| 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 |
9,175.0 |
9,114.0 |
-61.0 |
-0.7% |
9,650.5 |
| High |
9,239.5 |
9,168.5 |
-71.0 |
-0.8% |
9,710.0 |
| Low |
9,080.5 |
9,031.0 |
-49.5 |
-0.5% |
9,152.5 |
| Close |
9,192.0 |
9,127.5 |
-64.5 |
-0.7% |
9,212.5 |
| Range |
159.0 |
137.5 |
-21.5 |
-13.5% |
557.5 |
| ATR |
143.0 |
144.2 |
1.3 |
0.9% |
0.0 |
| Volume |
143,390 |
166,027 |
22,637 |
15.8% |
664,325 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,521.5 |
9,462.0 |
9,203.1 |
|
| R3 |
9,384.0 |
9,324.5 |
9,165.3 |
|
| R2 |
9,246.5 |
9,246.5 |
9,152.7 |
|
| R1 |
9,187.0 |
9,187.0 |
9,140.1 |
9,216.8 |
| PP |
9,109.0 |
9,109.0 |
9,109.0 |
9,123.9 |
| S1 |
9,049.5 |
9,049.5 |
9,114.9 |
9,079.3 |
| S2 |
8,971.5 |
8,971.5 |
9,102.3 |
|
| S3 |
8,834.0 |
8,912.0 |
9,089.7 |
|
| S4 |
8,696.5 |
8,774.5 |
9,051.9 |
|
|
| 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 |
9,607.5 |
9,031.0 |
576.5 |
6.3% |
185.2 |
2.0% |
17% |
False |
True |
147,802 |
| 10 |
9,819.0 |
9,031.0 |
788.0 |
8.6% |
165.1 |
1.8% |
12% |
False |
True |
130,054 |
| 20 |
9,877.0 |
9,031.0 |
846.0 |
9.3% |
145.1 |
1.6% |
11% |
False |
True |
111,009 |
| 40 |
10,056.0 |
9,031.0 |
1,025.0 |
11.2% |
120.2 |
1.3% |
9% |
False |
True |
90,747 |
| 60 |
10,056.0 |
9,031.0 |
1,025.0 |
11.2% |
107.2 |
1.2% |
9% |
False |
True |
60,842 |
| 80 |
10,056.0 |
9,031.0 |
1,025.0 |
11.2% |
113.3 |
1.2% |
9% |
False |
True |
45,697 |
| 100 |
10,056.0 |
8,953.5 |
1,102.5 |
12.1% |
114.8 |
1.3% |
16% |
False |
False |
36,591 |
| 120 |
10,056.0 |
8,953.5 |
1,102.5 |
12.1% |
114.0 |
1.2% |
16% |
False |
False |
30,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,752.9 |
|
2.618 |
9,528.5 |
|
1.618 |
9,391.0 |
|
1.000 |
9,306.0 |
|
0.618 |
9,253.5 |
|
HIGH |
9,168.5 |
|
0.618 |
9,116.0 |
|
0.500 |
9,099.8 |
|
0.382 |
9,083.5 |
|
LOW |
9,031.0 |
|
0.618 |
8,946.0 |
|
1.000 |
8,893.5 |
|
1.618 |
8,808.5 |
|
2.618 |
8,671.0 |
|
4.250 |
8,446.6 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,118.3 |
9,147.0 |
| PP |
9,109.0 |
9,140.5 |
| S1 |
9,099.8 |
9,134.0 |
|