| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,749.0 |
6,760.5 |
11.5 |
0.2% |
6,702.0 |
| High |
6,780.0 |
6,786.0 |
6.0 |
0.1% |
6,786.0 |
| Low |
6,719.0 |
6,734.5 |
15.5 |
0.2% |
6,666.5 |
| Close |
6,770.0 |
6,741.5 |
-28.5 |
-0.4% |
6,741.5 |
| Range |
61.0 |
51.5 |
-9.5 |
-15.6% |
119.5 |
| ATR |
60.0 |
59.4 |
-0.6 |
-1.0% |
0.0 |
| Volume |
70,296 |
75,575 |
5,279 |
7.5% |
383,822 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,908.5 |
6,876.5 |
6,770.0 |
|
| R3 |
6,857.0 |
6,825.0 |
6,755.5 |
|
| R2 |
6,805.5 |
6,805.5 |
6,751.0 |
|
| R1 |
6,773.5 |
6,773.5 |
6,746.0 |
6,764.0 |
| PP |
6,754.0 |
6,754.0 |
6,754.0 |
6,749.0 |
| S1 |
6,722.0 |
6,722.0 |
6,737.0 |
6,712.0 |
| S2 |
6,702.5 |
6,702.5 |
6,732.0 |
|
| S3 |
6,651.0 |
6,670.5 |
6,727.5 |
|
| S4 |
6,599.5 |
6,619.0 |
6,713.0 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,090.0 |
7,035.0 |
6,807.0 |
|
| R3 |
6,970.5 |
6,915.5 |
6,774.5 |
|
| R2 |
6,851.0 |
6,851.0 |
6,763.5 |
|
| R1 |
6,796.0 |
6,796.0 |
6,752.5 |
6,823.5 |
| PP |
6,731.5 |
6,731.5 |
6,731.5 |
6,745.0 |
| S1 |
6,676.5 |
6,676.5 |
6,730.5 |
6,704.0 |
| S2 |
6,612.0 |
6,612.0 |
6,719.5 |
|
| S3 |
6,492.5 |
6,557.0 |
6,708.5 |
|
| S4 |
6,373.0 |
6,437.5 |
6,676.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,786.0 |
6,666.5 |
119.5 |
1.8% |
55.0 |
0.8% |
63% |
True |
False |
76,764 |
| 10 |
6,786.0 |
6,641.0 |
145.0 |
2.2% |
63.5 |
0.9% |
69% |
True |
False |
80,993 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
60.0 |
0.9% |
63% |
False |
False |
77,148 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
51.5 |
0.8% |
63% |
False |
False |
75,436 |
| 60 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
43.0 |
0.6% |
63% |
False |
False |
50,359 |
| 80 |
6,829.0 |
6,460.0 |
369.0 |
5.5% |
34.0 |
0.5% |
76% |
False |
False |
37,771 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
28.5 |
0.4% |
80% |
False |
False |
30,220 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.2% |
24.5 |
0.4% |
84% |
False |
False |
25,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,005.0 |
|
2.618 |
6,921.0 |
|
1.618 |
6,869.5 |
|
1.000 |
6,837.5 |
|
0.618 |
6,818.0 |
|
HIGH |
6,786.0 |
|
0.618 |
6,766.5 |
|
0.500 |
6,760.0 |
|
0.382 |
6,754.0 |
|
LOW |
6,734.5 |
|
0.618 |
6,702.5 |
|
1.000 |
6,683.0 |
|
1.618 |
6,651.0 |
|
2.618 |
6,599.5 |
|
4.250 |
6,515.5 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,760.0 |
6,752.5 |
| PP |
6,754.0 |
6,749.0 |
| S1 |
6,748.0 |
6,745.0 |
|