| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,559.97 |
16,425.10 |
-134.87 |
-0.8% |
16,956.91 |
| High |
16,559.97 |
16,490.70 |
-69.27 |
-0.4% |
17,056.46 |
| Low |
16,369.55 |
16,372.32 |
2.77 |
0.0% |
16,437.07 |
| Close |
16,429.47 |
16,443.34 |
13.87 |
0.1% |
16,493.37 |
| Range |
190.42 |
118.38 |
-72.04 |
-37.8% |
619.39 |
| ATR |
138.26 |
136.84 |
-1.42 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,790.59 |
16,735.35 |
16,508.45 |
|
| R3 |
16,672.21 |
16,616.97 |
16,475.89 |
|
| R2 |
16,553.83 |
16,553.83 |
16,465.04 |
|
| R1 |
16,498.59 |
16,498.59 |
16,454.19 |
16,526.21 |
| PP |
16,435.45 |
16,435.45 |
16,435.45 |
16,449.27 |
| S1 |
16,380.21 |
16,380.21 |
16,432.49 |
16,407.83 |
| S2 |
16,317.07 |
16,317.07 |
16,421.64 |
|
| S3 |
16,198.69 |
16,261.83 |
16,410.79 |
|
| S4 |
16,080.31 |
16,143.45 |
16,378.23 |
|
|
| 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 |
16,869.63 |
16,369.55 |
500.08 |
3.0% |
182.37 |
1.1% |
15% |
False |
False |
|
| 10 |
17,119.83 |
16,369.55 |
750.28 |
4.6% |
157.21 |
1.0% |
10% |
False |
False |
|
| 20 |
17,151.56 |
16,369.55 |
782.01 |
4.8% |
138.18 |
0.8% |
9% |
False |
False |
|
| 40 |
17,151.56 |
16,369.55 |
782.01 |
4.8% |
118.45 |
0.7% |
9% |
False |
False |
|
| 60 |
17,151.56 |
16,341.30 |
810.26 |
4.9% |
109.68 |
0.7% |
13% |
False |
False |
|
| 80 |
17,151.56 |
16,028.29 |
1,123.27 |
6.8% |
113.32 |
0.7% |
37% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
123.30 |
0.7% |
38% |
False |
False |
|
| 120 |
17,151.56 |
15,985.39 |
1,166.17 |
7.1% |
127.30 |
0.8% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,993.82 |
|
2.618 |
16,800.62 |
|
1.618 |
16,682.24 |
|
1.000 |
16,609.08 |
|
0.618 |
16,563.86 |
|
HIGH |
16,490.70 |
|
0.618 |
16,445.48 |
|
0.500 |
16,431.51 |
|
0.382 |
16,417.54 |
|
LOW |
16,372.32 |
|
0.618 |
16,299.16 |
|
1.000 |
16,253.94 |
|
1.618 |
16,180.78 |
|
2.618 |
16,062.40 |
|
4.250 |
15,869.21 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,439.40 |
16,482.89 |
| PP |
16,435.45 |
16,469.70 |
| S1 |
16,431.51 |
16,456.52 |
|