| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,689.5 |
6,680.0 |
-9.5 |
-0.1% |
6,730.0 |
| High |
6,696.0 |
6,680.5 |
-15.5 |
-0.2% |
6,829.0 |
| Low |
6,645.0 |
6,595.5 |
-49.5 |
-0.7% |
6,682.0 |
| Close |
6,672.0 |
6,624.0 |
-48.0 |
-0.7% |
6,820.0 |
| Range |
51.0 |
85.0 |
34.0 |
66.7% |
147.0 |
| ATR |
53.1 |
55.4 |
2.3 |
4.3% |
0.0 |
| Volume |
112,540 |
72,219 |
-40,321 |
-35.8% |
291,751 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,888.5 |
6,841.0 |
6,671.0 |
|
| R3 |
6,803.5 |
6,756.0 |
6,647.5 |
|
| R2 |
6,718.5 |
6,718.5 |
6,639.5 |
|
| R1 |
6,671.0 |
6,671.0 |
6,632.0 |
6,652.0 |
| PP |
6,633.5 |
6,633.5 |
6,633.5 |
6,624.0 |
| S1 |
6,586.0 |
6,586.0 |
6,616.0 |
6,567.0 |
| S2 |
6,548.5 |
6,548.5 |
6,608.5 |
|
| S3 |
6,463.5 |
6,501.0 |
6,600.5 |
|
| S4 |
6,378.5 |
6,416.0 |
6,577.0 |
|
|
| 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 |
6,595.5 |
233.5 |
3.5% |
66.5 |
1.0% |
12% |
False |
True |
87,946 |
| 10 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
57.5 |
0.9% |
12% |
False |
True |
75,044 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
53.5 |
0.8% |
12% |
False |
True |
101,802 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
44.5 |
0.7% |
12% |
False |
True |
53,629 |
| 60 |
6,829.0 |
6,467.0 |
362.0 |
5.5% |
34.0 |
0.5% |
43% |
False |
False |
35,764 |
| 80 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
27.0 |
0.4% |
53% |
False |
False |
26,825 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
22.0 |
0.3% |
53% |
False |
False |
21,466 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.4% |
19.5 |
0.3% |
63% |
False |
False |
17,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,042.0 |
|
2.618 |
6,903.0 |
|
1.618 |
6,818.0 |
|
1.000 |
6,765.5 |
|
0.618 |
6,733.0 |
|
HIGH |
6,680.5 |
|
0.618 |
6,648.0 |
|
0.500 |
6,638.0 |
|
0.382 |
6,628.0 |
|
LOW |
6,595.5 |
|
0.618 |
6,543.0 |
|
1.000 |
6,510.5 |
|
1.618 |
6,458.0 |
|
2.618 |
6,373.0 |
|
4.250 |
6,234.0 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,638.0 |
6,691.5 |
| PP |
6,633.5 |
6,669.0 |
| S1 |
6,628.5 |
6,646.5 |
|