| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,943 |
16,900 |
-43 |
-0.3% |
16,966 |
| High |
16,963 |
16,900 |
-63 |
-0.4% |
16,985 |
| Low |
16,900 |
16,768 |
-132 |
-0.8% |
16,768 |
| Close |
16,918 |
16,801 |
-117 |
-0.7% |
16,801 |
| Range |
63 |
132 |
69 |
109.5% |
217 |
| ATR |
94 |
98 |
4 |
4.3% |
0 |
| Volume |
56 |
20 |
-36 |
-64.3% |
144 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,219 |
17,142 |
16,874 |
|
| R3 |
17,087 |
17,010 |
16,837 |
|
| R2 |
16,955 |
16,955 |
16,825 |
|
| R1 |
16,878 |
16,878 |
16,813 |
16,851 |
| PP |
16,823 |
16,823 |
16,823 |
16,809 |
| S1 |
16,746 |
16,746 |
16,789 |
16,719 |
| S2 |
16,691 |
16,691 |
16,777 |
|
| S3 |
16,559 |
16,614 |
16,765 |
|
| S4 |
16,427 |
16,482 |
16,729 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,502 |
17,369 |
16,920 |
|
| R3 |
17,285 |
17,152 |
16,861 |
|
| R2 |
17,068 |
17,068 |
16,841 |
|
| R1 |
16,935 |
16,935 |
16,821 |
16,893 |
| PP |
16,851 |
16,851 |
16,851 |
16,831 |
| S1 |
16,718 |
16,718 |
16,781 |
16,676 |
| S2 |
16,634 |
16,634 |
16,761 |
|
| S3 |
16,417 |
16,501 |
16,741 |
|
| S4 |
16,200 |
16,284 |
16,682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,985 |
16,768 |
217 |
1.3% |
91 |
0.5% |
15% |
False |
True |
28 |
| 10 |
16,987 |
16,768 |
219 |
1.3% |
98 |
0.6% |
15% |
False |
True |
24 |
| 20 |
16,987 |
16,639 |
348 |
2.1% |
89 |
0.5% |
47% |
False |
False |
17 |
| 40 |
16,987 |
16,526 |
461 |
2.7% |
68 |
0.4% |
60% |
False |
False |
13 |
| 60 |
16,987 |
16,181 |
806 |
4.8% |
58 |
0.3% |
77% |
False |
False |
9 |
| 80 |
16,987 |
15,825 |
1,162 |
6.9% |
53 |
0.3% |
84% |
False |
False |
8 |
| 100 |
16,987 |
15,784 |
1,203 |
7.2% |
46 |
0.3% |
85% |
False |
False |
6 |
| 120 |
16,987 |
15,130 |
1,857 |
11.1% |
42 |
0.2% |
90% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,461 |
|
2.618 |
17,246 |
|
1.618 |
17,114 |
|
1.000 |
17,032 |
|
0.618 |
16,982 |
|
HIGH |
16,900 |
|
0.618 |
16,850 |
|
0.500 |
16,834 |
|
0.382 |
16,819 |
|
LOW |
16,768 |
|
0.618 |
16,687 |
|
1.000 |
16,636 |
|
1.618 |
16,555 |
|
2.618 |
16,423 |
|
4.250 |
16,207 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,834 |
16,877 |
| PP |
16,823 |
16,851 |
| S1 |
16,812 |
16,826 |
|