| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,741.0 |
6,755.5 |
14.5 |
0.2% |
6,702.0 |
| High |
6,769.5 |
6,790.0 |
20.5 |
0.3% |
6,786.0 |
| Low |
6,713.5 |
6,736.5 |
23.0 |
0.3% |
6,666.5 |
| Close |
6,742.5 |
6,763.0 |
20.5 |
0.3% |
6,741.5 |
| Range |
56.0 |
53.5 |
-2.5 |
-4.5% |
119.5 |
| ATR |
59.2 |
58.8 |
-0.4 |
-0.7% |
0.0 |
| Volume |
84,570 |
91,374 |
6,804 |
8.0% |
383,822 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,923.5 |
6,897.0 |
6,792.5 |
|
| R3 |
6,870.0 |
6,843.5 |
6,777.5 |
|
| R2 |
6,816.5 |
6,816.5 |
6,773.0 |
|
| R1 |
6,790.0 |
6,790.0 |
6,768.0 |
6,803.0 |
| PP |
6,763.0 |
6,763.0 |
6,763.0 |
6,770.0 |
| S1 |
6,736.5 |
6,736.5 |
6,758.0 |
6,750.0 |
| S2 |
6,709.5 |
6,709.5 |
6,753.0 |
|
| S3 |
6,656.0 |
6,683.0 |
6,748.5 |
|
| S4 |
6,602.5 |
6,629.5 |
6,733.5 |
|
|
| 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 |
6,790.0 |
6,713.5 |
76.5 |
1.1% |
55.0 |
0.8% |
65% |
True |
False |
78,640 |
| 10 |
6,790.0 |
6,641.0 |
149.0 |
2.2% |
61.0 |
0.9% |
82% |
True |
False |
81,429 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
60.0 |
0.9% |
72% |
False |
False |
79,348 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
53.0 |
0.8% |
72% |
False |
False |
79,824 |
| 60 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
44.5 |
0.7% |
72% |
False |
False |
53,292 |
| 80 |
6,829.0 |
6,460.0 |
369.0 |
5.5% |
35.0 |
0.5% |
82% |
False |
False |
39,970 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
29.5 |
0.4% |
85% |
False |
False |
31,979 |
| 120 |
6,829.0 |
6,357.5 |
471.5 |
7.0% |
25.0 |
0.4% |
86% |
False |
False |
26,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,017.5 |
|
2.618 |
6,930.0 |
|
1.618 |
6,876.5 |
|
1.000 |
6,843.5 |
|
0.618 |
6,823.0 |
|
HIGH |
6,790.0 |
|
0.618 |
6,769.5 |
|
0.500 |
6,763.0 |
|
0.382 |
6,757.0 |
|
LOW |
6,736.5 |
|
0.618 |
6,703.5 |
|
1.000 |
6,683.0 |
|
1.618 |
6,650.0 |
|
2.618 |
6,596.5 |
|
4.250 |
6,509.0 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,763.0 |
6,759.0 |
| PP |
6,763.0 |
6,755.5 |
| S1 |
6,763.0 |
6,752.0 |
|