| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,968.75 |
3,890.50 |
-78.25 |
-2.0% |
3,954.00 |
| High |
3,970.25 |
3,901.25 |
-69.00 |
-1.7% |
3,983.00 |
| Low |
3,881.75 |
3,847.50 |
-34.25 |
-0.9% |
3,847.50 |
| Close |
3,884.75 |
3,873.25 |
-11.50 |
-0.3% |
3,873.25 |
| Range |
88.50 |
53.75 |
-34.75 |
-39.3% |
135.50 |
| ATR |
41.14 |
42.04 |
0.90 |
2.2% |
0.00 |
| Volume |
423,444 |
462,507 |
39,063 |
9.2% |
1,591,203 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,035.25 |
4,008.00 |
3,902.75 |
|
| R3 |
3,981.50 |
3,954.25 |
3,888.00 |
|
| R2 |
3,927.75 |
3,927.75 |
3,883.00 |
|
| R1 |
3,900.50 |
3,900.50 |
3,878.25 |
3,887.25 |
| PP |
3,874.00 |
3,874.00 |
3,874.00 |
3,867.50 |
| S1 |
3,846.75 |
3,846.75 |
3,868.25 |
3,833.50 |
| S2 |
3,820.25 |
3,820.25 |
3,863.50 |
|
| S3 |
3,766.50 |
3,793.00 |
3,858.50 |
|
| S4 |
3,712.75 |
3,739.25 |
3,843.75 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,307.75 |
4,226.00 |
3,947.75 |
|
| R3 |
4,172.25 |
4,090.50 |
3,910.50 |
|
| R2 |
4,036.75 |
4,036.75 |
3,898.00 |
|
| R1 |
3,955.00 |
3,955.00 |
3,885.75 |
3,928.00 |
| PP |
3,901.25 |
3,901.25 |
3,901.25 |
3,887.75 |
| S1 |
3,819.50 |
3,819.50 |
3,860.75 |
3,792.50 |
| S2 |
3,765.75 |
3,765.75 |
3,848.50 |
|
| S3 |
3,630.25 |
3,684.00 |
3,836.00 |
|
| S4 |
3,494.75 |
3,548.50 |
3,798.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,983.00 |
3,847.50 |
135.50 |
3.5% |
48.50 |
1.3% |
19% |
False |
True |
318,240 |
| 10 |
3,991.25 |
3,847.50 |
143.75 |
3.7% |
39.75 |
1.0% |
18% |
False |
True |
263,927 |
| 20 |
3,991.25 |
3,831.50 |
159.75 |
4.1% |
43.50 |
1.1% |
26% |
False |
False |
264,622 |
| 40 |
3,991.25 |
3,744.75 |
246.50 |
6.4% |
36.75 |
0.9% |
52% |
False |
False |
215,142 |
| 60 |
3,991.25 |
3,509.00 |
482.25 |
12.5% |
36.75 |
0.9% |
76% |
False |
False |
143,839 |
| 80 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
40.00 |
1.0% |
80% |
False |
False |
107,893 |
| 100 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
42.50 |
1.1% |
80% |
False |
False |
86,325 |
| 120 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
37.50 |
1.0% |
80% |
False |
False |
71,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,129.75 |
|
2.618 |
4,042.00 |
|
1.618 |
3,988.25 |
|
1.000 |
3,955.00 |
|
0.618 |
3,934.50 |
|
HIGH |
3,901.25 |
|
0.618 |
3,880.75 |
|
0.500 |
3,874.50 |
|
0.382 |
3,868.00 |
|
LOW |
3,847.50 |
|
0.618 |
3,814.25 |
|
1.000 |
3,793.75 |
|
1.618 |
3,760.50 |
|
2.618 |
3,706.75 |
|
4.250 |
3,619.00 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,874.50 |
3,915.25 |
| PP |
3,874.00 |
3,901.25 |
| S1 |
3,873.50 |
3,887.25 |
|