| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,086.0 |
3,076.0 |
-10.0 |
-0.3% |
3,181.0 |
| High |
3,099.0 |
3,096.0 |
-3.0 |
-0.1% |
3,213.0 |
| Low |
3,060.0 |
3,034.0 |
-26.0 |
-0.8% |
3,055.0 |
| Close |
3,074.0 |
3,073.0 |
-1.0 |
0.0% |
3,074.0 |
| Range |
39.0 |
62.0 |
23.0 |
59.0% |
158.0 |
| ATR |
48.5 |
49.5 |
1.0 |
2.0% |
0.0 |
| Volume |
1,104,437 |
1,549,431 |
444,994 |
40.3% |
6,100,254 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,253.7 |
3,225.3 |
3,107.1 |
|
| R3 |
3,191.7 |
3,163.3 |
3,090.1 |
|
| R2 |
3,129.7 |
3,129.7 |
3,084.4 |
|
| R1 |
3,101.3 |
3,101.3 |
3,078.7 |
3,084.5 |
| PP |
3,067.7 |
3,067.7 |
3,067.7 |
3,059.3 |
| S1 |
3,039.3 |
3,039.3 |
3,067.3 |
3,022.5 |
| S2 |
3,005.7 |
3,005.7 |
3,061.6 |
|
| S3 |
2,943.7 |
2,977.3 |
3,056.0 |
|
| S4 |
2,881.7 |
2,915.3 |
3,038.9 |
|
|
| 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 |
3,034.0 |
179.0 |
5.8% |
59.4 |
1.9% |
22% |
False |
True |
1,376,748 |
| 10 |
3,225.0 |
3,034.0 |
191.0 |
6.2% |
53.8 |
1.8% |
20% |
False |
True |
1,147,478 |
| 20 |
3,225.0 |
3,034.0 |
191.0 |
6.2% |
49.3 |
1.6% |
20% |
False |
True |
1,034,882 |
| 40 |
3,322.0 |
3,034.0 |
288.0 |
9.4% |
42.0 |
1.4% |
14% |
False |
True |
885,957 |
| 60 |
3,322.0 |
3,034.0 |
288.0 |
9.4% |
37.8 |
1.2% |
14% |
False |
True |
599,132 |
| 80 |
3,322.0 |
3,009.0 |
313.0 |
10.2% |
38.9 |
1.3% |
20% |
False |
False |
449,823 |
| 100 |
3,322.0 |
2,910.0 |
412.0 |
13.4% |
38.6 |
1.3% |
40% |
False |
False |
359,928 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.4% |
35.7 |
1.2% |
40% |
False |
False |
299,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,359.5 |
|
2.618 |
3,258.3 |
|
1.618 |
3,196.3 |
|
1.000 |
3,158.0 |
|
0.618 |
3,134.3 |
|
HIGH |
3,096.0 |
|
0.618 |
3,072.3 |
|
0.500 |
3,065.0 |
|
0.382 |
3,057.7 |
|
LOW |
3,034.0 |
|
0.618 |
2,995.7 |
|
1.000 |
2,972.0 |
|
1.618 |
2,933.7 |
|
2.618 |
2,871.7 |
|
4.250 |
2,770.5 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,070.3 |
3,078.0 |
| PP |
3,067.7 |
3,076.3 |
| S1 |
3,065.0 |
3,074.7 |
|