| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,329.9 |
1,338.4 |
8.5 |
0.6% |
1,322.0 |
| High |
1,347.5 |
1,341.4 |
-6.1 |
-0.5% |
1,347.5 |
| Low |
1,329.9 |
1,336.2 |
6.3 |
0.5% |
1,313.3 |
| Close |
1,340.6 |
1,338.9 |
-1.7 |
-0.1% |
1,338.9 |
| Range |
17.6 |
5.2 |
-12.4 |
-70.5% |
34.2 |
| ATR |
14.7 |
14.0 |
-0.7 |
-4.6% |
0.0 |
| Volume |
34,244 |
22,521 |
-11,723 |
-34.2% |
132,269 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,354.4 |
1,351.9 |
1,341.8 |
|
| R3 |
1,349.2 |
1,346.7 |
1,340.3 |
|
| R2 |
1,344.0 |
1,344.0 |
1,339.9 |
|
| R1 |
1,341.5 |
1,341.5 |
1,339.4 |
1,342.8 |
| PP |
1,338.8 |
1,338.8 |
1,338.8 |
1,339.5 |
| S1 |
1,336.3 |
1,336.3 |
1,338.4 |
1,337.6 |
| S2 |
1,333.6 |
1,333.6 |
1,337.9 |
|
| S3 |
1,328.4 |
1,331.1 |
1,337.5 |
|
| S4 |
1,323.2 |
1,325.9 |
1,336.0 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,435.8 |
1,421.6 |
1,357.7 |
|
| R3 |
1,401.6 |
1,387.4 |
1,348.3 |
|
| R2 |
1,367.4 |
1,367.4 |
1,345.2 |
|
| R1 |
1,353.2 |
1,353.2 |
1,342.0 |
1,360.3 |
| PP |
1,333.2 |
1,333.2 |
1,333.2 |
1,336.8 |
| S1 |
1,319.0 |
1,319.0 |
1,335.8 |
1,326.1 |
| S2 |
1,299.0 |
1,299.0 |
1,332.6 |
|
| S3 |
1,264.8 |
1,284.8 |
1,329.5 |
|
| S4 |
1,230.6 |
1,250.6 |
1,320.1 |
|
|
| 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 |
1,313.3 |
34.2 |
2.6% |
11.4 |
0.9% |
75% |
False |
False |
26,453 |
| 10 |
1,347.5 |
1,310.6 |
36.9 |
2.8% |
12.3 |
0.9% |
77% |
False |
False |
15,585 |
| 20 |
1,347.5 |
1,259.6 |
87.9 |
6.6% |
14.0 |
1.0% |
90% |
False |
False |
9,257 |
| 40 |
1,347.5 |
1,241.7 |
105.8 |
7.9% |
12.8 |
1.0% |
92% |
False |
False |
6,079 |
| 60 |
1,347.5 |
1,241.7 |
105.8 |
7.9% |
13.5 |
1.0% |
92% |
False |
False |
4,735 |
| 80 |
1,361.3 |
1,241.7 |
119.6 |
8.9% |
14.0 |
1.0% |
81% |
False |
False |
3,973 |
| 100 |
1,390.8 |
1,241.7 |
149.1 |
11.1% |
14.3 |
1.1% |
65% |
False |
False |
3,454 |
| 120 |
1,390.8 |
1,234.7 |
156.1 |
11.7% |
14.5 |
1.1% |
67% |
False |
False |
3,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,363.5 |
|
2.618 |
1,355.0 |
|
1.618 |
1,349.8 |
|
1.000 |
1,346.6 |
|
0.618 |
1,344.6 |
|
HIGH |
1,341.4 |
|
0.618 |
1,339.4 |
|
0.500 |
1,338.8 |
|
0.382 |
1,338.2 |
|
LOW |
1,336.2 |
|
0.618 |
1,333.0 |
|
1.000 |
1,331.0 |
|
1.618 |
1,327.8 |
|
2.618 |
1,322.6 |
|
4.250 |
1,314.1 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,338.9 |
1,337.3 |
| PP |
1,338.8 |
1,335.6 |
| S1 |
1,338.8 |
1,334.0 |
|