| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,425.10 |
16,448.29 |
23.19 |
0.1% |
16,956.91 |
| High |
16,490.70 |
16,504.35 |
13.65 |
0.1% |
17,056.46 |
| Low |
16,372.32 |
16,333.78 |
-38.54 |
-0.2% |
16,437.07 |
| Close |
16,443.34 |
16,368.27 |
-75.07 |
-0.5% |
16,493.37 |
| Range |
118.38 |
170.57 |
52.19 |
44.1% |
619.39 |
| ATR |
136.84 |
139.25 |
2.41 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,913.84 |
16,811.63 |
16,462.08 |
|
| R3 |
16,743.27 |
16,641.06 |
16,415.18 |
|
| R2 |
16,572.70 |
16,572.70 |
16,399.54 |
|
| R1 |
16,470.49 |
16,470.49 |
16,383.91 |
16,436.31 |
| PP |
16,402.13 |
16,402.13 |
16,402.13 |
16,385.05 |
| S1 |
16,299.92 |
16,299.92 |
16,352.63 |
16,265.74 |
| S2 |
16,231.56 |
16,231.56 |
16,337.00 |
|
| S3 |
16,060.99 |
16,129.35 |
16,321.36 |
|
| S4 |
15,890.42 |
15,958.78 |
16,274.46 |
|
|
| 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 |
16,596.22 |
16,333.78 |
262.44 |
1.6% |
155.21 |
0.9% |
13% |
False |
True |
|
| 10 |
17,082.33 |
16,333.78 |
748.55 |
4.6% |
168.39 |
1.0% |
5% |
False |
True |
|
| 20 |
17,151.56 |
16,333.78 |
817.78 |
5.0% |
137.96 |
0.8% |
4% |
False |
True |
|
| 40 |
17,151.56 |
16,333.78 |
817.78 |
5.0% |
119.68 |
0.7% |
4% |
False |
True |
|
| 60 |
17,151.56 |
16,333.78 |
817.78 |
5.0% |
111.87 |
0.7% |
4% |
False |
True |
|
| 80 |
17,151.56 |
16,063.20 |
1,088.36 |
6.6% |
113.49 |
0.7% |
28% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
122.97 |
0.8% |
31% |
False |
False |
|
| 120 |
17,151.56 |
16,006.59 |
1,144.97 |
7.0% |
127.14 |
0.8% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,229.27 |
|
2.618 |
16,950.90 |
|
1.618 |
16,780.33 |
|
1.000 |
16,674.92 |
|
0.618 |
16,609.76 |
|
HIGH |
16,504.35 |
|
0.618 |
16,439.19 |
|
0.500 |
16,419.07 |
|
0.382 |
16,398.94 |
|
LOW |
16,333.78 |
|
0.618 |
16,228.37 |
|
1.000 |
16,163.21 |
|
1.618 |
16,057.80 |
|
2.618 |
15,887.23 |
|
4.250 |
15,608.86 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,419.07 |
16,446.88 |
| PP |
16,402.13 |
16,420.67 |
| S1 |
16,385.20 |
16,394.47 |
|