| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,962.25 |
1,953.25 |
-9.00 |
-0.5% |
1,943.50 |
| High |
1,962.25 |
1,960.25 |
-2.00 |
-0.1% |
1,970.00 |
| Low |
1,945.00 |
1,950.75 |
5.75 |
0.3% |
1,940.25 |
| Close |
1,952.50 |
1,959.25 |
6.75 |
0.3% |
1,969.75 |
| Range |
17.25 |
9.50 |
-7.75 |
-44.9% |
29.75 |
| ATR |
12.60 |
12.38 |
-0.22 |
-1.8% |
0.00 |
| Volume |
2,633 |
2,271 |
-362 |
-13.7% |
7,312 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,985.25 |
1,981.75 |
1,964.50 |
|
| R3 |
1,975.75 |
1,972.25 |
1,961.75 |
|
| R2 |
1,966.25 |
1,966.25 |
1,961.00 |
|
| R1 |
1,962.75 |
1,962.75 |
1,960.00 |
1,964.50 |
| PP |
1,956.75 |
1,956.75 |
1,956.75 |
1,957.50 |
| S1 |
1,953.25 |
1,953.25 |
1,958.50 |
1,955.00 |
| S2 |
1,947.25 |
1,947.25 |
1,957.50 |
|
| S3 |
1,937.75 |
1,943.75 |
1,956.75 |
|
| S4 |
1,928.25 |
1,934.25 |
1,954.00 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.25 |
2,039.25 |
1,986.00 |
|
| R3 |
2,019.50 |
2,009.50 |
1,978.00 |
|
| R2 |
1,989.75 |
1,989.75 |
1,975.25 |
|
| R1 |
1,979.75 |
1,979.75 |
1,972.50 |
1,984.75 |
| PP |
1,960.00 |
1,960.00 |
1,960.00 |
1,962.50 |
| S1 |
1,950.00 |
1,950.00 |
1,967.00 |
1,955.00 |
| S2 |
1,930.25 |
1,930.25 |
1,964.25 |
|
| S3 |
1,900.50 |
1,920.25 |
1,961.50 |
|
| S4 |
1,870.75 |
1,890.50 |
1,953.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,970.00 |
1,945.00 |
25.00 |
1.3% |
10.75 |
0.5% |
57% |
False |
False |
1,898 |
| 10 |
1,970.00 |
1,928.25 |
41.75 |
2.1% |
12.25 |
0.6% |
74% |
False |
False |
2,001 |
| 20 |
1,970.00 |
1,911.25 |
58.75 |
3.0% |
12.50 |
0.6% |
82% |
False |
False |
1,419 |
| 40 |
1,970.00 |
1,846.00 |
124.00 |
6.3% |
12.00 |
0.6% |
91% |
False |
False |
841 |
| 60 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
13.00 |
0.7% |
94% |
False |
False |
605 |
| 80 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
14.00 |
0.7% |
94% |
False |
False |
484 |
| 100 |
1,970.00 |
1,790.00 |
180.00 |
9.2% |
12.75 |
0.6% |
94% |
False |
False |
392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,000.50 |
|
2.618 |
1,985.00 |
|
1.618 |
1,975.50 |
|
1.000 |
1,969.75 |
|
0.618 |
1,966.00 |
|
HIGH |
1,960.25 |
|
0.618 |
1,956.50 |
|
0.500 |
1,955.50 |
|
0.382 |
1,954.50 |
|
LOW |
1,950.75 |
|
0.618 |
1,945.00 |
|
1.000 |
1,941.25 |
|
1.618 |
1,935.50 |
|
2.618 |
1,926.00 |
|
4.250 |
1,910.50 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,958.00 |
1,958.50 |
| PP |
1,956.75 |
1,957.75 |
| S1 |
1,955.50 |
1,957.00 |
|