| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,873.00 |
3,894.75 |
21.75 |
0.6% |
3,954.00 |
| High |
3,915.75 |
3,900.25 |
-15.50 |
-0.4% |
3,983.00 |
| Low |
3,867.25 |
3,851.75 |
-15.50 |
-0.4% |
3,847.50 |
| Close |
3,896.75 |
3,871.75 |
-25.00 |
-0.6% |
3,873.25 |
| Range |
48.50 |
48.50 |
0.00 |
0.0% |
135.50 |
| ATR |
42.50 |
42.93 |
0.43 |
1.0% |
0.00 |
| Volume |
250,762 |
356,543 |
105,781 |
42.2% |
1,591,203 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,020.00 |
3,994.50 |
3,898.50 |
|
| R3 |
3,971.50 |
3,946.00 |
3,885.00 |
|
| R2 |
3,923.00 |
3,923.00 |
3,880.75 |
|
| R1 |
3,897.50 |
3,897.50 |
3,876.25 |
3,886.00 |
| PP |
3,874.50 |
3,874.50 |
3,874.50 |
3,869.00 |
| S1 |
3,849.00 |
3,849.00 |
3,867.25 |
3,837.50 |
| S2 |
3,826.00 |
3,826.00 |
3,862.75 |
|
| S3 |
3,777.50 |
3,800.50 |
3,858.50 |
|
| S4 |
3,729.00 |
3,752.00 |
3,845.00 |
|
|
| 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% |
53.75 |
1.4% |
18% |
False |
False |
353,656 |
| 10 |
3,991.25 |
3,847.50 |
143.75 |
3.7% |
43.50 |
1.1% |
17% |
False |
False |
282,793 |
| 20 |
3,991.25 |
3,831.50 |
159.75 |
4.1% |
44.00 |
1.1% |
25% |
False |
False |
269,647 |
| 40 |
3,991.25 |
3,744.75 |
246.50 |
6.4% |
38.00 |
1.0% |
52% |
False |
False |
230,179 |
| 60 |
3,991.25 |
3,532.75 |
458.50 |
11.8% |
37.00 |
1.0% |
74% |
False |
False |
153,956 |
| 80 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
39.00 |
1.0% |
80% |
False |
False |
115,483 |
| 100 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
42.25 |
1.1% |
80% |
False |
False |
92,397 |
| 120 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
38.50 |
1.0% |
80% |
False |
False |
76,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,106.50 |
|
2.618 |
4,027.25 |
|
1.618 |
3,978.75 |
|
1.000 |
3,948.75 |
|
0.618 |
3,930.25 |
|
HIGH |
3,900.25 |
|
0.618 |
3,881.75 |
|
0.500 |
3,876.00 |
|
0.382 |
3,870.25 |
|
LOW |
3,851.75 |
|
0.618 |
3,821.75 |
|
1.000 |
3,803.25 |
|
1.618 |
3,773.25 |
|
2.618 |
3,724.75 |
|
4.250 |
3,645.50 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,876.00 |
3,881.50 |
| PP |
3,874.50 |
3,878.25 |
| S1 |
3,873.25 |
3,875.00 |
|