| 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 |
9,226.5 |
9,175.0 |
-51.5 |
-0.6% |
9,650.5 |
| High |
9,263.0 |
9,239.5 |
-23.5 |
-0.3% |
9,710.0 |
| Low |
9,130.5 |
9,080.5 |
-50.0 |
-0.5% |
9,152.5 |
| Close |
9,163.0 |
9,192.0 |
29.0 |
0.3% |
9,212.5 |
| Range |
132.5 |
159.0 |
26.5 |
20.0% |
557.5 |
| ATR |
141.7 |
143.0 |
1.2 |
0.9% |
0.0 |
| Volume |
127,868 |
143,390 |
15,522 |
12.1% |
664,325 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,647.7 |
9,578.8 |
9,279.5 |
|
| R3 |
9,488.7 |
9,419.8 |
9,235.7 |
|
| R2 |
9,329.7 |
9,329.7 |
9,221.2 |
|
| R1 |
9,260.8 |
9,260.8 |
9,206.6 |
9,295.3 |
| PP |
9,170.7 |
9,170.7 |
9,170.7 |
9,187.9 |
| S1 |
9,101.8 |
9,101.8 |
9,177.4 |
9,136.3 |
| S2 |
9,011.7 |
9,011.7 |
9,162.9 |
|
| S3 |
8,852.7 |
8,942.8 |
9,148.3 |
|
| S4 |
8,693.7 |
8,783.8 |
9,104.6 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,030.8 |
10,679.2 |
9,519.1 |
|
| R3 |
10,473.3 |
10,121.7 |
9,365.8 |
|
| R2 |
9,915.8 |
9,915.8 |
9,314.7 |
|
| R1 |
9,564.2 |
9,564.2 |
9,263.6 |
9,461.3 |
| PP |
9,358.3 |
9,358.3 |
9,358.3 |
9,306.9 |
| S1 |
9,006.7 |
9,006.7 |
9,161.4 |
8,903.8 |
| S2 |
8,800.8 |
8,800.8 |
9,110.3 |
|
| S3 |
8,243.3 |
8,449.2 |
9,059.2 |
|
| S4 |
7,685.8 |
7,891.7 |
8,905.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,710.0 |
9,080.5 |
629.5 |
6.8% |
184.8 |
2.0% |
18% |
False |
True |
147,108 |
| 10 |
9,819.0 |
9,080.5 |
738.5 |
8.0% |
162.4 |
1.8% |
15% |
False |
True |
122,666 |
| 20 |
9,877.0 |
9,080.5 |
796.5 |
8.7% |
142.2 |
1.5% |
14% |
False |
True |
109,716 |
| 40 |
10,056.0 |
9,080.5 |
975.5 |
10.6% |
117.8 |
1.3% |
11% |
False |
True |
86,709 |
| 60 |
10,056.0 |
9,080.5 |
975.5 |
10.6% |
105.7 |
1.2% |
11% |
False |
True |
58,086 |
| 80 |
10,056.0 |
9,080.5 |
975.5 |
10.6% |
114.5 |
1.2% |
11% |
False |
True |
43,630 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
12.0% |
116.3 |
1.3% |
22% |
False |
False |
34,932 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
12.0% |
114.0 |
1.2% |
22% |
False |
False |
29,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,915.3 |
|
2.618 |
9,655.8 |
|
1.618 |
9,496.8 |
|
1.000 |
9,398.5 |
|
0.618 |
9,337.8 |
|
HIGH |
9,239.5 |
|
0.618 |
9,178.8 |
|
0.500 |
9,160.0 |
|
0.382 |
9,141.2 |
|
LOW |
9,080.5 |
|
0.618 |
8,982.2 |
|
1.000 |
8,921.5 |
|
1.618 |
8,823.2 |
|
2.618 |
8,664.2 |
|
4.250 |
8,404.8 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,181.3 |
9,245.0 |
| PP |
9,170.7 |
9,227.3 |
| S1 |
9,160.0 |
9,209.7 |
|