| 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 |
1,120.2 |
1,119.0 |
-1.2 |
-0.1% |
1,141.1 |
| High |
1,127.2 |
1,129.9 |
2.7 |
0.2% |
1,149.2 |
| Low |
1,110.4 |
1,107.6 |
-2.8 |
-0.3% |
1,103.1 |
| Close |
1,117.9 |
1,121.8 |
3.9 |
0.3% |
1,111.8 |
| Range |
16.8 |
22.3 |
5.5 |
32.7% |
46.1 |
| ATR |
17.1 |
17.5 |
0.4 |
2.1% |
0.0 |
| Volume |
165,848 |
122,105 |
-43,743 |
-26.4% |
727,905 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,186.8 |
1,176.5 |
1,134.0 |
|
| R3 |
1,164.3 |
1,154.3 |
1,128.0 |
|
| R2 |
1,142.0 |
1,142.0 |
1,126.0 |
|
| R1 |
1,132.0 |
1,132.0 |
1,123.8 |
1,137.0 |
| PP |
1,119.8 |
1,119.8 |
1,119.8 |
1,122.3 |
| S1 |
1,109.8 |
1,109.8 |
1,119.8 |
1,114.8 |
| S2 |
1,097.5 |
1,097.5 |
1,117.8 |
|
| S3 |
1,075.3 |
1,087.3 |
1,115.8 |
|
| S4 |
1,052.8 |
1,065.0 |
1,109.5 |
|
|
| 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 |
1,143.5 |
1,103.1 |
40.4 |
3.6% |
21.3 |
1.9% |
46% |
False |
False |
163,589 |
| 10 |
1,161.6 |
1,103.1 |
58.5 |
5.2% |
17.8 |
1.6% |
32% |
False |
False |
136,404 |
| 20 |
1,171.3 |
1,103.1 |
68.2 |
6.1% |
18.3 |
1.6% |
27% |
False |
False |
131,013 |
| 40 |
1,210.7 |
1,103.1 |
107.6 |
9.6% |
16.8 |
1.5% |
17% |
False |
False |
122,055 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.7% |
15.0 |
1.3% |
32% |
False |
False |
81,616 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.7% |
11.5 |
1.0% |
32% |
False |
False |
61,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,224.8 |
|
2.618 |
1,188.3 |
|
1.618 |
1,166.0 |
|
1.000 |
1,152.3 |
|
0.618 |
1,143.8 |
|
HIGH |
1,130.0 |
|
0.618 |
1,121.5 |
|
0.500 |
1,118.8 |
|
0.382 |
1,116.0 |
|
LOW |
1,107.5 |
|
0.618 |
1,093.8 |
|
1.000 |
1,085.3 |
|
1.618 |
1,071.5 |
|
2.618 |
1,049.3 |
|
4.250 |
1,012.8 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,120.8 |
1,120.0 |
| PP |
1,119.8 |
1,118.3 |
| S1 |
1,118.8 |
1,116.8 |
|