| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,509 |
16,429 |
-80 |
-0.5% |
16,893 |
| High |
16,549 |
16,528 |
-21 |
-0.1% |
16,993 |
| Low |
16,370 |
16,378 |
8 |
0.0% |
16,370 |
| Close |
16,416 |
16,486 |
70 |
0.4% |
16,416 |
| Range |
179 |
150 |
-29 |
-16.2% |
623 |
| ATR |
145 |
145 |
0 |
0.3% |
0 |
| Volume |
264,173 |
137,613 |
-126,560 |
-47.9% |
1,006,449 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,914 |
16,850 |
16,569 |
|
| R3 |
16,764 |
16,700 |
16,527 |
|
| R2 |
16,614 |
16,614 |
16,514 |
|
| R1 |
16,550 |
16,550 |
16,500 |
16,582 |
| PP |
16,464 |
16,464 |
16,464 |
16,480 |
| S1 |
16,400 |
16,400 |
16,472 |
16,432 |
| S2 |
16,314 |
16,314 |
16,459 |
|
| S3 |
16,164 |
16,250 |
16,445 |
|
| S4 |
16,014 |
16,100 |
16,404 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,462 |
18,062 |
16,759 |
|
| R3 |
17,839 |
17,439 |
16,587 |
|
| R2 |
17,216 |
17,216 |
16,530 |
|
| R1 |
16,816 |
16,816 |
16,473 |
16,705 |
| PP |
16,593 |
16,593 |
16,593 |
16,537 |
| S1 |
16,193 |
16,193 |
16,359 |
16,082 |
| S2 |
15,970 |
15,970 |
16,302 |
|
| S3 |
15,347 |
15,570 |
16,245 |
|
| S4 |
14,724 |
14,947 |
16,073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,993 |
16,370 |
623 |
3.8% |
198 |
1.2% |
19% |
False |
False |
202,468 |
| 10 |
17,069 |
16,370 |
699 |
4.2% |
155 |
0.9% |
17% |
False |
False |
164,881 |
| 20 |
17,085 |
16,370 |
715 |
4.3% |
148 |
0.9% |
16% |
False |
False |
152,964 |
| 40 |
17,085 |
16,370 |
715 |
4.3% |
127 |
0.8% |
16% |
False |
False |
123,084 |
| 60 |
17,085 |
16,255 |
830 |
5.0% |
118 |
0.7% |
28% |
False |
False |
82,207 |
| 80 |
17,085 |
15,888 |
1,197 |
7.3% |
115 |
0.7% |
50% |
False |
False |
61,659 |
| 100 |
17,085 |
15,888 |
1,197 |
7.3% |
114 |
0.7% |
50% |
False |
False |
49,329 |
| 120 |
17,085 |
15,798 |
1,287 |
7.8% |
102 |
0.6% |
53% |
False |
False |
41,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,166 |
|
2.618 |
16,921 |
|
1.618 |
16,771 |
|
1.000 |
16,678 |
|
0.618 |
16,621 |
|
HIGH |
16,528 |
|
0.618 |
16,471 |
|
0.500 |
16,453 |
|
0.382 |
16,435 |
|
LOW |
16,378 |
|
0.618 |
16,285 |
|
1.000 |
16,228 |
|
1.618 |
16,135 |
|
2.618 |
15,985 |
|
4.250 |
15,741 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,475 |
16,596 |
| PP |
16,464 |
16,559 |
| S1 |
16,453 |
16,523 |
|