| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,810 |
16,660 |
-150 |
-0.9% |
16,966 |
| High |
16,810 |
16,660 |
-150 |
-0.9% |
16,985 |
| Low |
16,691 |
16,410 |
-281 |
-1.7% |
16,768 |
| Close |
16,737 |
16,410 |
-327 |
-2.0% |
16,801 |
| Range |
119 |
250 |
131 |
110.1% |
217 |
| ATR |
103 |
119 |
16 |
15.5% |
0 |
| Volume |
9 |
40 |
31 |
344.4% |
144 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,243 |
17,077 |
16,548 |
|
| R3 |
16,993 |
16,827 |
16,479 |
|
| R2 |
16,743 |
16,743 |
16,456 |
|
| R1 |
16,577 |
16,577 |
16,433 |
16,535 |
| PP |
16,493 |
16,493 |
16,493 |
16,473 |
| S1 |
16,327 |
16,327 |
16,387 |
16,285 |
| S2 |
16,243 |
16,243 |
16,364 |
|
| S3 |
15,993 |
16,077 |
16,341 |
|
| S4 |
15,743 |
15,827 |
16,273 |
|
|
| 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 |
16,905 |
16,410 |
495 |
3.0% |
152 |
0.9% |
0% |
False |
True |
19 |
| 10 |
16,985 |
16,410 |
575 |
3.5% |
120 |
0.7% |
0% |
False |
True |
24 |
| 20 |
16,987 |
16,410 |
577 |
3.5% |
103 |
0.6% |
0% |
False |
True |
18 |
| 40 |
16,987 |
16,410 |
577 |
3.5% |
82 |
0.5% |
0% |
False |
True |
15 |
| 60 |
16,987 |
16,181 |
806 |
4.9% |
66 |
0.4% |
28% |
False |
False |
10 |
| 80 |
16,987 |
15,825 |
1,162 |
7.1% |
58 |
0.4% |
50% |
False |
False |
8 |
| 100 |
16,987 |
15,784 |
1,203 |
7.3% |
52 |
0.3% |
52% |
False |
False |
7 |
| 120 |
16,987 |
15,532 |
1,455 |
8.9% |
45 |
0.3% |
60% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,723 |
|
2.618 |
17,315 |
|
1.618 |
17,065 |
|
1.000 |
16,910 |
|
0.618 |
16,815 |
|
HIGH |
16,660 |
|
0.618 |
16,565 |
|
0.500 |
16,535 |
|
0.382 |
16,506 |
|
LOW |
16,410 |
|
0.618 |
16,256 |
|
1.000 |
16,160 |
|
1.618 |
16,006 |
|
2.618 |
15,756 |
|
4.250 |
15,348 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,535 |
16,658 |
| PP |
16,493 |
16,575 |
| S1 |
16,452 |
16,493 |
|