| 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 |
1,339.5 |
1,309.1 |
-30.4 |
-2.3% |
1,321.4 |
| High |
1,340.9 |
1,314.4 |
-26.5 |
-2.0% |
1,346.8 |
| Low |
1,302.2 |
1,292.6 |
-9.6 |
-0.7% |
1,312.1 |
| Close |
1,306.7 |
1,297.1 |
-9.6 |
-0.7% |
1,337.4 |
| Range |
38.7 |
21.8 |
-16.9 |
-43.7% |
34.7 |
| ATR |
16.4 |
16.8 |
0.4 |
2.3% |
0.0 |
| Volume |
208,856 |
175,878 |
-32,978 |
-15.8% |
682,987 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.8 |
1,353.7 |
1,309.1 |
|
| R3 |
1,345.0 |
1,331.9 |
1,303.1 |
|
| R2 |
1,323.2 |
1,323.2 |
1,301.1 |
|
| R1 |
1,310.1 |
1,310.1 |
1,299.1 |
1,305.8 |
| PP |
1,301.4 |
1,301.4 |
1,301.4 |
1,299.2 |
| S1 |
1,288.3 |
1,288.3 |
1,295.1 |
1,284.0 |
| S2 |
1,279.6 |
1,279.6 |
1,293.1 |
|
| S3 |
1,257.8 |
1,266.5 |
1,291.1 |
|
| S4 |
1,236.0 |
1,244.7 |
1,285.1 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,436.2 |
1,421.5 |
1,356.5 |
|
| R3 |
1,401.5 |
1,386.8 |
1,346.9 |
|
| R2 |
1,366.8 |
1,366.8 |
1,343.8 |
|
| R1 |
1,352.1 |
1,352.1 |
1,340.6 |
1,359.5 |
| PP |
1,332.1 |
1,332.1 |
1,332.1 |
1,335.8 |
| S1 |
1,317.4 |
1,317.4 |
1,334.2 |
1,324.8 |
| S2 |
1,297.4 |
1,297.4 |
1,331.0 |
|
| S3 |
1,262.7 |
1,282.7 |
1,327.9 |
|
| S4 |
1,228.0 |
1,248.0 |
1,318.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,346.8 |
1,292.6 |
54.2 |
4.2% |
20.6 |
1.6% |
8% |
False |
True |
164,915 |
| 10 |
1,346.8 |
1,292.6 |
54.2 |
4.2% |
16.5 |
1.3% |
8% |
False |
True |
145,228 |
| 20 |
1,346.8 |
1,258.0 |
88.8 |
6.8% |
17.0 |
1.3% |
44% |
False |
False |
139,788 |
| 40 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.8 |
1.1% |
53% |
False |
False |
111,818 |
| 60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.2 |
1.2% |
53% |
False |
False |
78,498 |
| 80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.1 |
1.2% |
53% |
False |
False |
59,627 |
| 100 |
1,392.0 |
1,240.2 |
151.8 |
11.7% |
15.3 |
1.2% |
37% |
False |
False |
48,150 |
| 120 |
1,392.0 |
1,234.6 |
157.4 |
12.1% |
15.3 |
1.2% |
40% |
False |
False |
40,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,407.1 |
|
2.618 |
1,371.5 |
|
1.618 |
1,349.7 |
|
1.000 |
1,336.2 |
|
0.618 |
1,327.9 |
|
HIGH |
1,314.4 |
|
0.618 |
1,306.1 |
|
0.500 |
1,303.5 |
|
0.382 |
1,300.9 |
|
LOW |
1,292.6 |
|
0.618 |
1,279.1 |
|
1.000 |
1,270.8 |
|
1.618 |
1,257.3 |
|
2.618 |
1,235.5 |
|
4.250 |
1,200.0 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,303.5 |
1,316.8 |
| PP |
1,301.4 |
1,310.2 |
| S1 |
1,299.2 |
1,303.7 |
|