| 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 |
16,979 |
17,022 |
43 |
0.3% |
16,878 |
| High |
17,069 |
17,067 |
-2 |
0.0% |
17,085 |
| Low |
16,976 |
16,992 |
16 |
0.1% |
16,835 |
| Close |
17,033 |
17,025 |
-8 |
0.0% |
17,032 |
| Range |
93 |
75 |
-18 |
-19.4% |
250 |
| ATR |
122 |
119 |
-3 |
-2.8% |
0 |
| Volume |
118,907 |
113,533 |
-5,374 |
-4.5% |
740,738 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,253 |
17,214 |
17,066 |
|
| R3 |
17,178 |
17,139 |
17,046 |
|
| R2 |
17,103 |
17,103 |
17,039 |
|
| R1 |
17,064 |
17,064 |
17,032 |
17,084 |
| PP |
17,028 |
17,028 |
17,028 |
17,038 |
| S1 |
16,989 |
16,989 |
17,018 |
17,009 |
| S2 |
16,953 |
16,953 |
17,011 |
|
| S3 |
16,878 |
16,914 |
17,005 |
|
| S4 |
16,803 |
16,839 |
16,984 |
|
|
| 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% |
140 |
0.8% |
76% |
False |
False |
148,509 |
| 10 |
17,085 |
16,722 |
363 |
2.1% |
134 |
0.8% |
83% |
False |
False |
137,875 |
| 20 |
17,085 |
16,659 |
426 |
2.5% |
119 |
0.7% |
86% |
False |
False |
125,270 |
| 40 |
17,085 |
16,535 |
550 |
3.2% |
109 |
0.6% |
89% |
False |
False |
87,883 |
| 60 |
17,085 |
16,252 |
833 |
4.9% |
108 |
0.6% |
93% |
False |
False |
58,603 |
| 80 |
17,085 |
15,888 |
1,197 |
7.0% |
108 |
0.6% |
95% |
False |
False |
43,955 |
| 100 |
17,085 |
15,888 |
1,197 |
7.0% |
105 |
0.6% |
95% |
False |
False |
35,166 |
| 120 |
17,085 |
15,154 |
1,931 |
11.3% |
95 |
0.6% |
97% |
False |
False |
29,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,386 |
|
2.618 |
17,263 |
|
1.618 |
17,188 |
|
1.000 |
17,142 |
|
0.618 |
17,113 |
|
HIGH |
17,067 |
|
0.618 |
17,038 |
|
0.500 |
17,030 |
|
0.382 |
17,021 |
|
LOW |
16,992 |
|
0.618 |
16,946 |
|
1.000 |
16,917 |
|
1.618 |
16,871 |
|
2.618 |
16,796 |
|
4.250 |
16,673 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,030 |
17,013 |
| PP |
17,028 |
17,001 |
| S1 |
17,027 |
16,989 |
|