| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,448.29 |
16,369.68 |
-78.61 |
-0.5% |
16,493.72 |
| High |
16,504.35 |
16,556.59 |
52.24 |
0.3% |
16,596.22 |
| Low |
16,333.78 |
16,364.22 |
30.44 |
0.2% |
16,333.78 |
| Close |
16,368.27 |
16,553.93 |
185.66 |
1.1% |
16,553.93 |
| Range |
170.57 |
192.37 |
21.80 |
12.8% |
262.44 |
| ATR |
139.25 |
143.04 |
3.79 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,068.69 |
17,003.68 |
16,659.73 |
|
| R3 |
16,876.32 |
16,811.31 |
16,606.83 |
|
| R2 |
16,683.95 |
16,683.95 |
16,589.20 |
|
| R1 |
16,618.94 |
16,618.94 |
16,571.56 |
16,651.45 |
| PP |
16,491.58 |
16,491.58 |
16,491.58 |
16,507.83 |
| S1 |
16,426.57 |
16,426.57 |
16,536.30 |
16,459.08 |
| S2 |
16,299.21 |
16,299.21 |
16,518.66 |
|
| S3 |
16,106.84 |
16,234.20 |
16,501.03 |
|
| S4 |
15,914.47 |
16,041.83 |
16,448.13 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,281.96 |
17,180.39 |
16,698.27 |
|
| R3 |
17,019.52 |
16,917.95 |
16,626.10 |
|
| R2 |
16,757.08 |
16,757.08 |
16,602.04 |
|
| R1 |
16,655.51 |
16,655.51 |
16,577.99 |
16,706.30 |
| PP |
16,494.64 |
16,494.64 |
16,494.64 |
16,520.04 |
| S1 |
16,393.07 |
16,393.07 |
16,529.87 |
16,443.86 |
| S2 |
16,232.20 |
16,232.20 |
16,505.82 |
|
| S3 |
15,969.76 |
16,130.63 |
16,481.76 |
|
| S4 |
15,707.32 |
15,868.19 |
16,409.59 |
|
|
| 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% |
164.15 |
1.0% |
84% |
False |
False |
|
| 10 |
17,056.46 |
16,333.78 |
722.68 |
4.4% |
170.96 |
1.0% |
30% |
False |
False |
|
| 20 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
143.12 |
0.9% |
27% |
False |
False |
|
| 40 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
121.04 |
0.7% |
27% |
False |
False |
|
| 60 |
17,151.56 |
16,333.78 |
817.78 |
4.9% |
113.03 |
0.7% |
27% |
False |
False |
|
| 80 |
17,151.56 |
16,266.23 |
885.33 |
5.3% |
113.27 |
0.7% |
32% |
False |
False |
|
| 100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
123.65 |
0.7% |
47% |
False |
False |
|
| 120 |
17,151.56 |
16,006.59 |
1,144.97 |
6.9% |
128.24 |
0.8% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,374.16 |
|
2.618 |
17,060.21 |
|
1.618 |
16,867.84 |
|
1.000 |
16,748.96 |
|
0.618 |
16,675.47 |
|
HIGH |
16,556.59 |
|
0.618 |
16,483.10 |
|
0.500 |
16,460.41 |
|
0.382 |
16,437.71 |
|
LOW |
16,364.22 |
|
0.618 |
16,245.34 |
|
1.000 |
16,171.85 |
|
1.618 |
16,052.97 |
|
2.618 |
15,860.60 |
|
4.250 |
15,546.65 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,522.76 |
16,517.68 |
| PP |
16,491.58 |
16,481.43 |
| S1 |
16,460.41 |
16,445.19 |
|