| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,950.93 |
17,055.03 |
104.10 |
0.6% |
17,063.83 |
| High |
17,088.43 |
17,120.34 |
31.91 |
0.2% |
17,063.83 |
| Low |
16,950.93 |
17,006.39 |
55.46 |
0.3% |
16,805.38 |
| Close |
17,055.42 |
17,060.68 |
5.26 |
0.0% |
16,943.81 |
| Range |
137.50 |
113.95 |
-23.55 |
-17.1% |
258.45 |
| ATR |
106.63 |
107.15 |
0.52 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,404.32 |
17,346.45 |
17,123.35 |
|
| R3 |
17,290.37 |
17,232.50 |
17,092.02 |
|
| R2 |
17,176.42 |
17,176.42 |
17,081.57 |
|
| R1 |
17,118.55 |
17,118.55 |
17,071.13 |
17,147.49 |
| PP |
17,062.47 |
17,062.47 |
17,062.47 |
17,076.94 |
| S1 |
17,004.60 |
17,004.60 |
17,050.23 |
17,033.54 |
| S2 |
16,948.52 |
16,948.52 |
17,039.79 |
|
| S3 |
16,834.57 |
16,890.65 |
17,029.34 |
|
| S4 |
16,720.62 |
16,776.70 |
16,998.01 |
|
|
| 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 |
17,120.34 |
16,805.38 |
314.96 |
1.8% |
120.14 |
0.7% |
81% |
True |
False |
|
| 10 |
17,120.34 |
16,805.38 |
314.96 |
1.8% |
112.21 |
0.7% |
81% |
True |
False |
|
| 20 |
17,120.34 |
16,732.91 |
387.43 |
2.3% |
104.11 |
0.6% |
85% |
True |
False |
|
| 40 |
17,120.34 |
16,341.30 |
779.04 |
4.6% |
96.52 |
0.6% |
92% |
True |
False |
|
| 60 |
17,120.34 |
16,312.66 |
807.68 |
4.7% |
103.33 |
0.6% |
93% |
True |
False |
|
| 80 |
17,120.34 |
16,015.32 |
1,105.02 |
6.5% |
116.55 |
0.7% |
95% |
True |
False |
|
| 100 |
17,120.34 |
16,015.32 |
1,105.02 |
6.5% |
124.29 |
0.7% |
95% |
True |
False |
|
| 120 |
17,120.34 |
15,340.69 |
1,779.65 |
10.4% |
133.53 |
0.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,604.63 |
|
2.618 |
17,418.66 |
|
1.618 |
17,304.71 |
|
1.000 |
17,234.29 |
|
0.618 |
17,190.76 |
|
HIGH |
17,120.34 |
|
0.618 |
17,076.81 |
|
0.500 |
17,063.37 |
|
0.382 |
17,049.92 |
|
LOW |
17,006.39 |
|
0.618 |
16,935.97 |
|
1.000 |
16,892.44 |
|
1.618 |
16,822.02 |
|
2.618 |
16,708.07 |
|
4.250 |
16,522.10 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,063.37 |
17,037.23 |
| PP |
17,062.47 |
17,013.77 |
| S1 |
17,061.58 |
16,990.32 |
|