| 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 |
1,110.8 |
1,120.2 |
9.4 |
0.8% |
1,141.1 |
| High |
1,122.9 |
1,127.2 |
4.3 |
0.4% |
1,149.2 |
| Low |
1,103.4 |
1,110.4 |
7.0 |
0.6% |
1,103.1 |
| Close |
1,120.0 |
1,117.9 |
-2.1 |
-0.2% |
1,111.8 |
| Range |
19.5 |
16.8 |
-2.7 |
-13.8% |
46.1 |
| ATR |
17.2 |
17.1 |
0.0 |
-0.2% |
0.0 |
| Volume |
126,033 |
165,848 |
39,815 |
31.6% |
727,905 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,169.0 |
1,160.3 |
1,127.3 |
|
| R3 |
1,152.0 |
1,143.5 |
1,122.5 |
|
| R2 |
1,135.3 |
1,135.3 |
1,121.0 |
|
| R1 |
1,126.5 |
1,126.5 |
1,119.5 |
1,122.5 |
| PP |
1,118.5 |
1,118.5 |
1,118.5 |
1,116.5 |
| S1 |
1,109.8 |
1,109.8 |
1,116.3 |
1,105.8 |
| S2 |
1,101.8 |
1,101.8 |
1,114.8 |
|
| S3 |
1,085.0 |
1,093.0 |
1,113.3 |
|
| S4 |
1,068.0 |
1,076.3 |
1,108.8 |
|
|
| 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% |
19.0 |
1.7% |
32% |
False |
False |
162,525 |
| 10 |
1,161.6 |
1,103.1 |
58.5 |
5.2% |
16.8 |
1.5% |
25% |
False |
False |
133,335 |
| 20 |
1,176.0 |
1,103.1 |
72.9 |
6.5% |
17.5 |
1.6% |
20% |
False |
False |
130,337 |
| 40 |
1,210.7 |
1,103.1 |
107.6 |
9.6% |
16.3 |
1.5% |
14% |
False |
False |
119,148 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.7% |
14.5 |
1.3% |
29% |
False |
False |
79,581 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.7% |
11.3 |
1.0% |
29% |
False |
False |
59,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,198.5 |
|
2.618 |
1,171.3 |
|
1.618 |
1,154.5 |
|
1.000 |
1,144.0 |
|
0.618 |
1,137.5 |
|
HIGH |
1,127.3 |
|
0.618 |
1,120.8 |
|
0.500 |
1,118.8 |
|
0.382 |
1,116.8 |
|
LOW |
1,110.5 |
|
0.618 |
1,100.0 |
|
1.000 |
1,093.5 |
|
1.618 |
1,083.3 |
|
2.618 |
1,066.5 |
|
4.250 |
1,039.0 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,118.8 |
1,117.0 |
| PP |
1,118.5 |
1,116.0 |
| S1 |
1,118.3 |
1,115.3 |
|