| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,869.25 |
3,855.50 |
-13.75 |
-0.4% |
3,873.00 |
| High |
3,892.50 |
3,886.75 |
-5.75 |
-0.1% |
3,915.75 |
| Low |
3,840.75 |
3,826.50 |
-14.25 |
-0.4% |
3,826.50 |
| Close |
3,856.75 |
3,873.50 |
16.75 |
0.4% |
3,873.50 |
| Range |
51.75 |
60.25 |
8.50 |
16.4% |
89.25 |
| ATR |
43.98 |
45.14 |
1.16 |
2.6% |
0.00 |
| Volume |
329,596 |
315,422 |
-14,174 |
-4.3% |
1,544,791 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,043.00 |
4,018.50 |
3,906.75 |
|
| R3 |
3,982.75 |
3,958.25 |
3,890.00 |
|
| R2 |
3,922.50 |
3,922.50 |
3,884.50 |
|
| R1 |
3,898.00 |
3,898.00 |
3,879.00 |
3,910.25 |
| PP |
3,862.25 |
3,862.25 |
3,862.25 |
3,868.50 |
| S1 |
3,837.75 |
3,837.75 |
3,868.00 |
3,850.00 |
| S2 |
3,802.00 |
3,802.00 |
3,862.50 |
|
| S3 |
3,741.75 |
3,777.50 |
3,857.00 |
|
| S4 |
3,681.50 |
3,717.25 |
3,840.25 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,139.75 |
4,095.75 |
3,922.50 |
|
| R3 |
4,050.50 |
4,006.50 |
3,898.00 |
|
| R2 |
3,961.25 |
3,961.25 |
3,889.75 |
|
| R1 |
3,917.25 |
3,917.25 |
3,881.75 |
3,939.25 |
| PP |
3,872.00 |
3,872.00 |
3,872.00 |
3,883.00 |
| S1 |
3,828.00 |
3,828.00 |
3,865.25 |
3,850.00 |
| S2 |
3,782.75 |
3,782.75 |
3,857.25 |
|
| S3 |
3,693.50 |
3,738.75 |
3,849.00 |
|
| S4 |
3,604.25 |
3,649.50 |
3,824.50 |
|
|
| 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 |
3,826.50 |
89.25 |
2.3% |
51.75 |
1.3% |
53% |
False |
True |
308,958 |
| 10 |
3,983.00 |
3,826.50 |
156.50 |
4.0% |
50.00 |
1.3% |
30% |
False |
True |
313,599 |
| 20 |
3,991.25 |
3,826.50 |
164.75 |
4.3% |
46.00 |
1.2% |
29% |
False |
True |
278,388 |
| 40 |
3,991.25 |
3,750.25 |
241.00 |
6.2% |
39.75 |
1.0% |
51% |
False |
False |
249,955 |
| 60 |
3,991.25 |
3,532.75 |
458.50 |
11.8% |
37.75 |
1.0% |
74% |
False |
False |
169,577 |
| 80 |
3,991.25 |
3,476.00 |
515.25 |
13.3% |
38.50 |
1.0% |
77% |
False |
False |
127,201 |
| 100 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
42.75 |
1.1% |
80% |
False |
False |
101,771 |
| 120 |
3,991.25 |
3,404.00 |
587.25 |
15.2% |
39.50 |
1.0% |
80% |
False |
False |
84,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,142.75 |
|
2.618 |
4,044.50 |
|
1.618 |
3,984.25 |
|
1.000 |
3,947.00 |
|
0.618 |
3,924.00 |
|
HIGH |
3,886.75 |
|
0.618 |
3,863.75 |
|
0.500 |
3,856.50 |
|
0.382 |
3,849.50 |
|
LOW |
3,826.50 |
|
0.618 |
3,789.25 |
|
1.000 |
3,766.25 |
|
1.618 |
3,729.00 |
|
2.618 |
3,668.75 |
|
4.250 |
3,570.50 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,868.00 |
3,868.75 |
| PP |
3,862.25 |
3,864.25 |
| S1 |
3,856.50 |
3,859.50 |
|