| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,320.6 |
1,329.9 |
9.3 |
0.7% |
1,317.9 |
| High |
1,334.6 |
1,347.5 |
12.9 |
1.0% |
1,335.7 |
| Low |
1,320.4 |
1,329.9 |
9.5 |
0.7% |
1,310.6 |
| Close |
1,325.8 |
1,340.6 |
14.8 |
1.1% |
1,321.6 |
| Range |
14.2 |
17.6 |
3.4 |
23.9% |
25.1 |
| ATR |
14.1 |
14.7 |
0.5 |
3.8% |
0.0 |
| Volume |
39,920 |
34,244 |
-5,676 |
-14.2% |
20,124 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,392.1 |
1,384.0 |
1,350.3 |
|
| R3 |
1,374.5 |
1,366.4 |
1,345.4 |
|
| R2 |
1,356.9 |
1,356.9 |
1,343.8 |
|
| R1 |
1,348.8 |
1,348.8 |
1,342.2 |
1,352.9 |
| PP |
1,339.3 |
1,339.3 |
1,339.3 |
1,341.4 |
| S1 |
1,331.2 |
1,331.2 |
1,339.0 |
1,335.3 |
| S2 |
1,321.7 |
1,321.7 |
1,337.4 |
|
| S3 |
1,304.1 |
1,313.6 |
1,335.8 |
|
| S4 |
1,286.5 |
1,296.0 |
1,330.9 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.9 |
1,384.9 |
1,335.4 |
|
| R3 |
1,372.8 |
1,359.8 |
1,328.5 |
|
| R2 |
1,347.7 |
1,347.7 |
1,326.2 |
|
| R1 |
1,334.7 |
1,334.7 |
1,323.9 |
1,341.2 |
| PP |
1,322.6 |
1,322.6 |
1,322.6 |
1,325.9 |
| S1 |
1,309.6 |
1,309.6 |
1,319.3 |
1,316.1 |
| S2 |
1,297.5 |
1,297.5 |
1,317.0 |
|
| S3 |
1,272.4 |
1,284.5 |
1,314.7 |
|
| S4 |
1,247.3 |
1,259.4 |
1,307.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,347.5 |
1,310.6 |
36.9 |
2.8% |
14.0 |
1.0% |
81% |
True |
False |
23,556 |
| 10 |
1,347.5 |
1,308.2 |
39.3 |
2.9% |
13.1 |
1.0% |
82% |
True |
False |
14,057 |
| 20 |
1,347.5 |
1,259.6 |
87.9 |
6.6% |
14.4 |
1.1% |
92% |
True |
False |
8,252 |
| 40 |
1,347.5 |
1,241.7 |
105.8 |
7.9% |
13.0 |
1.0% |
93% |
True |
False |
5,572 |
| 60 |
1,347.5 |
1,241.7 |
105.8 |
7.9% |
14.0 |
1.0% |
93% |
True |
False |
4,372 |
| 80 |
1,367.6 |
1,241.7 |
125.9 |
9.4% |
14.1 |
1.0% |
79% |
False |
False |
3,712 |
| 100 |
1,390.8 |
1,241.7 |
149.1 |
11.1% |
14.4 |
1.1% |
66% |
False |
False |
3,238 |
| 120 |
1,390.8 |
1,234.7 |
156.1 |
11.6% |
14.5 |
1.1% |
68% |
False |
False |
2,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,422.3 |
|
2.618 |
1,393.6 |
|
1.618 |
1,376.0 |
|
1.000 |
1,365.1 |
|
0.618 |
1,358.4 |
|
HIGH |
1,347.5 |
|
0.618 |
1,340.8 |
|
0.500 |
1,338.7 |
|
0.382 |
1,336.6 |
|
LOW |
1,329.9 |
|
0.618 |
1,319.0 |
|
1.000 |
1,312.3 |
|
1.618 |
1,301.4 |
|
2.618 |
1,283.8 |
|
4.250 |
1,255.1 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,340.0 |
1,337.6 |
| PP |
1,339.3 |
1,334.6 |
| S1 |
1,338.7 |
1,331.6 |
|