| 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 |
16,488 |
16,369 |
-119 |
-0.7% |
16,893 |
| High |
16,500 |
16,442 |
-58 |
-0.4% |
16,993 |
| Low |
16,299 |
16,272 |
-27 |
-0.2% |
16,370 |
| Close |
16,366 |
16,395 |
29 |
0.2% |
16,416 |
| Range |
201 |
170 |
-31 |
-15.4% |
623 |
| ATR |
149 |
150 |
2 |
1.0% |
0 |
| Volume |
208,315 |
162,864 |
-45,451 |
-21.8% |
1,006,449 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,880 |
16,807 |
16,489 |
|
| R3 |
16,710 |
16,637 |
16,442 |
|
| R2 |
16,540 |
16,540 |
16,426 |
|
| R1 |
16,467 |
16,467 |
16,411 |
16,504 |
| PP |
16,370 |
16,370 |
16,370 |
16,388 |
| S1 |
16,297 |
16,297 |
16,380 |
16,334 |
| S2 |
16,200 |
16,200 |
16,364 |
|
| S3 |
16,030 |
16,127 |
16,348 |
|
| S4 |
15,860 |
15,957 |
16,302 |
|
|
| 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 |
16,822 |
16,272 |
550 |
3.4% |
207 |
1.3% |
22% |
False |
True |
206,565 |
| 10 |
17,063 |
16,272 |
791 |
4.8% |
175 |
1.1% |
16% |
False |
True |
178,755 |
| 20 |
17,085 |
16,272 |
813 |
5.0% |
154 |
0.9% |
15% |
False |
True |
158,315 |
| 40 |
17,085 |
16,272 |
813 |
5.0% |
133 |
0.8% |
15% |
False |
True |
132,204 |
| 60 |
17,085 |
16,255 |
830 |
5.1% |
121 |
0.7% |
17% |
False |
False |
88,392 |
| 80 |
17,085 |
15,889 |
1,196 |
7.3% |
115 |
0.7% |
42% |
False |
False |
66,298 |
| 100 |
17,085 |
15,888 |
1,197 |
7.3% |
115 |
0.7% |
42% |
False |
False |
53,041 |
| 120 |
17,085 |
15,878 |
1,207 |
7.4% |
105 |
0.6% |
43% |
False |
False |
44,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,165 |
|
2.618 |
16,887 |
|
1.618 |
16,717 |
|
1.000 |
16,612 |
|
0.618 |
16,547 |
|
HIGH |
16,442 |
|
0.618 |
16,377 |
|
0.500 |
16,357 |
|
0.382 |
16,337 |
|
LOW |
16,272 |
|
0.618 |
16,167 |
|
1.000 |
16,102 |
|
1.618 |
15,997 |
|
2.618 |
15,827 |
|
4.250 |
15,550 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,382 |
16,400 |
| PP |
16,370 |
16,398 |
| S1 |
16,357 |
16,397 |
|