| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,900 |
16,785 |
-115 |
-0.7% |
16,966 |
| High |
16,900 |
16,844 |
-56 |
-0.3% |
16,985 |
| Low |
16,768 |
16,735 |
-33 |
-0.2% |
16,768 |
| Close |
16,801 |
16,836 |
35 |
0.2% |
16,801 |
| Range |
132 |
109 |
-23 |
-17.4% |
217 |
| ATR |
98 |
99 |
1 |
0.8% |
0 |
| Volume |
20 |
15 |
-5 |
-25.0% |
144 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,132 |
17,093 |
16,896 |
|
| R3 |
17,023 |
16,984 |
16,866 |
|
| R2 |
16,914 |
16,914 |
16,856 |
|
| R1 |
16,875 |
16,875 |
16,846 |
16,895 |
| PP |
16,805 |
16,805 |
16,805 |
16,815 |
| S1 |
16,766 |
16,766 |
16,826 |
16,786 |
| S2 |
16,696 |
16,696 |
16,816 |
|
| S3 |
16,587 |
16,657 |
16,806 |
|
| S4 |
16,478 |
16,548 |
16,776 |
|
|
| 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 |
16,735 |
250 |
1.5% |
83 |
0.5% |
40% |
False |
True |
26 |
| 10 |
16,987 |
16,735 |
252 |
1.5% |
100 |
0.6% |
40% |
False |
True |
24 |
| 20 |
16,987 |
16,651 |
336 |
2.0% |
91 |
0.5% |
55% |
False |
False |
17 |
| 40 |
16,987 |
16,526 |
461 |
2.7% |
71 |
0.4% |
67% |
False |
False |
13 |
| 60 |
16,987 |
16,181 |
806 |
4.8% |
60 |
0.4% |
81% |
False |
False |
10 |
| 80 |
16,987 |
15,825 |
1,162 |
6.9% |
55 |
0.3% |
87% |
False |
False |
8 |
| 100 |
16,987 |
15,784 |
1,203 |
7.1% |
47 |
0.3% |
87% |
False |
False |
7 |
| 120 |
16,987 |
15,159 |
1,828 |
10.9% |
43 |
0.3% |
92% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,307 |
|
2.618 |
17,129 |
|
1.618 |
17,020 |
|
1.000 |
16,953 |
|
0.618 |
16,911 |
|
HIGH |
16,844 |
|
0.618 |
16,802 |
|
0.500 |
16,790 |
|
0.382 |
16,777 |
|
LOW |
16,735 |
|
0.618 |
16,668 |
|
1.000 |
16,626 |
|
1.618 |
16,559 |
|
2.618 |
16,450 |
|
4.250 |
16,272 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,821 |
16,849 |
| PP |
16,805 |
16,845 |
| S1 |
16,790 |
16,840 |
|