| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,724.5 |
6,650.0 |
-74.5 |
-1.1% |
6,649.0 |
| High |
6,728.5 |
6,720.5 |
-8.0 |
-0.1% |
6,745.0 |
| Low |
6,656.0 |
6,641.0 |
-15.0 |
-0.2% |
6,641.0 |
| Close |
6,686.5 |
6,696.5 |
10.0 |
0.1% |
6,696.5 |
| Range |
72.5 |
79.5 |
7.0 |
9.7% |
104.0 |
| ATR |
59.6 |
61.0 |
1.4 |
2.4% |
0.0 |
| Volume |
92,230 |
66,312 |
-25,918 |
-28.1% |
426,114 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,924.5 |
6,890.0 |
6,740.0 |
|
| R3 |
6,845.0 |
6,810.5 |
6,718.5 |
|
| R2 |
6,765.5 |
6,765.5 |
6,711.0 |
|
| R1 |
6,731.0 |
6,731.0 |
6,704.0 |
6,748.0 |
| PP |
6,686.0 |
6,686.0 |
6,686.0 |
6,694.5 |
| S1 |
6,651.5 |
6,651.5 |
6,689.0 |
6,669.0 |
| S2 |
6,606.5 |
6,606.5 |
6,682.0 |
|
| S3 |
6,527.0 |
6,572.0 |
6,674.5 |
|
| S4 |
6,447.5 |
6,492.5 |
6,653.0 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,006.0 |
6,955.5 |
6,753.5 |
|
| R3 |
6,902.0 |
6,851.5 |
6,725.0 |
|
| R2 |
6,798.0 |
6,798.0 |
6,715.5 |
|
| R1 |
6,747.5 |
6,747.5 |
6,706.0 |
6,773.0 |
| PP |
6,694.0 |
6,694.0 |
6,694.0 |
6,707.0 |
| S1 |
6,643.5 |
6,643.5 |
6,687.0 |
6,669.0 |
| S2 |
6,590.0 |
6,590.0 |
6,677.5 |
|
| S3 |
6,486.0 |
6,539.5 |
6,668.0 |
|
| S4 |
6,382.0 |
6,435.5 |
6,639.5 |
|
|
| 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 |
6,641.0 |
104.0 |
1.6% |
71.5 |
1.1% |
53% |
False |
True |
85,222 |
| 10 |
6,826.0 |
6,595.5 |
230.5 |
3.4% |
70.5 |
1.1% |
44% |
False |
False |
86,738 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
60.0 |
0.9% |
43% |
False |
False |
77,173 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
48.0 |
0.7% |
43% |
False |
False |
65,888 |
| 60 |
6,829.0 |
6,580.5 |
248.5 |
3.7% |
39.0 |
0.6% |
47% |
False |
False |
43,962 |
| 80 |
6,829.0 |
6,452.0 |
377.0 |
5.6% |
31.5 |
0.5% |
65% |
False |
False |
32,974 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
26.0 |
0.4% |
69% |
False |
False |
26,385 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.3% |
22.5 |
0.3% |
76% |
False |
False |
21,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,058.5 |
|
2.618 |
6,928.5 |
|
1.618 |
6,849.0 |
|
1.000 |
6,800.0 |
|
0.618 |
6,769.5 |
|
HIGH |
6,720.5 |
|
0.618 |
6,690.0 |
|
0.500 |
6,681.0 |
|
0.382 |
6,671.5 |
|
LOW |
6,641.0 |
|
0.618 |
6,592.0 |
|
1.000 |
6,561.5 |
|
1.618 |
6,512.5 |
|
2.618 |
6,433.0 |
|
4.250 |
6,303.0 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,691.0 |
6,695.5 |
| PP |
6,686.0 |
6,694.0 |
| S1 |
6,681.0 |
6,693.0 |
|