| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,321.0 |
1,324.0 |
3.0 |
0.2% |
1,316.6 |
| High |
1,326.7 |
1,333.8 |
7.1 |
0.5% |
1,333.6 |
| Low |
1,316.6 |
1,324.0 |
7.4 |
0.6% |
1,313.0 |
| Close |
1,318.3 |
1,326.3 |
8.0 |
0.6% |
1,322.2 |
| Range |
10.1 |
9.8 |
-0.3 |
-3.0% |
20.6 |
| ATR |
11.0 |
11.3 |
0.3 |
2.9% |
0.0 |
| Volume |
218 |
1,584 |
1,366 |
626.6% |
1,514 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,357.4 |
1,351.7 |
1,331.7 |
|
| R3 |
1,347.6 |
1,341.9 |
1,329.0 |
|
| R2 |
1,337.8 |
1,337.8 |
1,328.1 |
|
| R1 |
1,332.1 |
1,332.1 |
1,327.2 |
1,335.0 |
| PP |
1,328.0 |
1,328.0 |
1,328.0 |
1,329.5 |
| S1 |
1,322.3 |
1,322.3 |
1,325.4 |
1,325.2 |
| S2 |
1,318.2 |
1,318.2 |
1,324.5 |
|
| S3 |
1,308.4 |
1,312.5 |
1,323.6 |
|
| S4 |
1,298.6 |
1,302.7 |
1,320.9 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,384.7 |
1,374.1 |
1,333.5 |
|
| R3 |
1,364.1 |
1,353.5 |
1,327.9 |
|
| R2 |
1,343.5 |
1,343.5 |
1,326.0 |
|
| R1 |
1,332.9 |
1,332.9 |
1,324.1 |
1,338.2 |
| PP |
1,322.9 |
1,322.9 |
1,322.9 |
1,325.6 |
| S1 |
1,312.3 |
1,312.3 |
1,320.3 |
1,317.6 |
| S2 |
1,302.3 |
1,302.3 |
1,318.4 |
|
| S3 |
1,281.7 |
1,291.7 |
1,316.5 |
|
| S4 |
1,261.1 |
1,271.1 |
1,310.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,333.8 |
1,314.1 |
19.7 |
1.5% |
9.6 |
0.7% |
62% |
True |
False |
1,009 |
| 10 |
1,333.8 |
1,308.9 |
24.9 |
1.9% |
10.0 |
0.8% |
70% |
True |
False |
647 |
| 20 |
1,333.8 |
1,260.0 |
73.8 |
5.6% |
10.7 |
0.8% |
90% |
True |
False |
462 |
| 40 |
1,333.8 |
1,243.9 |
89.9 |
6.8% |
7.5 |
0.6% |
92% |
True |
False |
370 |
| 60 |
1,333.8 |
1,243.9 |
89.9 |
6.8% |
7.0 |
0.5% |
92% |
True |
False |
263 |
| 80 |
1,375.2 |
1,243.9 |
131.3 |
9.9% |
6.5 |
0.5% |
63% |
False |
False |
233 |
| 100 |
1,389.1 |
1,243.9 |
145.2 |
10.9% |
6.4 |
0.5% |
57% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,375.5 |
|
2.618 |
1,359.5 |
|
1.618 |
1,349.7 |
|
1.000 |
1,343.6 |
|
0.618 |
1,339.9 |
|
HIGH |
1,333.8 |
|
0.618 |
1,330.1 |
|
0.500 |
1,328.9 |
|
0.382 |
1,327.7 |
|
LOW |
1,324.0 |
|
0.618 |
1,317.9 |
|
1.000 |
1,314.2 |
|
1.618 |
1,308.1 |
|
2.618 |
1,298.3 |
|
4.250 |
1,282.4 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,328.9 |
1,325.8 |
| PP |
1,328.0 |
1,325.2 |
| S1 |
1,327.2 |
1,324.7 |
|