |
|
| R3 |
4,024.00 |
3,984.25 |
3,894.75 |
|
| R2 |
3,955.75 |
3,955.75 |
3,888.50 |
|
| R1 |
3,916.00 |
3,916.00 |
3,882.25 |
3,901.75 |
| PP |
3,887.50 |
3,887.50 |
3,887.50 |
3,880.50 |
| S1 |
3,847.75 |
3,847.75 |
3,869.75 |
3,833.50 |
| S2 |
3,819.25 |
3,819.25 |
3,863.50 |
|
| S3 |
3,751.00 |
3,779.50 |
3,857.25 |
|
| S4 |
3,682.75 |
3,711.25 |
3,838.50 |
|
|
| 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 |
3,941.00 |
3,859.25 |
81.75 |
2.1% |
42.00 |
1.1% |
20% |
False |
True |
258,527 |
| 10 |
3,941.00 |
3,831.50 |
109.50 |
2.8% |
41.75 |
1.1% |
41% |
False |
False |
248,266 |
| 20 |
3,941.00 |
3,774.25 |
166.75 |
4.3% |
36.00 |
0.9% |
61% |
False |
False |
223,793 |
| 40 |
3,941.00 |
3,586.50 |
354.50 |
9.1% |
33.50 |
0.9% |
82% |
False |
False |
142,444 |
| 60 |
3,941.00 |
3,476.00 |
465.00 |
12.0% |
37.00 |
1.0% |
86% |
False |
False |
94,999 |
| 80 |
3,941.00 |
3,404.00 |
537.00 |
13.9% |
41.50 |
1.1% |
88% |
False |
False |
71,263 |
| 100 |
3,941.00 |
3,404.00 |
537.00 |
13.9% |
39.75 |
1.0% |
88% |
False |
False |
57,013 |
| 120 |
3,941.00 |
3,404.00 |
537.00 |
13.9% |
34.75 |
0.9% |
88% |
False |
False |
47,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,217.50 |
|
2.618 |
4,106.25 |
|
1.618 |
4,038.00 |
|
1.000 |
3,995.75 |
|
0.618 |
3,969.75 |
|
HIGH |
3,927.50 |
|
0.618 |
3,901.50 |
|
0.500 |
3,893.50 |
|
0.382 |
3,885.25 |
|
LOW |
3,859.25 |
|
0.618 |
3,817.00 |
|
1.000 |
3,791.00 |
|
1.618 |
3,748.75 |
|
2.618 |
3,680.50 |
|
4.250 |
3,569.25 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,893.50 |
3,900.00 |
| PP |
3,887.50 |
3,892.00 |
| S1 |
3,881.75 |
3,884.00 |
|