| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,860 |
16,914 |
54 |
0.3% |
16,753 |
| High |
16,927 |
16,920 |
-7 |
0.0% |
16,994 |
| Low |
16,838 |
16,722 |
-116 |
-0.7% |
16,717 |
| Close |
16,913 |
16,842 |
-71 |
-0.4% |
16,976 |
| Range |
89 |
198 |
109 |
122.5% |
277 |
| ATR |
106 |
112 |
7 |
6.2% |
0 |
| Volume |
115,989 |
171,720 |
55,731 |
48.0% |
375,312 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,422 |
17,330 |
16,951 |
|
| R3 |
17,224 |
17,132 |
16,897 |
|
| R2 |
17,026 |
17,026 |
16,878 |
|
| R1 |
16,934 |
16,934 |
16,860 |
16,881 |
| PP |
16,828 |
16,828 |
16,828 |
16,802 |
| S1 |
16,736 |
16,736 |
16,824 |
16,683 |
| S2 |
16,630 |
16,630 |
16,806 |
|
| S3 |
16,432 |
16,538 |
16,788 |
|
| S4 |
16,234 |
16,340 |
16,733 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,727 |
17,628 |
17,128 |
|
| R3 |
17,450 |
17,351 |
17,052 |
|
| R2 |
17,173 |
17,173 |
17,027 |
|
| R1 |
17,074 |
17,074 |
17,002 |
17,124 |
| PP |
16,896 |
16,896 |
16,896 |
16,920 |
| S1 |
16,797 |
16,797 |
16,951 |
16,847 |
| S2 |
16,619 |
16,619 |
16,925 |
|
| S3 |
16,342 |
16,520 |
16,900 |
|
| S4 |
16,065 |
16,243 |
16,824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,994 |
16,722 |
272 |
1.6% |
124 |
0.7% |
44% |
False |
True |
120,921 |
| 10 |
16,994 |
16,659 |
335 |
2.0% |
114 |
0.7% |
55% |
False |
False |
116,854 |
| 20 |
16,994 |
16,624 |
370 |
2.2% |
116 |
0.7% |
59% |
False |
False |
114,281 |
| 40 |
16,994 |
16,255 |
739 |
4.4% |
108 |
0.6% |
79% |
False |
False |
57,722 |
| 60 |
16,994 |
15,920 |
1,074 |
6.4% |
103 |
0.6% |
86% |
False |
False |
38,488 |
| 80 |
16,994 |
15,888 |
1,106 |
6.6% |
106 |
0.6% |
86% |
False |
False |
28,868 |
| 100 |
16,994 |
15,878 |
1,116 |
6.6% |
97 |
0.6% |
86% |
False |
False |
23,096 |
| 120 |
16,994 |
15,154 |
1,840 |
10.9% |
90 |
0.5% |
92% |
False |
False |
19,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,762 |
|
2.618 |
17,438 |
|
1.618 |
17,240 |
|
1.000 |
17,118 |
|
0.618 |
17,042 |
|
HIGH |
16,920 |
|
0.618 |
16,844 |
|
0.500 |
16,821 |
|
0.382 |
16,798 |
|
LOW |
16,722 |
|
0.618 |
16,600 |
|
1.000 |
16,524 |
|
1.618 |
16,402 |
|
2.618 |
16,204 |
|
4.250 |
15,881 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,835 |
16,840 |
| PP |
16,828 |
16,839 |
| S1 |
16,821 |
16,837 |
|