| 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 |
3,113.0 |
3,086.0 |
-27.0 |
-0.9% |
3,181.0 |
| High |
3,122.0 |
3,099.0 |
-23.0 |
-0.7% |
3,213.0 |
| Low |
3,055.0 |
3,060.0 |
5.0 |
0.2% |
3,055.0 |
| Close |
3,074.0 |
3,074.0 |
0.0 |
0.0% |
3,074.0 |
| Range |
67.0 |
39.0 |
-28.0 |
-41.8% |
158.0 |
| ATR |
49.2 |
48.5 |
-0.7 |
-1.5% |
0.0 |
| Volume |
1,001,981 |
1,104,437 |
102,456 |
10.2% |
6,100,254 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,194.7 |
3,173.3 |
3,095.5 |
|
| R3 |
3,155.7 |
3,134.3 |
3,084.7 |
|
| R2 |
3,116.7 |
3,116.7 |
3,081.2 |
|
| R1 |
3,095.3 |
3,095.3 |
3,077.6 |
3,086.5 |
| PP |
3,077.7 |
3,077.7 |
3,077.7 |
3,073.3 |
| S1 |
3,056.3 |
3,056.3 |
3,070.4 |
3,047.5 |
| S2 |
3,038.7 |
3,038.7 |
3,066.9 |
|
| S3 |
2,999.7 |
3,017.3 |
3,063.3 |
|
| S4 |
2,960.7 |
2,978.3 |
3,052.6 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,588.0 |
3,489.0 |
3,160.9 |
|
| R3 |
3,430.0 |
3,331.0 |
3,117.5 |
|
| R2 |
3,272.0 |
3,272.0 |
3,103.0 |
|
| R1 |
3,173.0 |
3,173.0 |
3,088.5 |
3,143.5 |
| PP |
3,114.0 |
3,114.0 |
3,114.0 |
3,099.3 |
| S1 |
3,015.0 |
3,015.0 |
3,059.5 |
2,985.5 |
| S2 |
2,956.0 |
2,956.0 |
3,045.0 |
|
| S3 |
2,798.0 |
2,857.0 |
3,030.6 |
|
| S4 |
2,640.0 |
2,699.0 |
2,987.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,213.0 |
3,055.0 |
158.0 |
5.1% |
55.8 |
1.8% |
12% |
False |
False |
1,266,930 |
| 10 |
3,225.0 |
3,055.0 |
170.0 |
5.5% |
51.9 |
1.7% |
11% |
False |
False |
1,069,940 |
| 20 |
3,239.0 |
3,055.0 |
184.0 |
6.0% |
49.3 |
1.6% |
10% |
False |
False |
992,080 |
| 40 |
3,322.0 |
3,055.0 |
267.0 |
8.7% |
41.1 |
1.3% |
7% |
False |
False |
850,150 |
| 60 |
3,322.0 |
3,055.0 |
267.0 |
8.7% |
37.3 |
1.2% |
7% |
False |
False |
573,311 |
| 80 |
3,322.0 |
3,009.0 |
313.0 |
10.2% |
38.3 |
1.2% |
21% |
False |
False |
430,481 |
| 100 |
3,322.0 |
2,910.0 |
412.0 |
13.4% |
38.2 |
1.2% |
40% |
False |
False |
344,434 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.4% |
35.3 |
1.1% |
40% |
False |
False |
287,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,264.8 |
|
2.618 |
3,201.1 |
|
1.618 |
3,162.1 |
|
1.000 |
3,138.0 |
|
0.618 |
3,123.1 |
|
HIGH |
3,099.0 |
|
0.618 |
3,084.1 |
|
0.500 |
3,079.5 |
|
0.382 |
3,074.9 |
|
LOW |
3,060.0 |
|
0.618 |
3,035.9 |
|
1.000 |
3,021.0 |
|
1.618 |
2,996.9 |
|
2.618 |
2,957.9 |
|
4.250 |
2,894.3 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,079.5 |
3,118.0 |
| PP |
3,077.7 |
3,103.3 |
| S1 |
3,075.8 |
3,088.7 |
|