| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,632.0 |
6,649.0 |
17.0 |
0.3% |
6,823.5 |
| High |
6,647.5 |
6,713.0 |
65.5 |
1.0% |
6,826.0 |
| Low |
6,614.5 |
6,646.5 |
32.0 |
0.5% |
6,595.5 |
| Close |
6,629.0 |
6,701.0 |
72.0 |
1.1% |
6,629.0 |
| Range |
33.0 |
66.5 |
33.5 |
101.5% |
230.5 |
| ATR |
53.8 |
56.0 |
2.2 |
4.0% |
0.0 |
| Volume |
65,889 |
90,573 |
24,684 |
37.5% |
441,273 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,886.5 |
6,860.0 |
6,737.5 |
|
| R3 |
6,820.0 |
6,793.5 |
6,719.5 |
|
| R2 |
6,753.5 |
6,753.5 |
6,713.0 |
|
| R1 |
6,727.0 |
6,727.0 |
6,707.0 |
6,740.0 |
| PP |
6,687.0 |
6,687.0 |
6,687.0 |
6,693.5 |
| S1 |
6,660.5 |
6,660.5 |
6,695.0 |
6,674.0 |
| S2 |
6,620.5 |
6,620.5 |
6,689.0 |
|
| S3 |
6,554.0 |
6,594.0 |
6,682.5 |
|
| S4 |
6,487.5 |
6,527.5 |
6,664.5 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,375.0 |
7,232.5 |
6,756.0 |
|
| R3 |
7,144.5 |
7,002.0 |
6,692.5 |
|
| R2 |
6,914.0 |
6,914.0 |
6,671.5 |
|
| R1 |
6,771.5 |
6,771.5 |
6,650.0 |
6,727.5 |
| PP |
6,683.5 |
6,683.5 |
6,683.5 |
6,661.5 |
| S1 |
6,541.0 |
6,541.0 |
6,608.0 |
6,497.0 |
| S2 |
6,453.0 |
6,453.0 |
6,586.5 |
|
| S3 |
6,222.5 |
6,310.5 |
6,565.5 |
|
| S4 |
5,992.0 |
6,080.0 |
6,502.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,787.5 |
6,595.5 |
192.0 |
2.9% |
71.5 |
1.1% |
55% |
False |
False |
84,682 |
| 10 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
58.5 |
0.9% |
45% |
False |
False |
75,484 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
53.5 |
0.8% |
45% |
False |
False |
84,756 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
45.0 |
0.7% |
45% |
False |
False |
57,540 |
| 60 |
6,829.0 |
6,467.0 |
362.0 |
5.4% |
35.5 |
0.5% |
65% |
False |
False |
38,372 |
| 80 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
28.0 |
0.4% |
70% |
False |
False |
28,780 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
23.0 |
0.3% |
70% |
False |
False |
23,030 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.3% |
20.5 |
0.3% |
77% |
False |
False |
19,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,995.5 |
|
2.618 |
6,887.0 |
|
1.618 |
6,820.5 |
|
1.000 |
6,779.5 |
|
0.618 |
6,754.0 |
|
HIGH |
6,713.0 |
|
0.618 |
6,687.5 |
|
0.500 |
6,680.0 |
|
0.382 |
6,672.0 |
|
LOW |
6,646.5 |
|
0.618 |
6,605.5 |
|
1.000 |
6,580.0 |
|
1.618 |
6,539.0 |
|
2.618 |
6,472.5 |
|
4.250 |
6,364.0 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,694.0 |
6,685.5 |
| PP |
6,687.0 |
6,670.0 |
| S1 |
6,680.0 |
6,654.0 |
|