| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,561.70 |
16,493.72 |
-67.98 |
-0.4% |
16,956.91 |
| High |
16,584.75 |
16,596.22 |
11.47 |
0.1% |
17,056.46 |
| Low |
16,437.07 |
16,447.20 |
10.13 |
0.1% |
16,437.07 |
| Close |
16,493.37 |
16,569.28 |
75.91 |
0.5% |
16,493.37 |
| Range |
147.68 |
149.02 |
1.34 |
0.9% |
619.39 |
| ATR |
132.34 |
133.53 |
1.19 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,984.63 |
16,925.97 |
16,651.24 |
|
| R3 |
16,835.61 |
16,776.95 |
16,610.26 |
|
| R2 |
16,686.59 |
16,686.59 |
16,596.60 |
|
| R1 |
16,627.93 |
16,627.93 |
16,582.94 |
16,657.26 |
| PP |
16,537.57 |
16,537.57 |
16,537.57 |
16,552.23 |
| S1 |
16,478.91 |
16,478.91 |
16,555.62 |
16,508.24 |
| S2 |
16,388.55 |
16,388.55 |
16,541.96 |
|
| S3 |
16,239.53 |
16,329.89 |
16,528.30 |
|
| S4 |
16,090.51 |
16,180.87 |
16,487.32 |
|
|
| 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 |
3.7% |
182.83 |
1.1% |
21% |
False |
False |
|
| 10 |
17,133.43 |
16,437.07 |
696.36 |
4.2% |
141.96 |
0.9% |
19% |
False |
False |
|
| 20 |
17,151.56 |
16,437.07 |
714.49 |
4.3% |
134.36 |
0.8% |
19% |
False |
False |
|
| 40 |
17,151.56 |
16,437.07 |
714.49 |
4.3% |
113.38 |
0.7% |
19% |
False |
False |
|
| 60 |
17,151.56 |
16,341.30 |
810.26 |
4.9% |
108.04 |
0.7% |
28% |
False |
False |
|
| 80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
115.16 |
0.7% |
49% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
124.60 |
0.8% |
49% |
False |
False |
|
| 120 |
17,151.56 |
15,863.25 |
1,288.31 |
7.8% |
127.09 |
0.8% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,229.56 |
|
2.618 |
16,986.35 |
|
1.618 |
16,837.33 |
|
1.000 |
16,745.24 |
|
0.618 |
16,688.31 |
|
HIGH |
16,596.22 |
|
0.618 |
16,539.29 |
|
0.500 |
16,521.71 |
|
0.382 |
16,504.13 |
|
LOW |
16,447.20 |
|
0.618 |
16,355.11 |
|
1.000 |
16,298.18 |
|
1.618 |
16,206.09 |
|
2.618 |
16,057.07 |
|
4.250 |
15,813.87 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,553.42 |
16,653.35 |
| PP |
16,537.57 |
16,625.33 |
| S1 |
16,521.71 |
16,597.30 |
|