| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,760.5 |
6,741.0 |
-19.5 |
-0.3% |
6,702.0 |
| High |
6,786.0 |
6,769.5 |
-16.5 |
-0.2% |
6,786.0 |
| Low |
6,734.5 |
6,713.5 |
-21.0 |
-0.3% |
6,666.5 |
| Close |
6,741.5 |
6,742.5 |
1.0 |
0.0% |
6,741.5 |
| Range |
51.5 |
56.0 |
4.5 |
8.7% |
119.5 |
| ATR |
59.4 |
59.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
75,575 |
84,570 |
8,995 |
11.9% |
383,822 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,910.0 |
6,882.0 |
6,773.5 |
|
| R3 |
6,854.0 |
6,826.0 |
6,758.0 |
|
| R2 |
6,798.0 |
6,798.0 |
6,753.0 |
|
| R1 |
6,770.0 |
6,770.0 |
6,747.5 |
6,784.0 |
| PP |
6,742.0 |
6,742.0 |
6,742.0 |
6,749.0 |
| S1 |
6,714.0 |
6,714.0 |
6,737.5 |
6,728.0 |
| S2 |
6,686.0 |
6,686.0 |
6,732.0 |
|
| S3 |
6,630.0 |
6,658.0 |
6,727.0 |
|
| S4 |
6,574.0 |
6,602.0 |
6,711.5 |
|
|
| 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 |
6,690.5 |
95.5 |
1.4% |
57.0 |
0.8% |
54% |
False |
False |
74,103 |
| 10 |
6,786.0 |
6,641.0 |
145.0 |
2.2% |
62.0 |
0.9% |
70% |
False |
False |
80,393 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
60.5 |
0.9% |
63% |
False |
False |
77,939 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
52.5 |
0.8% |
63% |
False |
False |
77,545 |
| 60 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
43.5 |
0.6% |
63% |
False |
False |
51,769 |
| 80 |
6,829.0 |
6,460.0 |
369.0 |
5.5% |
34.5 |
0.5% |
77% |
False |
False |
38,828 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
29.0 |
0.4% |
80% |
False |
False |
31,065 |
| 120 |
6,829.0 |
6,307.0 |
522.0 |
7.7% |
25.0 |
0.4% |
83% |
False |
False |
25,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,007.5 |
|
2.618 |
6,916.0 |
|
1.618 |
6,860.0 |
|
1.000 |
6,825.5 |
|
0.618 |
6,804.0 |
|
HIGH |
6,769.5 |
|
0.618 |
6,748.0 |
|
0.500 |
6,741.5 |
|
0.382 |
6,735.0 |
|
LOW |
6,713.5 |
|
0.618 |
6,679.0 |
|
1.000 |
6,657.5 |
|
1.618 |
6,623.0 |
|
2.618 |
6,567.0 |
|
4.250 |
6,475.5 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,742.0 |
6,750.0 |
| PP |
6,742.0 |
6,747.5 |
| S1 |
6,741.5 |
6,745.0 |
|