| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,649.0 |
6,695.5 |
46.5 |
0.7% |
6,823.5 |
| High |
6,713.0 |
6,714.0 |
1.0 |
0.0% |
6,826.0 |
| Low |
6,646.5 |
6,647.0 |
0.5 |
0.0% |
6,595.5 |
| Close |
6,701.0 |
6,671.5 |
-29.5 |
-0.4% |
6,629.0 |
| Range |
66.5 |
67.0 |
0.5 |
0.8% |
230.5 |
| ATR |
56.0 |
56.7 |
0.8 |
1.4% |
0.0 |
| Volume |
90,573 |
81,013 |
-9,560 |
-10.6% |
441,273 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,878.5 |
6,842.0 |
6,708.5 |
|
| R3 |
6,811.5 |
6,775.0 |
6,690.0 |
|
| R2 |
6,744.5 |
6,744.5 |
6,684.0 |
|
| R1 |
6,708.0 |
6,708.0 |
6,677.5 |
6,693.0 |
| PP |
6,677.5 |
6,677.5 |
6,677.5 |
6,670.0 |
| S1 |
6,641.0 |
6,641.0 |
6,665.5 |
6,626.0 |
| S2 |
6,610.5 |
6,610.5 |
6,659.0 |
|
| S3 |
6,543.5 |
6,574.0 |
6,653.0 |
|
| S4 |
6,476.5 |
6,507.0 |
6,634.5 |
|
|
| 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 |
6,714.0 |
6,595.5 |
118.5 |
1.8% |
60.5 |
0.9% |
64% |
True |
False |
84,446 |
| 10 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
59.0 |
0.9% |
33% |
False |
False |
77,266 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
54.0 |
0.8% |
33% |
False |
False |
78,154 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
46.0 |
0.7% |
33% |
False |
False |
59,551 |
| 60 |
6,829.0 |
6,467.0 |
362.0 |
5.4% |
36.0 |
0.5% |
56% |
False |
False |
39,722 |
| 80 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
29.0 |
0.4% |
64% |
False |
False |
29,793 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
23.5 |
0.4% |
64% |
False |
False |
23,840 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.3% |
21.0 |
0.3% |
72% |
False |
False |
19,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,999.0 |
|
2.618 |
6,889.5 |
|
1.618 |
6,822.5 |
|
1.000 |
6,781.0 |
|
0.618 |
6,755.5 |
|
HIGH |
6,714.0 |
|
0.618 |
6,688.5 |
|
0.500 |
6,680.5 |
|
0.382 |
6,672.5 |
|
LOW |
6,647.0 |
|
0.618 |
6,605.5 |
|
1.000 |
6,580.0 |
|
1.618 |
6,538.5 |
|
2.618 |
6,471.5 |
|
4.250 |
6,362.0 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,680.5 |
6,669.0 |
| PP |
6,677.5 |
6,666.5 |
| S1 |
6,674.5 |
6,664.0 |
|