| 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 |
3,894.75 |
3,874.50 |
-20.25 |
-0.5% |
3,954.00 |
| High |
3,900.25 |
3,891.25 |
-9.00 |
-0.2% |
3,983.00 |
| Low |
3,851.75 |
3,842.00 |
-9.75 |
-0.3% |
3,847.50 |
| Close |
3,871.75 |
3,868.75 |
-3.00 |
-0.1% |
3,873.25 |
| Range |
48.50 |
49.25 |
0.75 |
1.5% |
135.50 |
| ATR |
42.93 |
43.38 |
0.45 |
1.1% |
0.00 |
| Volume |
356,543 |
292,468 |
-64,075 |
-18.0% |
1,591,203 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,015.00 |
3,991.25 |
3,895.75 |
|
| R3 |
3,965.75 |
3,942.00 |
3,882.25 |
|
| R2 |
3,916.50 |
3,916.50 |
3,877.75 |
|
| R1 |
3,892.75 |
3,892.75 |
3,873.25 |
3,880.00 |
| PP |
3,867.25 |
3,867.25 |
3,867.25 |
3,861.00 |
| S1 |
3,843.50 |
3,843.50 |
3,864.25 |
3,830.75 |
| S2 |
3,818.00 |
3,818.00 |
3,859.75 |
|
| S3 |
3,768.75 |
3,794.25 |
3,855.25 |
|
| S4 |
3,719.50 |
3,745.00 |
3,841.75 |
|
|
| 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 |
3,970.25 |
3,842.00 |
128.25 |
3.3% |
57.75 |
1.5% |
21% |
False |
True |
357,144 |
| 10 |
3,991.25 |
3,842.00 |
149.25 |
3.9% |
44.50 |
1.1% |
18% |
False |
True |
291,089 |
| 20 |
3,991.25 |
3,831.50 |
159.75 |
4.1% |
44.75 |
1.2% |
23% |
False |
False |
272,043 |
| 40 |
3,991.25 |
3,744.75 |
246.50 |
6.4% |
38.75 |
1.0% |
50% |
False |
False |
237,255 |
| 60 |
3,991.25 |
3,532.75 |
458.50 |
11.9% |
36.75 |
0.9% |
73% |
False |
False |
158,830 |
| 80 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
39.00 |
1.0% |
79% |
False |
False |
119,139 |
| 100 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
42.50 |
1.1% |
79% |
False |
False |
95,322 |
| 120 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
38.75 |
1.0% |
79% |
False |
False |
79,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,100.50 |
|
2.618 |
4,020.25 |
|
1.618 |
3,971.00 |
|
1.000 |
3,940.50 |
|
0.618 |
3,921.75 |
|
HIGH |
3,891.25 |
|
0.618 |
3,872.50 |
|
0.500 |
3,866.50 |
|
0.382 |
3,860.75 |
|
LOW |
3,842.00 |
|
0.618 |
3,811.50 |
|
1.000 |
3,792.75 |
|
1.618 |
3,762.25 |
|
2.618 |
3,713.00 |
|
4.250 |
3,632.75 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,868.00 |
3,879.00 |
| PP |
3,867.25 |
3,875.50 |
| S1 |
3,866.50 |
3,872.00 |
|