| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,702.0 |
6,693.5 |
-8.5 |
-0.1% |
6,649.0 |
| High |
6,711.5 |
6,754.0 |
42.5 |
0.6% |
6,745.0 |
| Low |
6,666.5 |
6,690.5 |
24.0 |
0.4% |
6,641.0 |
| Close |
6,687.0 |
6,748.0 |
61.0 |
0.9% |
6,696.5 |
| Range |
45.0 |
63.5 |
18.5 |
41.1% |
104.0 |
| ATR |
59.9 |
60.4 |
0.5 |
0.8% |
0.0 |
| Volume |
97,874 |
68,688 |
-29,186 |
-29.8% |
426,114 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,921.5 |
6,898.0 |
6,783.0 |
|
| R3 |
6,858.0 |
6,834.5 |
6,765.5 |
|
| R2 |
6,794.5 |
6,794.5 |
6,759.5 |
|
| R1 |
6,771.0 |
6,771.0 |
6,754.0 |
6,783.0 |
| PP |
6,731.0 |
6,731.0 |
6,731.0 |
6,736.5 |
| S1 |
6,707.5 |
6,707.5 |
6,742.0 |
6,719.0 |
| S2 |
6,667.5 |
6,667.5 |
6,736.5 |
|
| S3 |
6,604.0 |
6,644.0 |
6,730.5 |
|
| S4 |
6,540.5 |
6,580.5 |
6,713.0 |
|
|
| 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 |
6,754.0 |
6,641.0 |
113.0 |
1.7% |
66.5 |
1.0% |
95% |
True |
False |
84,218 |
| 10 |
6,754.0 |
6,595.5 |
158.5 |
2.3% |
63.5 |
0.9% |
96% |
True |
False |
84,332 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
59.0 |
0.9% |
65% |
False |
False |
77,442 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
49.5 |
0.7% |
65% |
False |
False |
70,019 |
| 60 |
6,829.0 |
6,580.5 |
248.5 |
3.7% |
40.5 |
0.6% |
67% |
False |
False |
46,738 |
| 80 |
6,829.0 |
6,460.0 |
369.0 |
5.5% |
32.0 |
0.5% |
78% |
False |
False |
35,056 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
27.0 |
0.4% |
81% |
False |
False |
28,050 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.2% |
23.5 |
0.3% |
85% |
False |
False |
23,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,024.0 |
|
2.618 |
6,920.0 |
|
1.618 |
6,856.5 |
|
1.000 |
6,817.5 |
|
0.618 |
6,793.0 |
|
HIGH |
6,754.0 |
|
0.618 |
6,729.5 |
|
0.500 |
6,722.0 |
|
0.382 |
6,715.0 |
|
LOW |
6,690.5 |
|
0.618 |
6,651.5 |
|
1.000 |
6,627.0 |
|
1.618 |
6,588.0 |
|
2.618 |
6,524.5 |
|
4.250 |
6,420.5 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,739.5 |
6,731.0 |
| PP |
6,731.0 |
6,714.5 |
| S1 |
6,722.0 |
6,697.5 |
|