| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,119.0 |
1,122.3 |
3.3 |
0.3% |
1,141.1 |
| High |
1,129.9 |
1,130.3 |
0.4 |
0.0% |
1,149.2 |
| Low |
1,107.6 |
1,112.5 |
4.9 |
0.4% |
1,103.1 |
| Close |
1,121.8 |
1,116.3 |
-5.5 |
-0.5% |
1,111.8 |
| Range |
22.3 |
17.8 |
-4.5 |
-20.2% |
46.1 |
| ATR |
17.5 |
17.5 |
0.0 |
0.1% |
0.0 |
| Volume |
122,105 |
148,214 |
26,109 |
21.4% |
727,905 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.0 |
1,162.5 |
1,126.0 |
|
| R3 |
1,155.3 |
1,144.8 |
1,121.3 |
|
| R2 |
1,137.5 |
1,137.5 |
1,119.5 |
|
| R1 |
1,127.0 |
1,127.0 |
1,118.0 |
1,123.3 |
| PP |
1,119.8 |
1,119.8 |
1,119.8 |
1,118.0 |
| S1 |
1,109.0 |
1,109.0 |
1,114.8 |
1,105.5 |
| S2 |
1,102.0 |
1,102.0 |
1,113.0 |
|
| S3 |
1,084.0 |
1,091.3 |
1,111.5 |
|
| S4 |
1,066.3 |
1,073.5 |
1,106.5 |
|
|
| 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 |
1,130.3 |
1,103.1 |
27.2 |
2.4% |
19.0 |
1.7% |
49% |
True |
False |
155,477 |
| 10 |
1,149.6 |
1,103.1 |
46.5 |
4.2% |
18.3 |
1.6% |
28% |
False |
False |
140,348 |
| 20 |
1,170.3 |
1,103.1 |
67.2 |
6.0% |
17.5 |
1.6% |
20% |
False |
False |
130,071 |
| 40 |
1,210.7 |
1,103.1 |
107.6 |
9.6% |
16.8 |
1.5% |
12% |
False |
False |
125,234 |
| 60 |
1,210.7 |
1,080.0 |
130.7 |
11.7% |
15.3 |
1.4% |
28% |
False |
False |
84,086 |
| 80 |
1,210.7 |
1,080.0 |
130.7 |
11.7% |
11.8 |
1.0% |
28% |
False |
False |
63,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,206.0 |
|
2.618 |
1,177.0 |
|
1.618 |
1,159.0 |
|
1.000 |
1,148.0 |
|
0.618 |
1,141.3 |
|
HIGH |
1,130.3 |
|
0.618 |
1,123.5 |
|
0.500 |
1,121.5 |
|
0.382 |
1,119.3 |
|
LOW |
1,112.5 |
|
0.618 |
1,101.5 |
|
1.000 |
1,094.8 |
|
1.618 |
1,083.8 |
|
2.618 |
1,066.0 |
|
4.250 |
1,036.8 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,121.5 |
1,119.0 |
| PP |
1,119.8 |
1,118.0 |
| S1 |
1,118.0 |
1,117.3 |
|