| 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 |
6,737.0 |
6,651.5 |
-85.5 |
-1.3% |
6,741.0 |
| High |
6,751.0 |
6,674.5 |
-76.5 |
-1.1% |
6,790.0 |
| Low |
6,649.5 |
6,575.5 |
-74.0 |
-1.1% |
6,575.5 |
| Close |
6,682.5 |
6,625.5 |
-57.0 |
-0.9% |
6,625.5 |
| Range |
101.5 |
99.0 |
-2.5 |
-2.5% |
214.5 |
| ATR |
61.9 |
65.2 |
3.2 |
5.2% |
0.0 |
| Volume |
135,300 |
82,091 |
-53,209 |
-39.3% |
525,979 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,922.0 |
6,873.0 |
6,680.0 |
|
| R3 |
6,823.0 |
6,774.0 |
6,652.5 |
|
| R2 |
6,724.0 |
6,724.0 |
6,643.5 |
|
| R1 |
6,675.0 |
6,675.0 |
6,634.5 |
6,650.0 |
| PP |
6,625.0 |
6,625.0 |
6,625.0 |
6,613.0 |
| S1 |
6,576.0 |
6,576.0 |
6,616.5 |
6,551.0 |
| S2 |
6,526.0 |
6,526.0 |
6,607.5 |
|
| S3 |
6,427.0 |
6,477.0 |
6,598.5 |
|
| S4 |
6,328.0 |
6,378.0 |
6,571.0 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,307.0 |
7,181.0 |
6,743.5 |
|
| R3 |
7,092.5 |
6,966.5 |
6,684.5 |
|
| R2 |
6,878.0 |
6,878.0 |
6,665.0 |
|
| R1 |
6,752.0 |
6,752.0 |
6,645.0 |
6,708.0 |
| PP |
6,663.5 |
6,663.5 |
6,663.5 |
6,641.5 |
| S1 |
6,537.5 |
6,537.5 |
6,606.0 |
6,493.0 |
| S2 |
6,449.0 |
6,449.0 |
6,586.0 |
|
| S3 |
6,234.5 |
6,323.0 |
6,566.5 |
|
| S4 |
6,020.0 |
6,108.5 |
6,507.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,790.0 |
6,575.5 |
214.5 |
3.2% |
74.0 |
1.1% |
23% |
False |
True |
105,195 |
| 10 |
6,790.0 |
6,575.5 |
214.5 |
3.2% |
64.5 |
1.0% |
23% |
False |
True |
90,980 |
| 20 |
6,826.0 |
6,575.5 |
250.5 |
3.8% |
67.5 |
1.0% |
20% |
False |
True |
88,859 |
| 40 |
6,829.0 |
6,575.5 |
253.5 |
3.8% |
56.0 |
0.8% |
20% |
False |
True |
88,515 |
| 60 |
6,829.0 |
6,575.5 |
253.5 |
3.8% |
48.5 |
0.7% |
20% |
False |
True |
59,125 |
| 80 |
6,829.0 |
6,460.0 |
369.0 |
5.6% |
38.5 |
0.6% |
45% |
False |
False |
44,346 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
32.0 |
0.5% |
53% |
False |
False |
35,478 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
27.5 |
0.4% |
53% |
False |
False |
29,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,095.0 |
|
2.618 |
6,933.5 |
|
1.618 |
6,834.5 |
|
1.000 |
6,773.5 |
|
0.618 |
6,735.5 |
|
HIGH |
6,674.5 |
|
0.618 |
6,636.5 |
|
0.500 |
6,625.0 |
|
0.382 |
6,613.5 |
|
LOW |
6,575.5 |
|
0.618 |
6,514.5 |
|
1.000 |
6,476.5 |
|
1.618 |
6,415.5 |
|
2.618 |
6,316.5 |
|
4.250 |
6,155.0 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,625.5 |
6,673.0 |
| PP |
6,625.0 |
6,657.5 |
| S1 |
6,625.0 |
6,641.5 |
|