| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
17,041 |
16,889 |
-152 |
-0.9% |
16,878 |
| High |
17,085 |
17,050 |
-35 |
-0.2% |
17,085 |
| Low |
16,888 |
16,835 |
-53 |
-0.3% |
16,835 |
| Close |
16,941 |
17,032 |
91 |
0.5% |
17,032 |
| Range |
197 |
215 |
18 |
9.1% |
250 |
| ATR |
118 |
125 |
7 |
5.9% |
0 |
| Volume |
225,013 |
155,631 |
-69,382 |
-30.8% |
740,738 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,617 |
17,540 |
17,150 |
|
| R3 |
17,402 |
17,325 |
17,091 |
|
| R2 |
17,187 |
17,187 |
17,072 |
|
| R1 |
17,110 |
17,110 |
17,052 |
17,149 |
| PP |
16,972 |
16,972 |
16,972 |
16,992 |
| S1 |
16,895 |
16,895 |
17,012 |
16,934 |
| S2 |
16,757 |
16,757 |
16,993 |
|
| S3 |
16,542 |
16,680 |
16,973 |
|
| S4 |
16,327 |
16,465 |
16,914 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,734 |
17,633 |
17,170 |
|
| R3 |
17,484 |
17,383 |
17,101 |
|
| R2 |
17,234 |
17,234 |
17,078 |
|
| R1 |
17,133 |
17,133 |
17,055 |
17,184 |
| PP |
16,984 |
16,984 |
16,984 |
17,009 |
| S1 |
16,883 |
16,883 |
17,009 |
16,934 |
| S2 |
16,734 |
16,734 |
16,986 |
|
| S3 |
16,484 |
16,633 |
16,963 |
|
| S4 |
16,234 |
16,383 |
16,895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,085 |
16,835 |
250 |
1.5% |
149 |
0.9% |
79% |
False |
True |
148,147 |
| 10 |
17,085 |
16,722 |
363 |
2.1% |
136 |
0.8% |
85% |
False |
False |
137,781 |
| 20 |
17,085 |
16,659 |
426 |
2.5% |
122 |
0.7% |
88% |
False |
False |
123,540 |
| 40 |
17,085 |
16,427 |
658 |
3.9% |
106 |
0.6% |
92% |
False |
False |
78,842 |
| 60 |
17,085 |
16,209 |
876 |
5.1% |
107 |
0.6% |
94% |
False |
False |
52,571 |
| 80 |
17,085 |
15,888 |
1,197 |
7.0% |
109 |
0.6% |
96% |
False |
False |
39,431 |
| 100 |
17,085 |
15,888 |
1,197 |
7.0% |
103 |
0.6% |
96% |
False |
False |
31,547 |
| 120 |
17,085 |
15,154 |
1,931 |
11.3% |
94 |
0.6% |
97% |
False |
False |
26,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,964 |
|
2.618 |
17,613 |
|
1.618 |
17,398 |
|
1.000 |
17,265 |
|
0.618 |
17,183 |
|
HIGH |
17,050 |
|
0.618 |
16,968 |
|
0.500 |
16,943 |
|
0.382 |
16,917 |
|
LOW |
16,835 |
|
0.618 |
16,702 |
|
1.000 |
16,620 |
|
1.618 |
16,487 |
|
2.618 |
16,272 |
|
4.250 |
15,921 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,002 |
17,008 |
| PP |
16,972 |
16,984 |
| S1 |
16,943 |
16,960 |
|