| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,149.6 |
1,154.1 |
4.5 |
0.4% |
1,155.7 |
| High |
1,159.4 |
1,161.6 |
2.2 |
0.2% |
1,170.3 |
| Low |
1,148.8 |
1,148.0 |
-0.8 |
-0.1% |
1,123.8 |
| Close |
1,153.2 |
1,149.7 |
-3.5 |
-0.3% |
1,146.4 |
| Range |
10.6 |
13.6 |
3.0 |
28.3% |
46.5 |
| ATR |
16.5 |
16.3 |
-0.2 |
-1.3% |
0.0 |
| Volume |
91,414 |
108,778 |
17,364 |
19.0% |
687,624 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,194.0 |
1,185.5 |
1,157.3 |
|
| R3 |
1,180.3 |
1,171.8 |
1,153.5 |
|
| R2 |
1,166.8 |
1,166.8 |
1,152.3 |
|
| R1 |
1,158.3 |
1,158.3 |
1,151.0 |
1,155.8 |
| PP |
1,153.0 |
1,153.0 |
1,153.0 |
1,151.8 |
| S1 |
1,144.5 |
1,144.5 |
1,148.5 |
1,142.0 |
| S2 |
1,139.5 |
1,139.5 |
1,147.3 |
|
| S3 |
1,126.0 |
1,131.0 |
1,146.0 |
|
| S4 |
1,112.3 |
1,117.5 |
1,142.3 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.3 |
1,262.8 |
1,172.0 |
|
| R3 |
1,239.8 |
1,216.3 |
1,159.3 |
|
| R2 |
1,193.3 |
1,193.3 |
1,155.0 |
|
| R1 |
1,169.8 |
1,169.8 |
1,150.8 |
1,158.3 |
| PP |
1,146.8 |
1,146.8 |
1,146.8 |
1,141.0 |
| S1 |
1,123.3 |
1,123.3 |
1,142.3 |
1,111.8 |
| S2 |
1,100.3 |
1,100.3 |
1,138.0 |
|
| S3 |
1,053.8 |
1,076.8 |
1,133.5 |
|
| S4 |
1,007.3 |
1,030.3 |
1,120.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,161.6 |
1,124.0 |
37.6 |
3.3% |
15.3 |
1.3% |
68% |
True |
False |
108,614 |
| 10 |
1,170.3 |
1,123.8 |
46.5 |
4.0% |
16.8 |
1.5% |
56% |
False |
False |
119,795 |
| 20 |
1,210.7 |
1,123.8 |
86.9 |
7.6% |
16.8 |
1.5% |
30% |
False |
False |
117,711 |
| 40 |
1,210.7 |
1,111.5 |
99.2 |
8.6% |
15.8 |
1.4% |
39% |
False |
False |
90,983 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
12.3 |
1.1% |
53% |
False |
False |
60,695 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.4% |
9.5 |
0.8% |
53% |
False |
False |
45,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,219.5 |
|
2.618 |
1,197.3 |
|
1.618 |
1,183.5 |
|
1.000 |
1,175.3 |
|
0.618 |
1,170.0 |
|
HIGH |
1,161.5 |
|
0.618 |
1,156.5 |
|
0.500 |
1,154.8 |
|
0.382 |
1,153.3 |
|
LOW |
1,148.0 |
|
0.618 |
1,139.5 |
|
1.000 |
1,134.5 |
|
1.618 |
1,126.0 |
|
2.618 |
1,112.5 |
|
4.250 |
1,090.3 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,154.8 |
1,151.5 |
| PP |
1,153.0 |
1,151.0 |
| S1 |
1,151.5 |
1,150.3 |
|