| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,823.0 |
6,823.5 |
0.5 |
0.0% |
6,730.0 |
| High |
6,829.0 |
6,826.0 |
-3.0 |
0.0% |
6,829.0 |
| Low |
6,809.0 |
6,771.0 |
-38.0 |
-0.6% |
6,682.0 |
| Close |
6,820.0 |
6,780.0 |
-40.0 |
-0.6% |
6,820.0 |
| Range |
20.0 |
55.0 |
35.0 |
175.0% |
147.0 |
| ATR |
47.5 |
48.0 |
0.5 |
1.1% |
0.0 |
| Volume |
64,349 |
108,433 |
44,084 |
68.5% |
291,751 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,957.5 |
6,923.5 |
6,810.0 |
|
| R3 |
6,902.5 |
6,868.5 |
6,795.0 |
|
| R2 |
6,847.5 |
6,847.5 |
6,790.0 |
|
| R1 |
6,813.5 |
6,813.5 |
6,785.0 |
6,803.0 |
| PP |
6,792.5 |
6,792.5 |
6,792.5 |
6,787.0 |
| S1 |
6,758.5 |
6,758.5 |
6,775.0 |
6,748.0 |
| S2 |
6,737.5 |
6,737.5 |
6,770.0 |
|
| S3 |
6,682.5 |
6,703.5 |
6,765.0 |
|
| S4 |
6,627.5 |
6,648.5 |
6,750.0 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,218.0 |
7,166.0 |
6,901.0 |
|
| R3 |
7,071.0 |
7,019.0 |
6,860.5 |
|
| R2 |
6,924.0 |
6,924.0 |
6,847.0 |
|
| R1 |
6,872.0 |
6,872.0 |
6,833.5 |
6,898.0 |
| PP |
6,777.0 |
6,777.0 |
6,777.0 |
6,790.0 |
| S1 |
6,725.0 |
6,725.0 |
6,806.5 |
6,751.0 |
| S2 |
6,630.0 |
6,630.0 |
6,793.0 |
|
| S3 |
6,483.0 |
6,578.0 |
6,779.5 |
|
| S4 |
6,336.0 |
6,431.0 |
6,739.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,829.0 |
6,703.5 |
125.5 |
1.9% |
45.5 |
0.7% |
61% |
False |
False |
66,287 |
| 10 |
6,829.0 |
6,653.0 |
176.0 |
2.6% |
49.5 |
0.7% |
72% |
False |
False |
71,096 |
| 20 |
6,829.0 |
6,653.0 |
176.0 |
2.6% |
47.0 |
0.7% |
72% |
False |
False |
93,255 |
| 40 |
6,829.0 |
6,653.0 |
176.0 |
2.6% |
40.5 |
0.6% |
72% |
False |
False |
46,967 |
| 60 |
6,829.0 |
6,460.0 |
369.0 |
5.4% |
29.5 |
0.4% |
87% |
False |
False |
31,315 |
| 80 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
24.0 |
0.4% |
89% |
False |
False |
23,488 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
19.5 |
0.3% |
89% |
False |
False |
18,797 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.2% |
17.5 |
0.3% |
91% |
False |
False |
15,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,060.0 |
|
2.618 |
6,970.0 |
|
1.618 |
6,915.0 |
|
1.000 |
6,881.0 |
|
0.618 |
6,860.0 |
|
HIGH |
6,826.0 |
|
0.618 |
6,805.0 |
|
0.500 |
6,798.5 |
|
0.382 |
6,792.0 |
|
LOW |
6,771.0 |
|
0.618 |
6,737.0 |
|
1.000 |
6,716.0 |
|
1.618 |
6,682.0 |
|
2.618 |
6,627.0 |
|
4.250 |
6,537.0 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,798.5 |
6,798.5 |
| PP |
6,792.5 |
6,792.5 |
| S1 |
6,786.0 |
6,786.0 |
|