| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,048.0 |
2,985.0 |
-63.0 |
-2.1% |
3,086.0 |
| High |
3,062.0 |
3,038.0 |
-24.0 |
-0.8% |
3,099.0 |
| Low |
2,991.0 |
2,973.0 |
-18.0 |
-0.6% |
2,973.0 |
| Close |
3,013.0 |
3,006.0 |
-7.0 |
-0.2% |
3,006.0 |
| Range |
71.0 |
65.0 |
-6.0 |
-8.5% |
126.0 |
| ATR |
51.4 |
52.3 |
1.0 |
1.9% |
0.0 |
| Volume |
1,425,304 |
921,158 |
-504,146 |
-35.4% |
6,484,776 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,200.7 |
3,168.3 |
3,041.8 |
|
| R3 |
3,135.7 |
3,103.3 |
3,023.9 |
|
| R2 |
3,070.7 |
3,070.7 |
3,017.9 |
|
| R1 |
3,038.3 |
3,038.3 |
3,012.0 |
3,054.5 |
| PP |
3,005.7 |
3,005.7 |
3,005.7 |
3,013.8 |
| S1 |
2,973.3 |
2,973.3 |
3,000.0 |
2,989.5 |
| S2 |
2,940.7 |
2,940.7 |
2,994.1 |
|
| S3 |
2,875.7 |
2,908.3 |
2,988.1 |
|
| S4 |
2,810.7 |
2,843.3 |
2,970.3 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,404.0 |
3,331.0 |
3,075.3 |
|
| R3 |
3,278.0 |
3,205.0 |
3,040.7 |
|
| R2 |
3,152.0 |
3,152.0 |
3,029.1 |
|
| R1 |
3,079.0 |
3,079.0 |
3,017.6 |
3,052.5 |
| PP |
3,026.0 |
3,026.0 |
3,026.0 |
3,012.8 |
| S1 |
2,953.0 |
2,953.0 |
2,994.5 |
2,926.5 |
| S2 |
2,900.0 |
2,900.0 |
2,982.9 |
|
| S3 |
2,774.0 |
2,827.0 |
2,971.4 |
|
| S4 |
2,648.0 |
2,701.0 |
2,936.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,099.0 |
2,973.0 |
126.0 |
4.2% |
56.6 |
1.9% |
26% |
False |
True |
1,296,955 |
| 10 |
3,213.0 |
2,973.0 |
240.0 |
8.0% |
57.0 |
1.9% |
14% |
False |
True |
1,258,503 |
| 20 |
3,225.0 |
2,973.0 |
252.0 |
8.4% |
51.5 |
1.7% |
13% |
False |
True |
1,084,331 |
| 40 |
3,322.0 |
2,973.0 |
349.0 |
11.6% |
44.5 |
1.5% |
9% |
False |
True |
961,707 |
| 60 |
3,322.0 |
2,973.0 |
349.0 |
11.6% |
39.3 |
1.3% |
9% |
False |
True |
662,963 |
| 80 |
3,322.0 |
2,973.0 |
349.0 |
11.6% |
39.0 |
1.3% |
9% |
False |
True |
497,699 |
| 100 |
3,322.0 |
2,961.0 |
361.0 |
12.0% |
39.0 |
1.3% |
12% |
False |
False |
398,236 |
| 120 |
3,322.0 |
2,910.0 |
412.0 |
13.7% |
37.3 |
1.2% |
23% |
False |
False |
331,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,314.3 |
|
2.618 |
3,208.2 |
|
1.618 |
3,143.2 |
|
1.000 |
3,103.0 |
|
0.618 |
3,078.2 |
|
HIGH |
3,038.0 |
|
0.618 |
3,013.2 |
|
0.500 |
3,005.5 |
|
0.382 |
2,997.8 |
|
LOW |
2,973.0 |
|
0.618 |
2,932.8 |
|
1.000 |
2,908.0 |
|
1.618 |
2,867.8 |
|
2.618 |
2,802.8 |
|
4.250 |
2,696.8 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,005.8 |
3,018.5 |
| PP |
3,005.7 |
3,014.3 |
| S1 |
3,005.5 |
3,010.2 |
|