| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,673.5 |
6,724.5 |
51.0 |
0.8% |
6,823.5 |
| High |
6,745.0 |
6,728.5 |
-16.5 |
-0.2% |
6,826.0 |
| Low |
6,672.5 |
6,656.0 |
-16.5 |
-0.2% |
6,595.5 |
| Close |
6,737.5 |
6,686.5 |
-51.0 |
-0.8% |
6,629.0 |
| Range |
72.5 |
72.5 |
0.0 |
0.0% |
230.5 |
| ATR |
57.9 |
59.6 |
1.7 |
2.9% |
0.0 |
| Volume |
95,986 |
92,230 |
-3,756 |
-3.9% |
441,273 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,908.0 |
6,869.5 |
6,726.5 |
|
| R3 |
6,835.5 |
6,797.0 |
6,706.5 |
|
| R2 |
6,763.0 |
6,763.0 |
6,700.0 |
|
| R1 |
6,724.5 |
6,724.5 |
6,693.0 |
6,707.5 |
| PP |
6,690.5 |
6,690.5 |
6,690.5 |
6,682.0 |
| S1 |
6,652.0 |
6,652.0 |
6,680.0 |
6,635.0 |
| S2 |
6,618.0 |
6,618.0 |
6,673.0 |
|
| S3 |
6,545.5 |
6,579.5 |
6,666.5 |
|
| S4 |
6,473.0 |
6,507.0 |
6,646.5 |
|
|
| 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 |
6,745.0 |
6,614.5 |
130.5 |
2.0% |
62.5 |
0.9% |
55% |
False |
False |
85,138 |
| 10 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
64.5 |
1.0% |
39% |
False |
False |
86,542 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
58.0 |
0.9% |
39% |
False |
False |
77,569 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
47.0 |
0.7% |
39% |
False |
False |
64,255 |
| 60 |
6,829.0 |
6,580.5 |
248.5 |
3.7% |
37.5 |
0.6% |
43% |
False |
False |
42,857 |
| 80 |
6,829.0 |
6,426.5 |
402.5 |
6.0% |
31.0 |
0.5% |
65% |
False |
False |
32,145 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
25.0 |
0.4% |
67% |
False |
False |
25,722 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.3% |
22.0 |
0.3% |
74% |
False |
False |
21,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,036.5 |
|
2.618 |
6,918.5 |
|
1.618 |
6,846.0 |
|
1.000 |
6,801.0 |
|
0.618 |
6,773.5 |
|
HIGH |
6,728.5 |
|
0.618 |
6,701.0 |
|
0.500 |
6,692.0 |
|
0.382 |
6,683.5 |
|
LOW |
6,656.0 |
|
0.618 |
6,611.0 |
|
1.000 |
6,583.5 |
|
1.618 |
6,538.5 |
|
2.618 |
6,466.0 |
|
4.250 |
6,348.0 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,692.0 |
6,696.0 |
| PP |
6,690.5 |
6,693.0 |
| S1 |
6,688.5 |
6,689.5 |
|