| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,650.0 |
6,702.0 |
52.0 |
0.8% |
6,649.0 |
| High |
6,720.5 |
6,711.5 |
-9.0 |
-0.1% |
6,745.0 |
| Low |
6,641.0 |
6,666.5 |
25.5 |
0.4% |
6,641.0 |
| Close |
6,696.5 |
6,687.0 |
-9.5 |
-0.1% |
6,696.5 |
| Range |
79.5 |
45.0 |
-34.5 |
-43.4% |
104.0 |
| ATR |
61.0 |
59.9 |
-1.1 |
-1.9% |
0.0 |
| Volume |
66,312 |
97,874 |
31,562 |
47.6% |
426,114 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,823.5 |
6,800.0 |
6,712.0 |
|
| R3 |
6,778.5 |
6,755.0 |
6,699.5 |
|
| R2 |
6,733.5 |
6,733.5 |
6,695.0 |
|
| R1 |
6,710.0 |
6,710.0 |
6,691.0 |
6,699.0 |
| PP |
6,688.5 |
6,688.5 |
6,688.5 |
6,683.0 |
| S1 |
6,665.0 |
6,665.0 |
6,683.0 |
6,654.0 |
| S2 |
6,643.5 |
6,643.5 |
6,679.0 |
|
| S3 |
6,598.5 |
6,620.0 |
6,674.5 |
|
| S4 |
6,553.5 |
6,575.0 |
6,662.0 |
|
|
| 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% |
67.5 |
1.0% |
44% |
False |
False |
86,683 |
| 10 |
6,787.5 |
6,595.5 |
192.0 |
2.9% |
69.5 |
1.0% |
48% |
False |
False |
85,682 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
59.5 |
0.9% |
39% |
False |
False |
78,389 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
48.5 |
0.7% |
39% |
False |
False |
68,310 |
| 60 |
6,829.0 |
6,580.5 |
248.5 |
3.7% |
39.5 |
0.6% |
43% |
False |
False |
45,594 |
| 80 |
6,829.0 |
6,452.0 |
377.0 |
5.6% |
32.0 |
0.5% |
62% |
False |
False |
34,197 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
26.5 |
0.4% |
67% |
False |
False |
27,363 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.3% |
23.0 |
0.3% |
74% |
False |
False |
22,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,903.0 |
|
2.618 |
6,829.5 |
|
1.618 |
6,784.5 |
|
1.000 |
6,756.5 |
|
0.618 |
6,739.5 |
|
HIGH |
6,711.5 |
|
0.618 |
6,694.5 |
|
0.500 |
6,689.0 |
|
0.382 |
6,683.5 |
|
LOW |
6,666.5 |
|
0.618 |
6,638.5 |
|
1.000 |
6,621.5 |
|
1.618 |
6,593.5 |
|
2.618 |
6,548.5 |
|
4.250 |
6,475.0 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,689.0 |
6,686.0 |
| PP |
6,688.5 |
6,685.5 |
| S1 |
6,687.5 |
6,685.0 |
|