| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,755.5 |
6,753.5 |
-2.0 |
0.0% |
6,702.0 |
| High |
6,790.0 |
6,771.0 |
-19.0 |
-0.3% |
6,786.0 |
| Low |
6,736.5 |
6,710.5 |
-26.0 |
-0.4% |
6,666.5 |
| Close |
6,763.0 |
6,729.0 |
-34.0 |
-0.5% |
6,741.5 |
| Range |
53.5 |
60.5 |
7.0 |
13.1% |
119.5 |
| ATR |
58.8 |
58.9 |
0.1 |
0.2% |
0.0 |
| Volume |
91,374 |
132,644 |
41,270 |
45.2% |
383,822 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,918.5 |
6,884.0 |
6,762.5 |
|
| R3 |
6,858.0 |
6,823.5 |
6,745.5 |
|
| R2 |
6,797.5 |
6,797.5 |
6,740.0 |
|
| R1 |
6,763.0 |
6,763.0 |
6,734.5 |
6,750.0 |
| PP |
6,737.0 |
6,737.0 |
6,737.0 |
6,730.0 |
| S1 |
6,702.5 |
6,702.5 |
6,723.5 |
6,689.5 |
| S2 |
6,676.5 |
6,676.5 |
6,718.0 |
|
| S3 |
6,616.0 |
6,642.0 |
6,712.5 |
|
| S4 |
6,555.5 |
6,581.5 |
6,695.5 |
|
|
| 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 |
6,710.5 |
79.5 |
1.2% |
56.5 |
0.8% |
23% |
False |
True |
90,891 |
| 10 |
6,790.0 |
6,641.0 |
149.0 |
2.2% |
59.5 |
0.9% |
59% |
False |
False |
85,095 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
61.0 |
0.9% |
57% |
False |
False |
82,559 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
53.5 |
0.8% |
57% |
False |
False |
83,127 |
| 60 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
45.5 |
0.7% |
57% |
False |
False |
55,502 |
| 80 |
6,829.0 |
6,460.0 |
369.0 |
5.5% |
36.0 |
0.5% |
73% |
False |
False |
41,628 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
30.0 |
0.4% |
77% |
False |
False |
33,304 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
25.5 |
0.4% |
77% |
False |
False |
27,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,028.0 |
|
2.618 |
6,929.5 |
|
1.618 |
6,869.0 |
|
1.000 |
6,831.5 |
|
0.618 |
6,808.5 |
|
HIGH |
6,771.0 |
|
0.618 |
6,748.0 |
|
0.500 |
6,741.0 |
|
0.382 |
6,733.5 |
|
LOW |
6,710.5 |
|
0.618 |
6,673.0 |
|
1.000 |
6,650.0 |
|
1.618 |
6,612.5 |
|
2.618 |
6,552.0 |
|
4.250 |
6,453.5 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,741.0 |
6,750.0 |
| PP |
6,737.0 |
6,743.0 |
| S1 |
6,733.0 |
6,736.0 |
|