| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,889 |
17,021 |
132 |
0.8% |
16,878 |
| High |
17,050 |
17,029 |
-21 |
-0.1% |
17,085 |
| Low |
16,835 |
16,908 |
73 |
0.4% |
16,835 |
| Close |
17,032 |
16,983 |
-49 |
-0.3% |
17,032 |
| Range |
215 |
121 |
-94 |
-43.7% |
250 |
| ATR |
125 |
125 |
0 |
0.0% |
0 |
| Volume |
155,631 |
129,463 |
-26,168 |
-16.8% |
740,738 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,336 |
17,281 |
17,050 |
|
| R3 |
17,215 |
17,160 |
17,016 |
|
| R2 |
17,094 |
17,094 |
17,005 |
|
| R1 |
17,039 |
17,039 |
16,994 |
17,006 |
| PP |
16,973 |
16,973 |
16,973 |
16,957 |
| S1 |
16,918 |
16,918 |
16,972 |
16,885 |
| S2 |
16,852 |
16,852 |
16,961 |
|
| S3 |
16,731 |
16,797 |
16,950 |
|
| S4 |
16,610 |
16,676 |
16,917 |
|
|
| 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% |
145 |
0.9% |
59% |
False |
False |
155,566 |
| 10 |
17,085 |
16,722 |
363 |
2.1% |
142 |
0.8% |
72% |
False |
False |
141,046 |
| 20 |
17,085 |
16,659 |
426 |
2.5% |
124 |
0.7% |
76% |
False |
False |
125,566 |
| 40 |
17,085 |
16,455 |
630 |
3.7% |
108 |
0.6% |
84% |
False |
False |
82,076 |
| 60 |
17,085 |
16,209 |
876 |
5.2% |
109 |
0.6% |
88% |
False |
False |
54,729 |
| 80 |
17,085 |
15,888 |
1,197 |
7.0% |
108 |
0.6% |
91% |
False |
False |
41,049 |
| 100 |
17,085 |
15,888 |
1,197 |
7.0% |
104 |
0.6% |
91% |
False |
False |
32,841 |
| 120 |
17,085 |
15,154 |
1,931 |
11.4% |
95 |
0.6% |
95% |
False |
False |
27,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,543 |
|
2.618 |
17,346 |
|
1.618 |
17,225 |
|
1.000 |
17,150 |
|
0.618 |
17,104 |
|
HIGH |
17,029 |
|
0.618 |
16,983 |
|
0.500 |
16,969 |
|
0.382 |
16,954 |
|
LOW |
16,908 |
|
0.618 |
16,833 |
|
1.000 |
16,787 |
|
1.618 |
16,712 |
|
2.618 |
16,591 |
|
4.250 |
16,394 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,978 |
16,975 |
| PP |
16,973 |
16,968 |
| S1 |
16,969 |
16,960 |
|