| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,955 |
16,943 |
-12 |
-0.1% |
16,820 |
| High |
16,985 |
16,963 |
-22 |
-0.1% |
16,987 |
| Low |
16,908 |
16,900 |
-8 |
0.0% |
16,820 |
| Close |
16,942 |
16,918 |
-24 |
-0.1% |
16,947 |
| Range |
77 |
63 |
-14 |
-18.2% |
167 |
| ATR |
96 |
94 |
-2 |
-2.5% |
0 |
| Volume |
19 |
56 |
37 |
194.7% |
100 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,116 |
17,080 |
16,953 |
|
| R3 |
17,053 |
17,017 |
16,935 |
|
| R2 |
16,990 |
16,990 |
16,930 |
|
| R1 |
16,954 |
16,954 |
16,924 |
16,941 |
| PP |
16,927 |
16,927 |
16,927 |
16,920 |
| S1 |
16,891 |
16,891 |
16,912 |
16,878 |
| S2 |
16,864 |
16,864 |
16,907 |
|
| S3 |
16,801 |
16,828 |
16,901 |
|
| S4 |
16,738 |
16,765 |
16,883 |
|
|
| 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% |
89 |
0.5% |
60% |
False |
False |
29 |
| 10 |
16,987 |
16,691 |
296 |
1.7% |
95 |
0.6% |
77% |
False |
False |
23 |
| 20 |
16,987 |
16,633 |
354 |
2.1% |
86 |
0.5% |
81% |
False |
False |
17 |
| 40 |
16,987 |
16,525 |
462 |
2.7% |
65 |
0.4% |
85% |
False |
False |
13 |
| 60 |
16,987 |
16,181 |
806 |
4.8% |
56 |
0.3% |
91% |
False |
False |
9 |
| 80 |
16,987 |
15,825 |
1,162 |
6.9% |
52 |
0.3% |
94% |
False |
False |
7 |
| 100 |
16,987 |
15,784 |
1,203 |
7.1% |
45 |
0.3% |
94% |
False |
False |
6 |
| 120 |
16,987 |
15,085 |
1,902 |
11.2% |
43 |
0.3% |
96% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,231 |
|
2.618 |
17,128 |
|
1.618 |
17,065 |
|
1.000 |
17,026 |
|
0.618 |
17,002 |
|
HIGH |
16,963 |
|
0.618 |
16,939 |
|
0.500 |
16,932 |
|
0.382 |
16,924 |
|
LOW |
16,900 |
|
0.618 |
16,861 |
|
1.000 |
16,837 |
|
1.618 |
16,798 |
|
2.618 |
16,735 |
|
4.250 |
16,632 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,932 |
16,943 |
| PP |
16,927 |
16,934 |
| S1 |
16,923 |
16,926 |
|