| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,870.50 |
3,929.50 |
59.00 |
1.5% |
3,898.00 |
| High |
3,935.75 |
3,934.25 |
-1.50 |
0.0% |
3,941.00 |
| Low |
3,854.00 |
3,909.75 |
55.75 |
1.4% |
3,854.00 |
| Close |
3,930.25 |
3,925.75 |
-4.50 |
-0.1% |
3,930.25 |
| Range |
81.75 |
24.50 |
-57.25 |
-70.0% |
87.00 |
| ATR |
41.24 |
40.05 |
-1.20 |
-2.9% |
0.00 |
| Volume |
291,934 |
219,804 |
-72,130 |
-24.7% |
1,383,696 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,996.75 |
3,985.75 |
3,939.25 |
|
| R3 |
3,972.25 |
3,961.25 |
3,932.50 |
|
| R2 |
3,947.75 |
3,947.75 |
3,930.25 |
|
| R1 |
3,936.75 |
3,936.75 |
3,928.00 |
3,930.00 |
| PP |
3,923.25 |
3,923.25 |
3,923.25 |
3,920.00 |
| S1 |
3,912.25 |
3,912.25 |
3,923.50 |
3,905.50 |
| S2 |
3,898.75 |
3,898.75 |
3,921.25 |
|
| S3 |
3,874.25 |
3,887.75 |
3,919.00 |
|
| S4 |
3,849.75 |
3,863.25 |
3,912.25 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,169.50 |
4,136.75 |
3,978.00 |
|
| R3 |
4,082.50 |
4,049.75 |
3,954.25 |
|
| R2 |
3,995.50 |
3,995.50 |
3,946.25 |
|
| R1 |
3,962.75 |
3,962.75 |
3,938.25 |
3,979.00 |
| PP |
3,908.50 |
3,908.50 |
3,908.50 |
3,916.50 |
| S1 |
3,875.75 |
3,875.75 |
3,922.25 |
3,892.00 |
| S2 |
3,821.50 |
3,821.50 |
3,914.25 |
|
| S3 |
3,734.50 |
3,788.75 |
3,906.25 |
|
| S4 |
3,647.50 |
3,701.75 |
3,882.50 |
|
|
| 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 |
3,854.00 |
87.00 |
2.2% |
51.25 |
1.3% |
82% |
False |
False |
287,924 |
| 10 |
3,941.00 |
3,831.50 |
109.50 |
2.8% |
47.50 |
1.2% |
86% |
False |
False |
269,755 |
| 20 |
3,941.00 |
3,781.25 |
159.75 |
4.1% |
39.25 |
1.0% |
90% |
False |
False |
230,506 |
| 40 |
3,941.00 |
3,639.25 |
301.75 |
7.7% |
34.50 |
0.9% |
95% |
False |
False |
155,141 |
| 60 |
3,941.00 |
3,476.00 |
465.00 |
11.8% |
37.00 |
0.9% |
97% |
False |
False |
103,528 |
| 80 |
3,941.00 |
3,404.00 |
537.00 |
13.7% |
41.00 |
1.0% |
97% |
False |
False |
77,658 |
| 100 |
3,941.00 |
3,404.00 |
537.00 |
13.7% |
40.50 |
1.0% |
97% |
False |
False |
62,130 |
| 120 |
3,941.00 |
3,404.00 |
537.00 |
13.7% |
35.50 |
0.9% |
97% |
False |
False |
51,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,038.50 |
|
2.618 |
3,998.50 |
|
1.618 |
3,974.00 |
|
1.000 |
3,958.75 |
|
0.618 |
3,949.50 |
|
HIGH |
3,934.25 |
|
0.618 |
3,925.00 |
|
0.500 |
3,922.00 |
|
0.382 |
3,919.00 |
|
LOW |
3,909.75 |
|
0.618 |
3,894.50 |
|
1.000 |
3,885.25 |
|
1.618 |
3,870.00 |
|
2.618 |
3,845.50 |
|
4.250 |
3,805.50 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,924.50 |
3,915.50 |
| PP |
3,923.25 |
3,905.25 |
| S1 |
3,922.00 |
3,895.00 |
|