| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,780.0 |
6,689.5 |
-90.5 |
-1.3% |
6,730.0 |
| High |
6,787.5 |
6,696.0 |
-91.5 |
-1.3% |
6,829.0 |
| Low |
6,666.0 |
6,645.0 |
-21.0 |
-0.3% |
6,682.0 |
| Close |
6,692.0 |
6,672.0 |
-20.0 |
-0.3% |
6,820.0 |
| Range |
121.5 |
51.0 |
-70.5 |
-58.0% |
147.0 |
| ATR |
53.3 |
53.1 |
-0.2 |
-0.3% |
0.0 |
| Volume |
82,192 |
112,540 |
30,348 |
36.9% |
291,751 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,824.0 |
6,799.0 |
6,700.0 |
|
| R3 |
6,773.0 |
6,748.0 |
6,686.0 |
|
| R2 |
6,722.0 |
6,722.0 |
6,681.5 |
|
| R1 |
6,697.0 |
6,697.0 |
6,676.5 |
6,684.0 |
| PP |
6,671.0 |
6,671.0 |
6,671.0 |
6,664.5 |
| S1 |
6,646.0 |
6,646.0 |
6,667.5 |
6,633.0 |
| S2 |
6,620.0 |
6,620.0 |
6,662.5 |
|
| S3 |
6,569.0 |
6,595.0 |
6,658.0 |
|
| S4 |
6,518.0 |
6,544.0 |
6,644.0 |
|
|
| 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 |
6,645.0 |
184.0 |
2.8% |
60.5 |
0.9% |
15% |
False |
True |
78,910 |
| 10 |
6,829.0 |
6,645.0 |
184.0 |
2.8% |
55.0 |
0.8% |
15% |
False |
True |
73,665 |
| 20 |
6,829.0 |
6,645.0 |
184.0 |
2.8% |
51.0 |
0.8% |
15% |
False |
True |
100,735 |
| 40 |
6,829.0 |
6,645.0 |
184.0 |
2.8% |
43.0 |
0.6% |
15% |
False |
True |
51,827 |
| 60 |
6,829.0 |
6,460.0 |
369.0 |
5.5% |
32.5 |
0.5% |
57% |
False |
False |
34,560 |
| 80 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
26.0 |
0.4% |
64% |
False |
False |
25,922 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
21.5 |
0.3% |
64% |
False |
False |
20,744 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.3% |
18.5 |
0.3% |
72% |
False |
False |
17,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,913.0 |
|
2.618 |
6,829.5 |
|
1.618 |
6,778.5 |
|
1.000 |
6,747.0 |
|
0.618 |
6,727.5 |
|
HIGH |
6,696.0 |
|
0.618 |
6,676.5 |
|
0.500 |
6,670.5 |
|
0.382 |
6,664.5 |
|
LOW |
6,645.0 |
|
0.618 |
6,613.5 |
|
1.000 |
6,594.0 |
|
1.618 |
6,562.5 |
|
2.618 |
6,511.5 |
|
4.250 |
6,428.0 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,671.5 |
6,735.5 |
| PP |
6,671.0 |
6,714.5 |
| S1 |
6,670.5 |
6,693.0 |
|