| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,869.63 |
16,561.70 |
-307.93 |
-1.8% |
16,956.91 |
| High |
16,869.63 |
16,584.75 |
-284.88 |
-1.7% |
17,056.46 |
| Low |
16,563.30 |
16,437.07 |
-126.23 |
-0.8% |
16,437.07 |
| Close |
16,563.30 |
16,493.37 |
-69.93 |
-0.4% |
16,493.37 |
| Range |
306.33 |
147.68 |
-158.65 |
-51.8% |
619.39 |
| ATR |
131.16 |
132.34 |
1.18 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,948.10 |
16,868.42 |
16,574.59 |
|
| R3 |
16,800.42 |
16,720.74 |
16,533.98 |
|
| R2 |
16,652.74 |
16,652.74 |
16,520.44 |
|
| R1 |
16,573.06 |
16,573.06 |
16,506.91 |
16,539.06 |
| PP |
16,505.06 |
16,505.06 |
16,505.06 |
16,488.07 |
| S1 |
16,425.38 |
16,425.38 |
16,479.83 |
16,391.38 |
| S2 |
16,357.38 |
16,357.38 |
16,466.30 |
|
| S3 |
16,209.70 |
16,277.70 |
16,452.76 |
|
| S4 |
16,062.02 |
16,130.02 |
16,412.15 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,520.47 |
18,126.31 |
16,834.03 |
|
| R3 |
17,901.08 |
17,506.92 |
16,663.70 |
|
| R2 |
17,281.69 |
17,281.69 |
16,606.92 |
|
| R1 |
16,887.53 |
16,887.53 |
16,550.15 |
16,774.92 |
| PP |
16,662.30 |
16,662.30 |
16,662.30 |
16,605.99 |
| S1 |
16,268.14 |
16,268.14 |
16,436.59 |
16,155.53 |
| S2 |
16,042.91 |
16,042.91 |
16,379.82 |
|
| S3 |
15,423.52 |
15,648.75 |
16,323.04 |
|
| S4 |
14,804.13 |
15,029.36 |
16,152.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,056.46 |
16,437.07 |
619.39 |
3.8% |
177.76 |
1.1% |
9% |
False |
True |
|
| 10 |
17,133.43 |
16,437.07 |
696.36 |
4.2% |
139.13 |
0.8% |
8% |
False |
True |
|
| 20 |
17,151.56 |
16,437.07 |
714.49 |
4.3% |
130.48 |
0.8% |
8% |
False |
True |
|
| 40 |
17,151.56 |
16,437.07 |
714.49 |
4.3% |
111.77 |
0.7% |
8% |
False |
True |
|
| 60 |
17,151.56 |
16,341.30 |
810.26 |
4.9% |
107.57 |
0.7% |
19% |
False |
False |
|
| 80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
115.58 |
0.7% |
42% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
124.16 |
0.8% |
42% |
False |
False |
|
| 120 |
17,151.56 |
15,803.40 |
1,348.16 |
8.2% |
127.72 |
0.8% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,212.39 |
|
2.618 |
16,971.38 |
|
1.618 |
16,823.70 |
|
1.000 |
16,732.43 |
|
0.618 |
16,676.02 |
|
HIGH |
16,584.75 |
|
0.618 |
16,528.34 |
|
0.500 |
16,510.91 |
|
0.382 |
16,493.48 |
|
LOW |
16,437.07 |
|
0.618 |
16,345.80 |
|
1.000 |
16,289.39 |
|
1.618 |
16,198.12 |
|
2.618 |
16,050.44 |
|
4.250 |
15,809.43 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,510.91 |
16,710.51 |
| PP |
16,505.06 |
16,638.13 |
| S1 |
16,499.22 |
16,565.75 |
|