| 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 |
3,076.0 |
3,049.0 |
-27.0 |
-0.9% |
3,181.0 |
| High |
3,096.0 |
3,064.0 |
-32.0 |
-1.0% |
3,213.0 |
| Low |
3,034.0 |
3,018.0 |
-16.0 |
-0.5% |
3,055.0 |
| Close |
3,073.0 |
3,049.0 |
-24.0 |
-0.8% |
3,074.0 |
| Range |
62.0 |
46.0 |
-16.0 |
-25.8% |
158.0 |
| ATR |
49.5 |
49.9 |
0.4 |
0.8% |
0.0 |
| Volume |
1,549,431 |
1,484,446 |
-64,985 |
-4.2% |
6,100,254 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.7 |
3,161.3 |
3,074.3 |
|
| R3 |
3,135.7 |
3,115.3 |
3,061.7 |
|
| R2 |
3,089.7 |
3,089.7 |
3,057.4 |
|
| R1 |
3,069.3 |
3,069.3 |
3,053.2 |
3,072.0 |
| PP |
3,043.7 |
3,043.7 |
3,043.7 |
3,045.0 |
| S1 |
3,023.3 |
3,023.3 |
3,044.8 |
3,026.0 |
| S2 |
2,997.7 |
2,997.7 |
3,040.6 |
|
| S3 |
2,951.7 |
2,977.3 |
3,036.4 |
|
| S4 |
2,905.7 |
2,931.3 |
3,023.7 |
|
|
| 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 |
3,181.0 |
3,018.0 |
163.0 |
5.3% |
58.4 |
1.9% |
19% |
False |
True |
1,354,776 |
| 10 |
3,225.0 |
3,018.0 |
207.0 |
6.8% |
54.8 |
1.8% |
15% |
False |
True |
1,199,258 |
| 20 |
3,225.0 |
3,018.0 |
207.0 |
6.8% |
50.1 |
1.6% |
15% |
False |
True |
1,035,964 |
| 40 |
3,322.0 |
3,018.0 |
304.0 |
10.0% |
42.6 |
1.4% |
10% |
False |
True |
919,619 |
| 60 |
3,322.0 |
3,018.0 |
304.0 |
10.0% |
38.3 |
1.3% |
10% |
False |
True |
623,869 |
| 80 |
3,322.0 |
3,009.0 |
313.0 |
10.3% |
38.4 |
1.3% |
13% |
False |
False |
468,372 |
| 100 |
3,322.0 |
2,910.0 |
412.0 |
13.5% |
38.3 |
1.3% |
34% |
False |
False |
374,772 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.5% |
36.1 |
1.2% |
34% |
False |
False |
312,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,259.5 |
|
2.618 |
3,184.4 |
|
1.618 |
3,138.4 |
|
1.000 |
3,110.0 |
|
0.618 |
3,092.4 |
|
HIGH |
3,064.0 |
|
0.618 |
3,046.4 |
|
0.500 |
3,041.0 |
|
0.382 |
3,035.6 |
|
LOW |
3,018.0 |
|
0.618 |
2,989.6 |
|
1.000 |
2,972.0 |
|
1.618 |
2,943.6 |
|
2.618 |
2,897.6 |
|
4.250 |
2,822.5 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,046.3 |
3,058.5 |
| PP |
3,043.7 |
3,055.3 |
| S1 |
3,041.0 |
3,052.2 |
|