| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,905 |
16,810 |
-95 |
-0.6% |
16,966 |
| High |
16,905 |
16,810 |
-95 |
-0.6% |
16,985 |
| Low |
16,758 |
16,691 |
-67 |
-0.4% |
16,768 |
| Close |
16,764 |
16,737 |
-27 |
-0.2% |
16,801 |
| Range |
147 |
119 |
-28 |
-19.0% |
217 |
| ATR |
102 |
103 |
1 |
1.2% |
0 |
| Volume |
14 |
9 |
-5 |
-35.7% |
144 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,103 |
17,039 |
16,803 |
|
| R3 |
16,984 |
16,920 |
16,770 |
|
| R2 |
16,865 |
16,865 |
16,759 |
|
| R1 |
16,801 |
16,801 |
16,748 |
16,774 |
| PP |
16,746 |
16,746 |
16,746 |
16,732 |
| S1 |
16,682 |
16,682 |
16,726 |
16,655 |
| S2 |
16,627 |
16,627 |
16,715 |
|
| S3 |
16,508 |
16,563 |
16,704 |
|
| S4 |
16,389 |
16,444 |
16,672 |
|
|
| 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 |
16,963 |
16,691 |
272 |
1.6% |
114 |
0.7% |
17% |
False |
True |
22 |
| 10 |
16,985 |
16,691 |
294 |
1.8% |
109 |
0.7% |
16% |
False |
True |
22 |
| 20 |
16,987 |
16,658 |
329 |
2.0% |
93 |
0.6% |
24% |
False |
False |
18 |
| 40 |
16,987 |
16,526 |
461 |
2.8% |
77 |
0.5% |
46% |
False |
False |
14 |
| 60 |
16,987 |
16,181 |
806 |
4.8% |
62 |
0.4% |
69% |
False |
False |
10 |
| 80 |
16,987 |
15,825 |
1,162 |
6.9% |
56 |
0.3% |
78% |
False |
False |
8 |
| 100 |
16,987 |
15,784 |
1,203 |
7.2% |
49 |
0.3% |
79% |
False |
False |
7 |
| 120 |
16,987 |
15,320 |
1,667 |
10.0% |
45 |
0.3% |
85% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,316 |
|
2.618 |
17,122 |
|
1.618 |
17,003 |
|
1.000 |
16,929 |
|
0.618 |
16,884 |
|
HIGH |
16,810 |
|
0.618 |
16,765 |
|
0.500 |
16,751 |
|
0.382 |
16,737 |
|
LOW |
16,691 |
|
0.618 |
16,618 |
|
1.000 |
16,572 |
|
1.618 |
16,499 |
|
2.618 |
16,380 |
|
4.250 |
16,185 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,751 |
16,798 |
| PP |
16,746 |
16,778 |
| S1 |
16,742 |
16,757 |
|