| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,823.5 |
6,780.0 |
-43.5 |
-0.6% |
6,730.0 |
| High |
6,826.0 |
6,787.5 |
-38.5 |
-0.6% |
6,829.0 |
| Low |
6,771.0 |
6,666.0 |
-105.0 |
-1.6% |
6,682.0 |
| Close |
6,780.0 |
6,692.0 |
-88.0 |
-1.3% |
6,820.0 |
| Range |
55.0 |
121.5 |
66.5 |
120.9% |
147.0 |
| ATR |
48.0 |
53.3 |
5.2 |
10.9% |
0.0 |
| Volume |
108,433 |
82,192 |
-26,241 |
-24.2% |
291,751 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,079.5 |
7,007.5 |
6,759.0 |
|
| R3 |
6,958.0 |
6,886.0 |
6,725.5 |
|
| R2 |
6,836.5 |
6,836.5 |
6,714.5 |
|
| R1 |
6,764.5 |
6,764.5 |
6,703.0 |
6,740.0 |
| PP |
6,715.0 |
6,715.0 |
6,715.0 |
6,703.0 |
| S1 |
6,643.0 |
6,643.0 |
6,681.0 |
6,618.0 |
| S2 |
6,593.5 |
6,593.5 |
6,669.5 |
|
| S3 |
6,472.0 |
6,521.5 |
6,658.5 |
|
| S4 |
6,350.5 |
6,400.0 |
6,625.0 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,218.0 |
7,166.0 |
6,901.0 |
|
| R3 |
7,071.0 |
7,019.0 |
6,860.5 |
|
| R2 |
6,924.0 |
6,924.0 |
6,847.0 |
|
| R1 |
6,872.0 |
6,872.0 |
6,833.5 |
6,898.0 |
| PP |
6,777.0 |
6,777.0 |
6,777.0 |
6,790.0 |
| S1 |
6,725.0 |
6,725.0 |
6,806.5 |
6,751.0 |
| S2 |
6,630.0 |
6,630.0 |
6,793.0 |
|
| S3 |
6,483.0 |
6,578.0 |
6,779.5 |
|
| S4 |
6,336.0 |
6,431.0 |
6,739.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,829.0 |
6,666.0 |
163.0 |
2.4% |
58.0 |
0.9% |
16% |
False |
True |
70,086 |
| 10 |
6,829.0 |
6,653.0 |
176.0 |
2.6% |
55.0 |
0.8% |
22% |
False |
False |
70,551 |
| 20 |
6,829.0 |
6,653.0 |
176.0 |
2.6% |
50.5 |
0.8% |
22% |
False |
False |
96,545 |
| 40 |
6,829.0 |
6,653.0 |
176.0 |
2.6% |
42.5 |
0.6% |
22% |
False |
False |
49,015 |
| 60 |
6,829.0 |
6,460.0 |
369.0 |
5.5% |
31.5 |
0.5% |
63% |
False |
False |
32,685 |
| 80 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
25.5 |
0.4% |
68% |
False |
False |
24,515 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
21.0 |
0.3% |
68% |
False |
False |
19,618 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.3% |
18.5 |
0.3% |
75% |
False |
False |
16,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,304.0 |
|
2.618 |
7,105.5 |
|
1.618 |
6,984.0 |
|
1.000 |
6,909.0 |
|
0.618 |
6,862.5 |
|
HIGH |
6,787.5 |
|
0.618 |
6,741.0 |
|
0.500 |
6,727.0 |
|
0.382 |
6,712.5 |
|
LOW |
6,666.0 |
|
0.618 |
6,591.0 |
|
1.000 |
6,544.5 |
|
1.618 |
6,469.5 |
|
2.618 |
6,348.0 |
|
4.250 |
6,149.5 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,727.0 |
6,747.5 |
| PP |
6,715.0 |
6,729.0 |
| S1 |
6,703.5 |
6,710.5 |
|