| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,143.2 |
1,118.1 |
-25.1 |
-2.2% |
1,141.1 |
| High |
1,143.5 |
1,122.3 |
-21.2 |
-1.9% |
1,149.2 |
| Low |
1,114.8 |
1,103.1 |
-11.7 |
-1.0% |
1,103.1 |
| Close |
1,116.7 |
1,111.8 |
-4.9 |
-0.4% |
1,111.8 |
| Range |
28.7 |
19.2 |
-9.5 |
-33.1% |
46.1 |
| ATR |
16.8 |
17.0 |
0.2 |
1.0% |
0.0 |
| Volume |
188,775 |
215,187 |
26,412 |
14.0% |
727,905 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,170.0 |
1,160.0 |
1,122.3 |
|
| R3 |
1,150.8 |
1,141.0 |
1,117.0 |
|
| R2 |
1,131.5 |
1,131.5 |
1,115.3 |
|
| R1 |
1,121.8 |
1,121.8 |
1,113.5 |
1,117.0 |
| PP |
1,112.5 |
1,112.5 |
1,112.5 |
1,110.0 |
| S1 |
1,102.5 |
1,102.5 |
1,110.0 |
1,097.8 |
| S2 |
1,093.3 |
1,093.3 |
1,108.3 |
|
| S3 |
1,074.0 |
1,083.3 |
1,106.5 |
|
| S4 |
1,054.8 |
1,064.0 |
1,101.3 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.8 |
1,231.8 |
1,137.3 |
|
| R3 |
1,213.5 |
1,185.8 |
1,124.5 |
|
| R2 |
1,167.5 |
1,167.5 |
1,120.3 |
|
| R1 |
1,139.8 |
1,139.8 |
1,116.0 |
1,130.5 |
| PP |
1,121.3 |
1,121.3 |
1,121.3 |
1,116.8 |
| S1 |
1,093.5 |
1,093.5 |
1,107.5 |
1,084.5 |
| S2 |
1,075.3 |
1,075.3 |
1,103.3 |
|
| S3 |
1,029.3 |
1,047.5 |
1,099.0 |
|
| S4 |
983.0 |
1,001.3 |
1,086.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,149.2 |
1,103.1 |
46.1 |
4.1% |
18.5 |
1.7% |
19% |
False |
True |
145,581 |
| 10 |
1,161.6 |
1,103.1 |
58.5 |
5.3% |
15.8 |
1.4% |
15% |
False |
True |
125,436 |
| 20 |
1,203.0 |
1,103.1 |
99.9 |
9.0% |
17.8 |
1.6% |
9% |
False |
True |
128,527 |
| 40 |
1,210.7 |
1,103.1 |
107.6 |
9.7% |
16.3 |
1.5% |
8% |
False |
True |
111,954 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.8% |
14.0 |
1.3% |
24% |
False |
False |
74,716 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.8% |
10.8 |
1.0% |
24% |
False |
False |
56,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,204.0 |
|
2.618 |
1,172.5 |
|
1.618 |
1,153.3 |
|
1.000 |
1,141.5 |
|
0.618 |
1,134.3 |
|
HIGH |
1,122.3 |
|
0.618 |
1,115.0 |
|
0.500 |
1,112.8 |
|
0.382 |
1,110.5 |
|
LOW |
1,103.0 |
|
0.618 |
1,091.3 |
|
1.000 |
1,084.0 |
|
1.618 |
1,072.0 |
|
2.618 |
1,052.8 |
|
4.250 |
1,021.5 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,112.8 |
1,126.3 |
| PP |
1,112.5 |
1,121.3 |
| S1 |
1,112.0 |
1,116.5 |
|