| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,312.4 |
1,308.0 |
-4.4 |
-0.3% |
1,339.5 |
| High |
1,316.8 |
1,311.8 |
-5.0 |
-0.4% |
1,340.9 |
| Low |
1,302.2 |
1,303.5 |
1.3 |
0.1% |
1,292.6 |
| Close |
1,306.3 |
1,304.7 |
-1.6 |
-0.1% |
1,309.4 |
| Range |
14.6 |
8.3 |
-6.3 |
-43.2% |
48.3 |
| ATR |
16.8 |
16.2 |
-0.6 |
-3.6% |
0.0 |
| Volume |
127,494 |
86,756 |
-40,738 |
-32.0% |
802,821 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,331.6 |
1,326.4 |
1,309.3 |
|
| R3 |
1,323.3 |
1,318.1 |
1,307.0 |
|
| R2 |
1,315.0 |
1,315.0 |
1,306.2 |
|
| R1 |
1,309.8 |
1,309.8 |
1,305.5 |
1,308.3 |
| PP |
1,306.7 |
1,306.7 |
1,306.7 |
1,305.9 |
| S1 |
1,301.5 |
1,301.5 |
1,303.9 |
1,300.0 |
| S2 |
1,298.4 |
1,298.4 |
1,303.2 |
|
| S3 |
1,290.1 |
1,293.2 |
1,302.4 |
|
| S4 |
1,281.8 |
1,284.9 |
1,300.1 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.2 |
1,432.6 |
1,336.0 |
|
| R3 |
1,410.9 |
1,384.3 |
1,322.7 |
|
| R2 |
1,362.6 |
1,362.6 |
1,318.3 |
|
| R1 |
1,336.0 |
1,336.0 |
1,313.8 |
1,325.2 |
| PP |
1,314.3 |
1,314.3 |
1,314.3 |
1,308.9 |
| S1 |
1,287.7 |
1,287.7 |
1,305.0 |
1,276.9 |
| S2 |
1,266.0 |
1,266.0 |
1,300.5 |
|
| S3 |
1,217.7 |
1,239.4 |
1,296.1 |
|
| S4 |
1,169.4 |
1,191.1 |
1,282.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,325.9 |
1,298.1 |
27.8 |
2.1% |
16.5 |
1.3% |
24% |
False |
False |
119,597 |
| 10 |
1,346.8 |
1,292.6 |
54.2 |
4.2% |
18.1 |
1.4% |
22% |
False |
False |
137,910 |
| 20 |
1,346.8 |
1,292.6 |
54.2 |
4.2% |
16.1 |
1.2% |
22% |
False |
False |
133,684 |
| 40 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.7 |
1.1% |
61% |
False |
False |
123,968 |
| 60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.1 |
1.2% |
61% |
False |
False |
89,880 |
| 80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.1 |
1.2% |
61% |
False |
False |
68,335 |
| 100 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.5 |
1.2% |
42% |
False |
False |
55,221 |
| 120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.2 |
1.2% |
42% |
False |
False |
46,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,347.1 |
|
2.618 |
1,333.5 |
|
1.618 |
1,325.2 |
|
1.000 |
1,320.1 |
|
0.618 |
1,316.9 |
|
HIGH |
1,311.8 |
|
0.618 |
1,308.6 |
|
0.500 |
1,307.7 |
|
0.382 |
1,306.7 |
|
LOW |
1,303.5 |
|
0.618 |
1,298.4 |
|
1.000 |
1,295.2 |
|
1.618 |
1,290.1 |
|
2.618 |
1,281.8 |
|
4.250 |
1,268.2 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,307.7 |
1,310.6 |
| PP |
1,306.7 |
1,308.6 |
| S1 |
1,305.7 |
1,306.7 |
|