| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,981.00 |
1,978.75 |
-2.25 |
-0.1% |
1,970.25 |
| High |
1,985.75 |
1,980.75 |
-5.00 |
-0.3% |
1,985.75 |
| Low |
1,976.75 |
1,968.00 |
-8.75 |
-0.4% |
1,959.00 |
| Close |
1,980.75 |
1,971.50 |
-9.25 |
-0.5% |
1,971.50 |
| Range |
9.00 |
12.75 |
3.75 |
41.7% |
26.75 |
| ATR |
14.73 |
14.59 |
-0.14 |
-1.0% |
0.00 |
| Volume |
1,165,644 |
1,426,906 |
261,262 |
22.4% |
6,431,278 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,011.75 |
2,004.25 |
1,978.50 |
|
| R3 |
1,999.00 |
1,991.50 |
1,975.00 |
|
| R2 |
1,986.25 |
1,986.25 |
1,973.75 |
|
| R1 |
1,978.75 |
1,978.75 |
1,972.75 |
1,976.00 |
| PP |
1,973.50 |
1,973.50 |
1,973.50 |
1,972.00 |
| S1 |
1,966.00 |
1,966.00 |
1,970.25 |
1,963.50 |
| S2 |
1,960.75 |
1,960.75 |
1,969.25 |
|
| S3 |
1,948.00 |
1,953.25 |
1,968.00 |
|
| S4 |
1,935.25 |
1,940.50 |
1,964.50 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.25 |
2,038.75 |
1,986.25 |
|
| R3 |
2,025.50 |
2,012.00 |
1,978.75 |
|
| R2 |
1,998.75 |
1,998.75 |
1,976.50 |
|
| R1 |
1,985.25 |
1,985.25 |
1,974.00 |
1,992.00 |
| PP |
1,972.00 |
1,972.00 |
1,972.00 |
1,975.50 |
| S1 |
1,958.50 |
1,958.50 |
1,969.00 |
1,965.25 |
| S2 |
1,945.25 |
1,945.25 |
1,966.50 |
|
| S3 |
1,918.50 |
1,931.75 |
1,964.25 |
|
| S4 |
1,891.75 |
1,905.00 |
1,956.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,985.75 |
1,959.00 |
26.75 |
1.4% |
12.00 |
0.6% |
47% |
False |
False |
1,286,255 |
| 10 |
1,985.75 |
1,942.50 |
43.25 |
2.2% |
16.00 |
0.8% |
67% |
False |
False |
1,489,929 |
| 20 |
1,985.75 |
1,942.50 |
43.25 |
2.2% |
14.25 |
0.7% |
67% |
False |
False |
1,405,608 |
| 40 |
1,985.75 |
1,906.25 |
79.50 |
4.0% |
13.75 |
0.7% |
82% |
False |
False |
1,114,127 |
| 60 |
1,985.75 |
1,847.25 |
138.50 |
7.0% |
14.25 |
0.7% |
90% |
False |
False |
744,477 |
| 80 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
15.75 |
0.8% |
92% |
False |
False |
559,148 |
| 100 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
16.25 |
0.8% |
92% |
False |
False |
447,526 |
| 120 |
1,985.75 |
1,721.25 |
264.50 |
13.4% |
16.50 |
0.8% |
95% |
False |
False |
372,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,035.00 |
|
2.618 |
2,014.25 |
|
1.618 |
2,001.50 |
|
1.000 |
1,993.50 |
|
0.618 |
1,988.75 |
|
HIGH |
1,980.75 |
|
0.618 |
1,976.00 |
|
0.500 |
1,974.50 |
|
0.382 |
1,972.75 |
|
LOW |
1,968.00 |
|
0.618 |
1,960.00 |
|
1.000 |
1,955.25 |
|
1.618 |
1,947.25 |
|
2.618 |
1,934.50 |
|
4.250 |
1,913.75 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,974.50 |
1,977.00 |
| PP |
1,973.50 |
1,975.00 |
| S1 |
1,972.50 |
1,973.25 |
|