| 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 |
6,600.5 |
6,547.0 |
-53.5 |
-0.8% |
6,625.5 |
| High |
6,614.5 |
6,574.5 |
-40.0 |
-0.6% |
6,668.0 |
| Low |
6,535.0 |
6,492.0 |
-43.0 |
-0.7% |
6,492.0 |
| Close |
6,561.5 |
6,537.0 |
-24.5 |
-0.4% |
6,537.0 |
| Range |
79.5 |
82.5 |
3.0 |
3.8% |
176.0 |
| ATR |
66.8 |
67.9 |
1.1 |
1.7% |
0.0 |
| Volume |
108,649 |
84,420 |
-24,229 |
-22.3% |
499,536 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,782.0 |
6,742.0 |
6,582.5 |
|
| R3 |
6,699.5 |
6,659.5 |
6,559.5 |
|
| R2 |
6,617.0 |
6,617.0 |
6,552.0 |
|
| R1 |
6,577.0 |
6,577.0 |
6,544.5 |
6,556.0 |
| PP |
6,534.5 |
6,534.5 |
6,534.5 |
6,524.0 |
| S1 |
6,494.5 |
6,494.5 |
6,529.5 |
6,473.0 |
| S2 |
6,452.0 |
6,452.0 |
6,522.0 |
|
| S3 |
6,369.5 |
6,412.0 |
6,514.5 |
|
| S4 |
6,287.0 |
6,329.5 |
6,491.5 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,093.5 |
6,991.5 |
6,634.0 |
|
| R3 |
6,917.5 |
6,815.5 |
6,585.5 |
|
| R2 |
6,741.5 |
6,741.5 |
6,569.5 |
|
| R1 |
6,639.5 |
6,639.5 |
6,553.0 |
6,602.5 |
| PP |
6,565.5 |
6,565.5 |
6,565.5 |
6,547.0 |
| S1 |
6,463.5 |
6,463.5 |
6,521.0 |
6,426.5 |
| S2 |
6,389.5 |
6,389.5 |
6,504.5 |
|
| S3 |
6,213.5 |
6,287.5 |
6,488.5 |
|
| S4 |
6,037.5 |
6,111.5 |
6,440.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,668.0 |
6,492.0 |
176.0 |
2.7% |
70.0 |
1.1% |
26% |
False |
True |
99,907 |
| 10 |
6,790.0 |
6,492.0 |
298.0 |
4.6% |
72.0 |
1.1% |
15% |
False |
True |
102,551 |
| 20 |
6,790.0 |
6,492.0 |
298.0 |
4.6% |
67.5 |
1.0% |
15% |
False |
True |
91,772 |
| 40 |
6,829.0 |
6,492.0 |
337.0 |
5.2% |
59.5 |
0.9% |
13% |
False |
True |
93,551 |
| 60 |
6,829.0 |
6,492.0 |
337.0 |
5.2% |
52.0 |
0.8% |
13% |
False |
True |
67,441 |
| 80 |
6,829.0 |
6,467.0 |
362.0 |
5.5% |
42.5 |
0.7% |
19% |
False |
False |
50,590 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.6% |
35.5 |
0.5% |
32% |
False |
False |
40,473 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.6% |
30.0 |
0.5% |
32% |
False |
False |
33,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,925.0 |
|
2.618 |
6,790.5 |
|
1.618 |
6,708.0 |
|
1.000 |
6,657.0 |
|
0.618 |
6,625.5 |
|
HIGH |
6,574.5 |
|
0.618 |
6,543.0 |
|
0.500 |
6,533.0 |
|
0.382 |
6,523.5 |
|
LOW |
6,492.0 |
|
0.618 |
6,441.0 |
|
1.000 |
6,409.5 |
|
1.618 |
6,358.5 |
|
2.618 |
6,276.0 |
|
4.250 |
6,141.5 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,536.0 |
6,555.0 |
| PP |
6,534.5 |
6,549.0 |
| S1 |
6,533.0 |
6,543.0 |
|