| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,938 |
16,955 |
17 |
0.1% |
16,820 |
| High |
16,973 |
16,985 |
12 |
0.1% |
16,987 |
| Low |
16,938 |
16,908 |
-30 |
-0.2% |
16,820 |
| Close |
16,950 |
16,942 |
-8 |
0.0% |
16,947 |
| Range |
35 |
77 |
42 |
120.0% |
167 |
| ATR |
98 |
96 |
-1 |
-1.5% |
0 |
| Volume |
24 |
19 |
-5 |
-20.8% |
100 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,176 |
17,136 |
16,984 |
|
| R3 |
17,099 |
17,059 |
16,963 |
|
| R2 |
17,022 |
17,022 |
16,956 |
|
| R1 |
16,982 |
16,982 |
16,949 |
16,964 |
| PP |
16,945 |
16,945 |
16,945 |
16,936 |
| S1 |
16,905 |
16,905 |
16,935 |
16,887 |
| S2 |
16,868 |
16,868 |
16,928 |
|
| S3 |
16,791 |
16,828 |
16,921 |
|
| S4 |
16,714 |
16,751 |
16,900 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,419 |
17,350 |
17,039 |
|
| R3 |
17,252 |
17,183 |
16,993 |
|
| R2 |
17,085 |
17,085 |
16,978 |
|
| R1 |
17,016 |
17,016 |
16,962 |
17,051 |
| PP |
16,918 |
16,918 |
16,918 |
16,935 |
| S1 |
16,849 |
16,849 |
16,932 |
16,884 |
| S2 |
16,751 |
16,751 |
16,917 |
|
| S3 |
16,584 |
16,682 |
16,901 |
|
| S4 |
16,417 |
16,515 |
16,855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,985 |
16,817 |
168 |
1.0% |
105 |
0.6% |
74% |
True |
False |
21 |
| 10 |
16,987 |
16,658 |
329 |
1.9% |
99 |
0.6% |
86% |
False |
False |
18 |
| 20 |
16,987 |
16,612 |
375 |
2.2% |
87 |
0.5% |
88% |
False |
False |
14 |
| 40 |
16,987 |
16,473 |
514 |
3.0% |
63 |
0.4% |
91% |
False |
False |
11 |
| 60 |
16,987 |
16,181 |
806 |
4.8% |
56 |
0.3% |
94% |
False |
False |
8 |
| 80 |
16,987 |
15,825 |
1,162 |
6.9% |
51 |
0.3% |
96% |
False |
False |
7 |
| 100 |
16,987 |
15,784 |
1,203 |
7.1% |
44 |
0.3% |
96% |
False |
False |
6 |
| 120 |
16,987 |
15,085 |
1,902 |
11.2% |
43 |
0.3% |
98% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,312 |
|
2.618 |
17,187 |
|
1.618 |
17,110 |
|
1.000 |
17,062 |
|
0.618 |
17,033 |
|
HIGH |
16,985 |
|
0.618 |
16,956 |
|
0.500 |
16,947 |
|
0.382 |
16,938 |
|
LOW |
16,908 |
|
0.618 |
16,861 |
|
1.000 |
16,831 |
|
1.618 |
16,784 |
|
2.618 |
16,707 |
|
4.250 |
16,581 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,947 |
16,928 |
| PP |
16,945 |
16,915 |
| S1 |
16,944 |
16,901 |
|