| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,848 |
16,822 |
-26 |
-0.2% |
17,021 |
| High |
16,926 |
16,822 |
-104 |
-0.6% |
17,069 |
| Low |
16,751 |
16,488 |
-263 |
-1.6% |
16,846 |
| Close |
16,821 |
16,494 |
-327 |
-1.9% |
16,891 |
| Range |
175 |
334 |
159 |
90.9% |
223 |
| ATR |
127 |
142 |
15 |
11.6% |
0 |
| Volume |
197,892 |
259,862 |
61,970 |
31.3% |
634,220 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,603 |
17,383 |
16,678 |
|
| R3 |
17,269 |
17,049 |
16,586 |
|
| R2 |
16,935 |
16,935 |
16,555 |
|
| R1 |
16,715 |
16,715 |
16,525 |
16,658 |
| PP |
16,601 |
16,601 |
16,601 |
16,573 |
| S1 |
16,381 |
16,381 |
16,464 |
16,324 |
| S2 |
16,267 |
16,267 |
16,433 |
|
| S3 |
15,933 |
16,047 |
16,402 |
|
| S4 |
15,599 |
15,713 |
16,310 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,604 |
17,471 |
17,014 |
|
| R3 |
17,381 |
17,248 |
16,952 |
|
| R2 |
17,158 |
17,158 |
16,932 |
|
| R1 |
17,025 |
17,025 |
16,912 |
16,980 |
| PP |
16,935 |
16,935 |
16,935 |
16,913 |
| S1 |
16,802 |
16,802 |
16,871 |
16,757 |
| S2 |
16,712 |
16,712 |
16,850 |
|
| S3 |
16,489 |
16,579 |
16,830 |
|
| S4 |
16,266 |
16,356 |
16,768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,005 |
16,488 |
517 |
3.1% |
190 |
1.2% |
1% |
False |
True |
179,080 |
| 10 |
17,069 |
16,488 |
581 |
3.5% |
155 |
0.9% |
1% |
False |
True |
153,212 |
| 20 |
17,085 |
16,488 |
597 |
3.6% |
141 |
0.9% |
1% |
False |
True |
141,311 |
| 40 |
17,085 |
16,488 |
597 |
3.6% |
125 |
0.8% |
1% |
False |
True |
113,155 |
| 60 |
17,085 |
16,255 |
830 |
5.0% |
118 |
0.7% |
29% |
False |
False |
75,511 |
| 80 |
17,085 |
15,888 |
1,197 |
7.3% |
113 |
0.7% |
51% |
False |
False |
56,637 |
| 100 |
17,085 |
15,888 |
1,197 |
7.3% |
112 |
0.7% |
51% |
False |
False |
45,311 |
| 120 |
17,085 |
15,601 |
1,484 |
9.0% |
101 |
0.6% |
60% |
False |
False |
37,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,242 |
|
2.618 |
17,697 |
|
1.618 |
17,363 |
|
1.000 |
17,156 |
|
0.618 |
17,029 |
|
HIGH |
16,822 |
|
0.618 |
16,695 |
|
0.500 |
16,655 |
|
0.382 |
16,616 |
|
LOW |
16,488 |
|
0.618 |
16,282 |
|
1.000 |
16,154 |
|
1.618 |
15,948 |
|
2.618 |
15,614 |
|
4.250 |
15,069 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,655 |
16,741 |
| PP |
16,601 |
16,658 |
| S1 |
16,548 |
16,576 |
|