| 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 |
16,369 |
16,393 |
24 |
0.1% |
16,893 |
| High |
16,442 |
16,459 |
17 |
0.1% |
16,993 |
| Low |
16,272 |
16,280 |
8 |
0.0% |
16,370 |
| Close |
16,395 |
16,321 |
-74 |
-0.5% |
16,416 |
| Range |
170 |
179 |
9 |
5.3% |
623 |
| ATR |
150 |
152 |
2 |
1.4% |
0 |
| Volume |
162,864 |
189,173 |
26,309 |
16.2% |
1,006,449 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,890 |
16,785 |
16,420 |
|
| R3 |
16,711 |
16,606 |
16,370 |
|
| R2 |
16,532 |
16,532 |
16,354 |
|
| R1 |
16,427 |
16,427 |
16,338 |
16,390 |
| PP |
16,353 |
16,353 |
16,353 |
16,335 |
| S1 |
16,248 |
16,248 |
16,305 |
16,211 |
| S2 |
16,174 |
16,174 |
16,288 |
|
| S3 |
15,995 |
16,069 |
16,272 |
|
| S4 |
15,816 |
15,890 |
16,223 |
|
|
| 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 |
16,549 |
16,272 |
277 |
1.7% |
176 |
1.1% |
18% |
False |
False |
192,427 |
| 10 |
17,005 |
16,272 |
733 |
4.5% |
183 |
1.1% |
7% |
False |
False |
185,754 |
| 20 |
17,085 |
16,272 |
813 |
5.0% |
153 |
0.9% |
6% |
False |
False |
159,188 |
| 40 |
17,085 |
16,272 |
813 |
5.0% |
135 |
0.8% |
6% |
False |
False |
136,734 |
| 60 |
17,085 |
16,255 |
830 |
5.1% |
123 |
0.8% |
8% |
False |
False |
91,544 |
| 80 |
17,085 |
15,920 |
1,165 |
7.1% |
116 |
0.7% |
34% |
False |
False |
68,663 |
| 100 |
17,085 |
15,888 |
1,197 |
7.3% |
115 |
0.7% |
36% |
False |
False |
54,932 |
| 120 |
17,085 |
15,878 |
1,207 |
7.4% |
106 |
0.6% |
37% |
False |
False |
45,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,220 |
|
2.618 |
16,928 |
|
1.618 |
16,749 |
|
1.000 |
16,638 |
|
0.618 |
16,570 |
|
HIGH |
16,459 |
|
0.618 |
16,391 |
|
0.500 |
16,370 |
|
0.382 |
16,349 |
|
LOW |
16,280 |
|
0.618 |
16,170 |
|
1.000 |
16,101 |
|
1.618 |
15,991 |
|
2.618 |
15,812 |
|
4.250 |
15,519 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,370 |
16,386 |
| PP |
16,353 |
16,364 |
| S1 |
16,337 |
16,343 |
|