| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,695.5 |
6,673.5 |
-22.0 |
-0.3% |
6,823.5 |
| High |
6,714.0 |
6,745.0 |
31.0 |
0.5% |
6,826.0 |
| Low |
6,647.0 |
6,672.5 |
25.5 |
0.4% |
6,595.5 |
| Close |
6,671.5 |
6,737.5 |
66.0 |
1.0% |
6,629.0 |
| Range |
67.0 |
72.5 |
5.5 |
8.2% |
230.5 |
| ATR |
56.7 |
57.9 |
1.2 |
2.1% |
0.0 |
| Volume |
81,013 |
95,986 |
14,973 |
18.5% |
441,273 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,936.0 |
6,909.0 |
6,777.5 |
|
| R3 |
6,863.5 |
6,836.5 |
6,757.5 |
|
| R2 |
6,791.0 |
6,791.0 |
6,751.0 |
|
| R1 |
6,764.0 |
6,764.0 |
6,744.0 |
6,777.5 |
| PP |
6,718.5 |
6,718.5 |
6,718.5 |
6,725.0 |
| S1 |
6,691.5 |
6,691.5 |
6,731.0 |
6,705.0 |
| S2 |
6,646.0 |
6,646.0 |
6,724.0 |
|
| S3 |
6,573.5 |
6,619.0 |
6,717.5 |
|
| S4 |
6,501.0 |
6,546.5 |
6,697.5 |
|
|
| 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 |
6,745.0 |
6,595.5 |
149.5 |
2.2% |
65.0 |
1.0% |
95% |
True |
False |
81,136 |
| 10 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
62.5 |
0.9% |
61% |
False |
False |
80,023 |
| 20 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
56.0 |
0.8% |
61% |
False |
False |
77,199 |
| 40 |
6,829.0 |
6,595.5 |
233.5 |
3.5% |
46.0 |
0.7% |
61% |
False |
False |
61,950 |
| 60 |
6,829.0 |
6,580.5 |
248.5 |
3.7% |
36.5 |
0.5% |
63% |
False |
False |
41,320 |
| 80 |
6,829.0 |
6,426.5 |
402.5 |
6.0% |
30.0 |
0.4% |
77% |
False |
False |
30,992 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.4% |
24.5 |
0.4% |
79% |
False |
False |
24,799 |
| 120 |
6,829.0 |
6,274.0 |
555.0 |
8.2% |
21.5 |
0.3% |
84% |
False |
False |
20,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,053.0 |
|
2.618 |
6,935.0 |
|
1.618 |
6,862.5 |
|
1.000 |
6,817.5 |
|
0.618 |
6,790.0 |
|
HIGH |
6,745.0 |
|
0.618 |
6,717.5 |
|
0.500 |
6,709.0 |
|
0.382 |
6,700.0 |
|
LOW |
6,672.5 |
|
0.618 |
6,627.5 |
|
1.000 |
6,600.0 |
|
1.618 |
6,555.0 |
|
2.618 |
6,482.5 |
|
4.250 |
6,364.5 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,728.0 |
6,723.5 |
| PP |
6,718.5 |
6,709.5 |
| S1 |
6,709.0 |
6,696.0 |
|