| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,980.35 |
16,918.31 |
-62.04 |
-0.4% |
17,063.83 |
| High |
16,980.35 |
16,949.46 |
-30.89 |
-0.2% |
17,063.83 |
| Low |
16,805.38 |
16,860.30 |
54.92 |
0.3% |
16,805.38 |
| Close |
16,915.07 |
16,943.81 |
28.74 |
0.2% |
16,943.81 |
| Range |
174.97 |
89.16 |
-85.81 |
-49.0% |
258.45 |
| ATR |
104.82 |
103.70 |
-1.12 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,185.34 |
17,153.73 |
16,992.85 |
|
| R3 |
17,096.18 |
17,064.57 |
16,968.33 |
|
| R2 |
17,007.02 |
17,007.02 |
16,960.16 |
|
| R1 |
16,975.41 |
16,975.41 |
16,951.98 |
16,991.22 |
| PP |
16,917.86 |
16,917.86 |
16,917.86 |
16,925.76 |
| S1 |
16,886.25 |
16,886.25 |
16,935.64 |
16,902.06 |
| S2 |
16,828.70 |
16,828.70 |
16,927.46 |
|
| S3 |
16,739.54 |
16,797.09 |
16,919.29 |
|
| S4 |
16,650.38 |
16,707.93 |
16,894.77 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,713.02 |
17,586.87 |
17,085.96 |
|
| R3 |
17,454.57 |
17,328.42 |
17,014.88 |
|
| R2 |
17,196.12 |
17,196.12 |
16,991.19 |
|
| R1 |
17,069.97 |
17,069.97 |
16,967.50 |
17,003.82 |
| PP |
16,937.67 |
16,937.67 |
16,937.67 |
16,904.60 |
| S1 |
16,811.52 |
16,811.52 |
16,920.12 |
16,745.37 |
| S2 |
16,679.22 |
16,679.22 |
16,896.43 |
|
| S3 |
16,420.77 |
16,553.07 |
16,872.74 |
|
| S4 |
16,162.32 |
16,294.62 |
16,801.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,063.83 |
16,805.38 |
258.45 |
1.5% |
113.59 |
0.7% |
54% |
False |
False |
|
| 10 |
17,074.65 |
16,773.84 |
300.81 |
1.8% |
102.89 |
0.6% |
57% |
False |
False |
|
| 20 |
17,074.65 |
16,718.60 |
356.05 |
2.1% |
98.97 |
0.6% |
63% |
False |
False |
|
| 40 |
17,074.65 |
16,341.30 |
733.35 |
4.3% |
97.98 |
0.6% |
82% |
False |
False |
|
| 60 |
17,074.65 |
16,266.23 |
808.42 |
4.8% |
103.33 |
0.6% |
84% |
False |
False |
|
| 80 |
17,074.65 |
16,015.32 |
1,059.33 |
6.3% |
118.79 |
0.7% |
88% |
False |
False |
|
| 100 |
17,074.65 |
16,006.59 |
1,068.06 |
6.3% |
125.26 |
0.7% |
88% |
False |
False |
|
| 120 |
17,074.65 |
15,340.69 |
1,733.96 |
10.2% |
134.14 |
0.8% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,328.39 |
|
2.618 |
17,182.88 |
|
1.618 |
17,093.72 |
|
1.000 |
17,038.62 |
|
0.618 |
17,004.56 |
|
HIGH |
16,949.46 |
|
0.618 |
16,915.40 |
|
0.500 |
16,904.88 |
|
0.382 |
16,894.36 |
|
LOW |
16,860.30 |
|
0.618 |
16,805.20 |
|
1.000 |
16,771.14 |
|
1.618 |
16,716.04 |
|
2.618 |
16,626.88 |
|
4.250 |
16,481.37 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,930.83 |
16,929.93 |
| PP |
16,917.86 |
16,916.05 |
| S1 |
16,904.88 |
16,902.17 |
|