| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,753.5 |
6,737.0 |
-16.5 |
-0.2% |
6,702.0 |
| High |
6,771.0 |
6,751.0 |
-20.0 |
-0.3% |
6,786.0 |
| Low |
6,710.5 |
6,649.5 |
-61.0 |
-0.9% |
6,666.5 |
| Close |
6,729.0 |
6,682.5 |
-46.5 |
-0.7% |
6,741.5 |
| Range |
60.5 |
101.5 |
41.0 |
67.8% |
119.5 |
| ATR |
58.9 |
61.9 |
3.0 |
5.2% |
0.0 |
| Volume |
132,644 |
135,300 |
2,656 |
2.0% |
383,822 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,999.0 |
6,942.0 |
6,738.5 |
|
| R3 |
6,897.5 |
6,840.5 |
6,710.5 |
|
| R2 |
6,796.0 |
6,796.0 |
6,701.0 |
|
| R1 |
6,739.0 |
6,739.0 |
6,692.0 |
6,717.0 |
| PP |
6,694.5 |
6,694.5 |
6,694.5 |
6,683.0 |
| S1 |
6,637.5 |
6,637.5 |
6,673.0 |
6,615.0 |
| S2 |
6,593.0 |
6,593.0 |
6,664.0 |
|
| S3 |
6,491.5 |
6,536.0 |
6,654.5 |
|
| S4 |
6,390.0 |
6,434.5 |
6,626.5 |
|
|
| 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 |
6,649.5 |
140.5 |
2.1% |
64.5 |
1.0% |
23% |
False |
True |
103,892 |
| 10 |
6,790.0 |
6,641.0 |
149.0 |
2.2% |
62.5 |
0.9% |
28% |
False |
False |
89,402 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
63.5 |
1.0% |
37% |
False |
False |
87,972 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
55.0 |
0.8% |
37% |
False |
False |
86,488 |
| 60 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
47.0 |
0.7% |
37% |
False |
False |
57,757 |
| 80 |
6,829.0 |
6,460.0 |
369.0 |
5.5% |
37.0 |
0.6% |
60% |
False |
False |
43,319 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
31.0 |
0.5% |
66% |
False |
False |
34,657 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
26.5 |
0.4% |
66% |
False |
False |
28,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,182.5 |
|
2.618 |
7,016.5 |
|
1.618 |
6,915.0 |
|
1.000 |
6,852.5 |
|
0.618 |
6,813.5 |
|
HIGH |
6,751.0 |
|
0.618 |
6,712.0 |
|
0.500 |
6,700.0 |
|
0.382 |
6,688.5 |
|
LOW |
6,649.5 |
|
0.618 |
6,587.0 |
|
1.000 |
6,548.0 |
|
1.618 |
6,485.5 |
|
2.618 |
6,384.0 |
|
4.250 |
6,218.0 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,700.0 |
6,720.0 |
| PP |
6,694.5 |
6,707.5 |
| S1 |
6,688.5 |
6,695.0 |
|