| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
17,055.03 |
17,061.91 |
6.88 |
0.0% |
17,063.83 |
| High |
17,120.34 |
17,139.35 |
19.01 |
0.1% |
17,063.83 |
| Low |
17,006.39 |
17,061.91 |
55.52 |
0.3% |
16,805.38 |
| Close |
17,060.68 |
17,138.20 |
77.52 |
0.5% |
16,943.81 |
| Range |
113.95 |
77.44 |
-36.51 |
-32.0% |
258.45 |
| ATR |
107.15 |
105.12 |
-2.03 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,345.47 |
17,319.28 |
17,180.79 |
|
| R3 |
17,268.03 |
17,241.84 |
17,159.50 |
|
| R2 |
17,190.59 |
17,190.59 |
17,152.40 |
|
| R1 |
17,164.40 |
17,164.40 |
17,145.30 |
17,177.50 |
| PP |
17,113.15 |
17,113.15 |
17,113.15 |
17,119.70 |
| S1 |
17,086.96 |
17,086.96 |
17,131.10 |
17,100.06 |
| S2 |
17,035.71 |
17,035.71 |
17,124.00 |
|
| S3 |
16,958.27 |
17,009.52 |
17,116.90 |
|
| S4 |
16,880.83 |
16,932.08 |
17,095.61 |
|
|
| 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 |
17,139.35 |
16,805.38 |
333.97 |
1.9% |
118.60 |
0.7% |
100% |
True |
False |
|
| 10 |
17,139.35 |
16,805.38 |
333.97 |
1.9% |
102.94 |
0.6% |
100% |
True |
False |
|
| 20 |
17,139.35 |
16,746.09 |
393.26 |
2.3% |
103.45 |
0.6% |
100% |
True |
False |
|
| 40 |
17,139.35 |
16,341.30 |
798.05 |
4.7% |
96.35 |
0.6% |
100% |
True |
False |
|
| 60 |
17,139.35 |
16,312.66 |
826.69 |
4.8% |
103.66 |
0.6% |
100% |
True |
False |
|
| 80 |
17,139.35 |
16,015.32 |
1,124.03 |
6.6% |
115.44 |
0.7% |
100% |
True |
False |
|
| 100 |
17,139.35 |
16,015.32 |
1,124.03 |
6.6% |
124.08 |
0.7% |
100% |
True |
False |
|
| 120 |
17,139.35 |
15,340.69 |
1,798.66 |
10.5% |
132.24 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,468.47 |
|
2.618 |
17,342.09 |
|
1.618 |
17,264.65 |
|
1.000 |
17,216.79 |
|
0.618 |
17,187.21 |
|
HIGH |
17,139.35 |
|
0.618 |
17,109.77 |
|
0.500 |
17,100.63 |
|
0.382 |
17,091.49 |
|
LOW |
17,061.91 |
|
0.618 |
17,014.05 |
|
1.000 |
16,984.47 |
|
1.618 |
16,936.61 |
|
2.618 |
16,859.17 |
|
4.250 |
16,732.79 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,125.68 |
17,107.18 |
| PP |
17,113.15 |
17,076.16 |
| S1 |
17,100.63 |
17,045.14 |
|