| 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 |
1,288.0 |
1,288.1 |
0.1 |
0.0% |
1,307.9 |
| High |
1,292.7 |
1,309.0 |
16.3 |
1.3% |
1,312.1 |
| Low |
1,282.6 |
1,287.8 |
5.2 |
0.4% |
1,279.7 |
| Close |
1,284.0 |
1,306.7 |
22.7 |
1.8% |
1,293.6 |
| Range |
10.1 |
21.2 |
11.1 |
109.9% |
32.4 |
| ATR |
15.0 |
15.7 |
0.7 |
4.8% |
0.0 |
| Volume |
825 |
706 |
-119 |
-14.4% |
362,372 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,364.8 |
1,356.9 |
1,318.4 |
|
| R3 |
1,343.6 |
1,335.7 |
1,312.5 |
|
| R2 |
1,322.4 |
1,322.4 |
1,310.6 |
|
| R1 |
1,314.5 |
1,314.5 |
1,308.6 |
1,318.5 |
| PP |
1,301.2 |
1,301.2 |
1,301.2 |
1,303.1 |
| S1 |
1,293.3 |
1,293.3 |
1,304.8 |
1,297.3 |
| S2 |
1,280.0 |
1,280.0 |
1,302.8 |
|
| S3 |
1,258.8 |
1,272.1 |
1,300.9 |
|
| S4 |
1,237.6 |
1,250.9 |
1,295.0 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,392.3 |
1,375.4 |
1,311.4 |
|
| R3 |
1,359.9 |
1,343.0 |
1,302.5 |
|
| R2 |
1,327.5 |
1,327.5 |
1,299.5 |
|
| R1 |
1,310.6 |
1,310.6 |
1,296.6 |
1,302.9 |
| PP |
1,295.1 |
1,295.1 |
1,295.1 |
1,291.3 |
| S1 |
1,278.2 |
1,278.2 |
1,290.6 |
1,270.5 |
| S2 |
1,262.7 |
1,262.7 |
1,287.7 |
|
| S3 |
1,230.3 |
1,245.8 |
1,284.7 |
|
| S4 |
1,197.9 |
1,213.4 |
1,275.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,309.0 |
1,279.7 |
29.3 |
2.2% |
14.8 |
1.1% |
92% |
True |
False |
2,019 |
| 10 |
1,312.1 |
1,279.7 |
32.4 |
2.5% |
14.7 |
1.1% |
83% |
False |
False |
67,482 |
| 20 |
1,346.8 |
1,279.7 |
67.1 |
5.1% |
16.4 |
1.3% |
40% |
False |
False |
102,696 |
| 40 |
1,346.8 |
1,257.9 |
88.9 |
6.8% |
15.6 |
1.2% |
55% |
False |
False |
114,115 |
| 60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.7 |
1.1% |
62% |
False |
False |
98,849 |
| 80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.3 |
1.2% |
62% |
False |
False |
76,406 |
| 100 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.3 |
1.2% |
44% |
False |
False |
61,687 |
| 120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.3 |
1.2% |
44% |
False |
False |
51,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,399.1 |
|
2.618 |
1,364.5 |
|
1.618 |
1,343.3 |
|
1.000 |
1,330.2 |
|
0.618 |
1,322.1 |
|
HIGH |
1,309.0 |
|
0.618 |
1,300.9 |
|
0.500 |
1,298.4 |
|
0.382 |
1,295.9 |
|
LOW |
1,287.8 |
|
0.618 |
1,274.7 |
|
1.000 |
1,266.6 |
|
1.618 |
1,253.5 |
|
2.618 |
1,232.3 |
|
4.250 |
1,197.7 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,303.9 |
1,303.1 |
| PP |
1,301.2 |
1,299.4 |
| S1 |
1,298.4 |
1,295.8 |
|