| 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 |
3,874.50 |
3,869.25 |
-5.25 |
-0.1% |
3,954.00 |
| High |
3,891.25 |
3,892.50 |
1.25 |
0.0% |
3,983.00 |
| Low |
3,842.00 |
3,840.75 |
-1.25 |
0.0% |
3,847.50 |
| Close |
3,868.75 |
3,856.75 |
-12.00 |
-0.3% |
3,873.25 |
| Range |
49.25 |
51.75 |
2.50 |
5.1% |
135.50 |
| ATR |
43.38 |
43.98 |
0.60 |
1.4% |
0.00 |
| Volume |
292,468 |
329,596 |
37,128 |
12.7% |
1,591,203 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,018.50 |
3,989.50 |
3,885.25 |
|
| R3 |
3,966.75 |
3,937.75 |
3,871.00 |
|
| R2 |
3,915.00 |
3,915.00 |
3,866.25 |
|
| R1 |
3,886.00 |
3,886.00 |
3,861.50 |
3,874.50 |
| PP |
3,863.25 |
3,863.25 |
3,863.25 |
3,857.75 |
| S1 |
3,834.25 |
3,834.25 |
3,852.00 |
3,823.00 |
| S2 |
3,811.50 |
3,811.50 |
3,847.25 |
|
| S3 |
3,759.75 |
3,782.50 |
3,842.50 |
|
| S4 |
3,708.00 |
3,730.75 |
3,828.25 |
|
|
| 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 |
3,915.75 |
3,840.75 |
75.00 |
1.9% |
50.25 |
1.3% |
21% |
False |
True |
338,375 |
| 10 |
3,983.00 |
3,840.75 |
142.25 |
3.7% |
46.75 |
1.2% |
11% |
False |
True |
303,080 |
| 20 |
3,991.25 |
3,840.75 |
150.50 |
3.9% |
44.25 |
1.1% |
11% |
False |
True |
272,660 |
| 40 |
3,991.25 |
3,744.75 |
246.50 |
6.4% |
39.50 |
1.0% |
45% |
False |
False |
244,896 |
| 60 |
3,991.25 |
3,532.75 |
458.50 |
11.9% |
37.25 |
1.0% |
71% |
False |
False |
164,321 |
| 80 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
39.00 |
1.0% |
77% |
False |
False |
123,258 |
| 100 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
42.50 |
1.1% |
77% |
False |
False |
98,617 |
| 120 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
39.25 |
1.0% |
77% |
False |
False |
82,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,112.50 |
|
2.618 |
4,028.00 |
|
1.618 |
3,976.25 |
|
1.000 |
3,944.25 |
|
0.618 |
3,924.50 |
|
HIGH |
3,892.50 |
|
0.618 |
3,872.75 |
|
0.500 |
3,866.50 |
|
0.382 |
3,860.50 |
|
LOW |
3,840.75 |
|
0.618 |
3,808.75 |
|
1.000 |
3,789.00 |
|
1.618 |
3,757.00 |
|
2.618 |
3,705.25 |
|
4.250 |
3,620.75 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,866.50 |
3,870.50 |
| PP |
3,863.25 |
3,866.00 |
| S1 |
3,860.00 |
3,861.25 |
|