| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,049.0 |
3,048.0 |
-1.0 |
0.0% |
3,181.0 |
| High |
3,064.0 |
3,062.0 |
-2.0 |
-0.1% |
3,213.0 |
| Low |
3,018.0 |
2,991.0 |
-27.0 |
-0.9% |
3,055.0 |
| Close |
3,049.0 |
3,013.0 |
-36.0 |
-1.2% |
3,074.0 |
| Range |
46.0 |
71.0 |
25.0 |
54.3% |
158.0 |
| ATR |
49.9 |
51.4 |
1.5 |
3.0% |
0.0 |
| Volume |
1,484,446 |
1,425,304 |
-59,142 |
-4.0% |
6,100,254 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,235.0 |
3,195.0 |
3,052.1 |
|
| R3 |
3,164.0 |
3,124.0 |
3,032.5 |
|
| R2 |
3,093.0 |
3,093.0 |
3,026.0 |
|
| R1 |
3,053.0 |
3,053.0 |
3,019.5 |
3,037.5 |
| PP |
3,022.0 |
3,022.0 |
3,022.0 |
3,014.3 |
| S1 |
2,982.0 |
2,982.0 |
3,006.5 |
2,966.5 |
| S2 |
2,951.0 |
2,951.0 |
3,000.0 |
|
| S3 |
2,880.0 |
2,911.0 |
2,993.5 |
|
| S4 |
2,809.0 |
2,840.0 |
2,974.0 |
|
|
| 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 |
3,122.0 |
2,991.0 |
131.0 |
4.3% |
57.0 |
1.9% |
17% |
False |
True |
1,313,119 |
| 10 |
3,222.0 |
2,991.0 |
231.0 |
7.7% |
56.3 |
1.9% |
10% |
False |
True |
1,254,088 |
| 20 |
3,225.0 |
2,991.0 |
234.0 |
7.8% |
49.9 |
1.7% |
9% |
False |
True |
1,066,623 |
| 40 |
3,322.0 |
2,991.0 |
331.0 |
11.0% |
43.6 |
1.4% |
7% |
False |
True |
948,301 |
| 60 |
3,322.0 |
2,991.0 |
331.0 |
11.0% |
39.2 |
1.3% |
7% |
False |
True |
647,621 |
| 80 |
3,322.0 |
2,991.0 |
331.0 |
11.0% |
38.8 |
1.3% |
7% |
False |
True |
486,187 |
| 100 |
3,322.0 |
2,937.0 |
385.0 |
12.8% |
38.7 |
1.3% |
20% |
False |
False |
389,025 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.7% |
36.7 |
1.2% |
25% |
False |
False |
324,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,363.8 |
|
2.618 |
3,247.9 |
|
1.618 |
3,176.9 |
|
1.000 |
3,133.0 |
|
0.618 |
3,105.9 |
|
HIGH |
3,062.0 |
|
0.618 |
3,034.9 |
|
0.500 |
3,026.5 |
|
0.382 |
3,018.1 |
|
LOW |
2,991.0 |
|
0.618 |
2,947.1 |
|
1.000 |
2,920.0 |
|
1.618 |
2,876.1 |
|
2.618 |
2,805.1 |
|
4.250 |
2,689.3 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,026.5 |
3,043.5 |
| PP |
3,022.0 |
3,033.3 |
| S1 |
3,017.5 |
3,023.2 |
|