| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,954.00 |
3,958.50 |
4.50 |
0.1% |
3,929.50 |
| High |
3,970.25 |
3,977.50 |
7.25 |
0.2% |
3,991.25 |
| Low |
3,929.00 |
3,948.50 |
19.50 |
0.5% |
3,909.75 |
| Close |
3,960.00 |
3,952.25 |
-7.75 |
-0.2% |
3,955.50 |
| Range |
41.25 |
29.00 |
-12.25 |
-29.7% |
81.50 |
| ATR |
38.70 |
38.01 |
-0.69 |
-1.8% |
0.00 |
| Volume |
210,316 |
219,908 |
9,592 |
4.6% |
1,048,070 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,046.50 |
4,028.25 |
3,968.25 |
|
| R3 |
4,017.50 |
3,999.25 |
3,960.25 |
|
| R2 |
3,988.50 |
3,988.50 |
3,957.50 |
|
| R1 |
3,970.25 |
3,970.25 |
3,955.00 |
3,965.00 |
| PP |
3,959.50 |
3,959.50 |
3,959.50 |
3,956.75 |
| S1 |
3,941.25 |
3,941.25 |
3,949.50 |
3,936.00 |
| S2 |
3,930.50 |
3,930.50 |
3,947.00 |
|
| S3 |
3,901.50 |
3,912.25 |
3,944.25 |
|
| S4 |
3,872.50 |
3,883.25 |
3,936.25 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,196.75 |
4,157.50 |
4,000.25 |
|
| R3 |
4,115.25 |
4,076.00 |
3,978.00 |
|
| R2 |
4,033.75 |
4,033.75 |
3,970.50 |
|
| R1 |
3,994.50 |
3,994.50 |
3,963.00 |
4,014.00 |
| PP |
3,952.25 |
3,952.25 |
3,952.25 |
3,962.00 |
| S1 |
3,913.00 |
3,913.00 |
3,948.00 |
3,932.50 |
| S2 |
3,870.75 |
3,870.75 |
3,940.50 |
|
| S3 |
3,789.25 |
3,831.50 |
3,933.00 |
|
| S4 |
3,707.75 |
3,750.00 |
3,910.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,991.25 |
3,929.00 |
62.25 |
1.6% |
33.00 |
0.8% |
37% |
False |
False |
211,930 |
| 10 |
3,991.25 |
3,854.00 |
137.25 |
3.5% |
40.25 |
1.0% |
72% |
False |
False |
236,588 |
| 20 |
3,991.25 |
3,831.50 |
159.75 |
4.0% |
39.50 |
1.0% |
76% |
False |
False |
229,932 |
| 40 |
3,991.25 |
3,706.50 |
284.75 |
7.2% |
35.00 |
0.9% |
86% |
False |
False |
186,286 |
| 60 |
3,991.25 |
3,500.00 |
491.25 |
12.4% |
36.25 |
0.9% |
92% |
False |
False |
124,491 |
| 80 |
3,991.25 |
3,404.00 |
587.25 |
14.9% |
40.75 |
1.0% |
93% |
False |
False |
93,385 |
| 100 |
3,991.25 |
3,404.00 |
587.25 |
14.9% |
41.75 |
1.1% |
93% |
False |
False |
74,715 |
| 120 |
3,991.25 |
3,404.00 |
587.25 |
14.9% |
36.75 |
0.9% |
93% |
False |
False |
62,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,100.75 |
|
2.618 |
4,053.50 |
|
1.618 |
4,024.50 |
|
1.000 |
4,006.50 |
|
0.618 |
3,995.50 |
|
HIGH |
3,977.50 |
|
0.618 |
3,966.50 |
|
0.500 |
3,963.00 |
|
0.382 |
3,959.50 |
|
LOW |
3,948.50 |
|
0.618 |
3,930.50 |
|
1.000 |
3,919.50 |
|
1.618 |
3,901.50 |
|
2.618 |
3,872.50 |
|
4.250 |
3,825.25 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,963.00 |
3,953.25 |
| PP |
3,959.50 |
3,953.00 |
| S1 |
3,955.75 |
3,952.50 |
|