| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,680.0 |
6,632.0 |
-48.0 |
-0.7% |
6,823.5 |
| High |
6,680.5 |
6,647.5 |
-33.0 |
-0.5% |
6,826.0 |
| Low |
6,595.5 |
6,614.5 |
19.0 |
0.3% |
6,595.5 |
| Close |
6,624.0 |
6,629.0 |
5.0 |
0.1% |
6,629.0 |
| Range |
85.0 |
33.0 |
-52.0 |
-61.2% |
230.5 |
| ATR |
55.4 |
53.8 |
-1.6 |
-2.9% |
0.0 |
| Volume |
72,219 |
65,889 |
-6,330 |
-8.8% |
441,273 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,729.5 |
6,712.0 |
6,647.0 |
|
| R3 |
6,696.5 |
6,679.0 |
6,638.0 |
|
| R2 |
6,663.5 |
6,663.5 |
6,635.0 |
|
| R1 |
6,646.0 |
6,646.0 |
6,632.0 |
6,638.0 |
| PP |
6,630.5 |
6,630.5 |
6,630.5 |
6,626.5 |
| S1 |
6,613.0 |
6,613.0 |
6,626.0 |
6,605.0 |
| S2 |
6,597.5 |
6,597.5 |
6,623.0 |
|
| S3 |
6,564.5 |
6,580.0 |
6,620.0 |
|
| S4 |
6,531.5 |
6,547.0 |
6,611.0 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,375.0 |
7,232.5 |
6,756.0 |
|
| R3 |
7,144.5 |
7,002.0 |
6,692.5 |
|
| R2 |
6,914.0 |
6,914.0 |
6,671.5 |
|
| R1 |
6,771.5 |
6,771.5 |
6,650.0 |
6,727.5 |
| PP |
6,683.5 |
6,683.5 |
6,683.5 |
6,661.5 |
| S1 |
6,541.0 |
6,541.0 |
6,608.0 |
6,497.0 |
| S2 |
6,453.0 |
6,453.0 |
6,586.5 |
|
| S3 |
6,222.5 |
6,310.5 |
6,565.5 |
|
| S4 |
5,992.0 |
6,080.0 |
6,502.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,826.0 |
6,595.5 |
230.5 |
3.5% |
69.0 |
1.0% |
15% |
False |
False |
88,254 |
| 10 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
57.0 |
0.9% |
14% |
False |
False |
73,302 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
51.5 |
0.8% |
14% |
False |
False |
95,329 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
44.0 |
0.7% |
14% |
False |
False |
55,276 |
| 60 |
6,829.0 |
6,467.0 |
362.0 |
5.5% |
34.5 |
0.5% |
45% |
False |
False |
36,862 |
| 80 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
27.5 |
0.4% |
54% |
False |
False |
27,648 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
22.5 |
0.3% |
54% |
False |
False |
22,124 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.4% |
19.5 |
0.3% |
64% |
False |
False |
18,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,788.0 |
|
2.618 |
6,734.0 |
|
1.618 |
6,701.0 |
|
1.000 |
6,680.5 |
|
0.618 |
6,668.0 |
|
HIGH |
6,647.5 |
|
0.618 |
6,635.0 |
|
0.500 |
6,631.0 |
|
0.382 |
6,627.0 |
|
LOW |
6,614.5 |
|
0.618 |
6,594.0 |
|
1.000 |
6,581.5 |
|
1.618 |
6,561.0 |
|
2.618 |
6,528.0 |
|
4.250 |
6,474.0 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,631.0 |
6,646.0 |
| PP |
6,630.5 |
6,640.0 |
| S1 |
6,629.5 |
6,634.5 |
|