| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,785 |
16,905 |
120 |
0.7% |
16,966 |
| High |
16,844 |
16,905 |
61 |
0.4% |
16,985 |
| Low |
16,735 |
16,758 |
23 |
0.1% |
16,768 |
| Close |
16,836 |
16,764 |
-72 |
-0.4% |
16,801 |
| Range |
109 |
147 |
38 |
34.9% |
217 |
| ATR |
99 |
102 |
3 |
3.5% |
0 |
| Volume |
15 |
14 |
-1 |
-6.7% |
144 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,250 |
17,154 |
16,845 |
|
| R3 |
17,103 |
17,007 |
16,805 |
|
| R2 |
16,956 |
16,956 |
16,791 |
|
| R1 |
16,860 |
16,860 |
16,778 |
16,835 |
| PP |
16,809 |
16,809 |
16,809 |
16,796 |
| S1 |
16,713 |
16,713 |
16,751 |
16,688 |
| S2 |
16,662 |
16,662 |
16,737 |
|
| S3 |
16,515 |
16,566 |
16,724 |
|
| S4 |
16,368 |
16,419 |
16,683 |
|
|
| 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% |
106 |
0.6% |
12% |
False |
False |
24 |
| 10 |
16,987 |
16,735 |
252 |
1.5% |
103 |
0.6% |
12% |
False |
False |
23 |
| 20 |
16,987 |
16,655 |
332 |
2.0% |
96 |
0.6% |
33% |
False |
False |
18 |
| 40 |
16,987 |
16,526 |
461 |
2.7% |
74 |
0.4% |
52% |
False |
False |
14 |
| 60 |
16,987 |
16,181 |
806 |
4.8% |
62 |
0.4% |
72% |
False |
False |
10 |
| 80 |
16,987 |
15,825 |
1,162 |
6.9% |
56 |
0.3% |
81% |
False |
False |
8 |
| 100 |
16,987 |
15,784 |
1,203 |
7.2% |
48 |
0.3% |
81% |
False |
False |
7 |
| 120 |
16,987 |
15,320 |
1,667 |
9.9% |
44 |
0.3% |
87% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,530 |
|
2.618 |
17,290 |
|
1.618 |
17,143 |
|
1.000 |
17,052 |
|
0.618 |
16,996 |
|
HIGH |
16,905 |
|
0.618 |
16,849 |
|
0.500 |
16,832 |
|
0.382 |
16,814 |
|
LOW |
16,758 |
|
0.618 |
16,667 |
|
1.000 |
16,611 |
|
1.618 |
16,520 |
|
2.618 |
16,373 |
|
4.250 |
16,133 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,832 |
16,820 |
| PP |
16,809 |
16,801 |
| S1 |
16,787 |
16,783 |
|