| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,978.16 |
17,095.11 |
116.95 |
0.7% |
16,950.93 |
| High |
17,113.51 |
17,095.11 |
-18.40 |
-0.1% |
17,151.56 |
| Low |
16,977.52 |
16,974.34 |
-3.18 |
0.0% |
16,950.93 |
| Close |
17,100.18 |
17,051.73 |
-48.45 |
-0.3% |
17,100.18 |
| Range |
135.99 |
120.77 |
-15.22 |
-11.2% |
200.63 |
| ATR |
112.69 |
113.63 |
0.94 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,402.70 |
17,347.99 |
17,118.15 |
|
| R3 |
17,281.93 |
17,227.22 |
17,084.94 |
|
| R2 |
17,161.16 |
17,161.16 |
17,073.87 |
|
| R1 |
17,106.45 |
17,106.45 |
17,062.80 |
17,073.42 |
| PP |
17,040.39 |
17,040.39 |
17,040.39 |
17,023.88 |
| S1 |
16,985.68 |
16,985.68 |
17,040.66 |
16,952.65 |
| S2 |
16,919.62 |
16,919.62 |
17,029.59 |
|
| S3 |
16,798.85 |
16,864.91 |
17,018.52 |
|
| S4 |
16,678.08 |
16,744.14 |
16,985.31 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,669.45 |
17,585.44 |
17,210.53 |
|
| R3 |
17,468.82 |
17,384.81 |
17,155.35 |
|
| R2 |
17,268.19 |
17,268.19 |
17,136.96 |
|
| R1 |
17,184.18 |
17,184.18 |
17,118.57 |
17,226.19 |
| PP |
17,067.56 |
17,067.56 |
17,067.56 |
17,088.56 |
| S1 |
16,983.55 |
16,983.55 |
17,081.79 |
17,025.56 |
| S2 |
16,866.93 |
16,866.93 |
17,063.40 |
|
| S3 |
16,666.30 |
16,782.92 |
17,045.01 |
|
| S4 |
16,465.67 |
16,582.29 |
16,989.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,151.56 |
16,966.19 |
185.37 |
1.1% |
126.70 |
0.7% |
46% |
False |
False |
|
| 10 |
17,151.56 |
16,805.38 |
346.18 |
2.0% |
126.76 |
0.7% |
71% |
False |
False |
|
| 20 |
17,151.56 |
16,746.09 |
405.47 |
2.4% |
111.66 |
0.7% |
75% |
False |
False |
|
| 40 |
17,151.56 |
16,544.49 |
607.07 |
3.6% |
97.05 |
0.6% |
84% |
False |
False |
|
| 60 |
17,151.56 |
16,312.66 |
838.90 |
4.9% |
106.80 |
0.6% |
88% |
False |
False |
|
| 80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
114.84 |
0.7% |
91% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.7% |
124.49 |
0.7% |
91% |
False |
False |
|
| 120 |
17,151.56 |
15,340.69 |
1,810.87 |
10.6% |
131.02 |
0.8% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,608.38 |
|
2.618 |
17,411.29 |
|
1.618 |
17,290.52 |
|
1.000 |
17,215.88 |
|
0.618 |
17,169.75 |
|
HIGH |
17,095.11 |
|
0.618 |
17,048.98 |
|
0.500 |
17,034.73 |
|
0.382 |
17,020.47 |
|
LOW |
16,974.34 |
|
0.618 |
16,899.70 |
|
1.000 |
16,853.57 |
|
1.618 |
16,778.93 |
|
2.618 |
16,658.16 |
|
4.250 |
16,461.07 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,046.06 |
17,058.88 |
| PP |
17,040.39 |
17,056.49 |
| S1 |
17,034.73 |
17,054.11 |
|