| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,102.0 |
3,073.0 |
-29.0 |
-0.9% |
3,175.0 |
| High |
3,107.0 |
3,084.0 |
-23.0 |
-0.7% |
3,198.0 |
| Low |
3,043.0 |
3,049.0 |
6.0 |
0.2% |
3,043.0 |
| Close |
3,061.0 |
3,060.0 |
-1.0 |
0.0% |
3,061.0 |
| Range |
64.0 |
35.0 |
-29.0 |
-45.3% |
155.0 |
| ATR |
44.7 |
44.0 |
-0.7 |
-1.5% |
0.0 |
| Volume |
4,397 |
7,891 |
3,494 |
79.5% |
13,104 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,169.3 |
3,149.7 |
3,079.3 |
|
| R3 |
3,134.3 |
3,114.7 |
3,069.6 |
|
| R2 |
3,099.3 |
3,099.3 |
3,066.4 |
|
| R1 |
3,079.7 |
3,079.7 |
3,063.2 |
3,072.0 |
| PP |
3,064.3 |
3,064.3 |
3,064.3 |
3,060.5 |
| S1 |
3,044.7 |
3,044.7 |
3,056.8 |
3,037.0 |
| S2 |
3,029.3 |
3,029.3 |
3,053.6 |
|
| S3 |
2,994.3 |
3,009.7 |
3,050.4 |
|
| S4 |
2,959.3 |
2,974.7 |
3,040.8 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,565.7 |
3,468.3 |
3,146.3 |
|
| R3 |
3,410.7 |
3,313.3 |
3,103.6 |
|
| R2 |
3,255.7 |
3,255.7 |
3,089.4 |
|
| R1 |
3,158.3 |
3,158.3 |
3,075.2 |
3,129.5 |
| PP |
3,100.7 |
3,100.7 |
3,100.7 |
3,086.3 |
| S1 |
3,003.3 |
3,003.3 |
3,046.8 |
2,974.5 |
| S2 |
2,945.7 |
2,945.7 |
3,032.6 |
|
| S3 |
2,790.7 |
2,848.3 |
3,018.4 |
|
| S4 |
2,635.7 |
2,693.3 |
2,975.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,198.0 |
3,043.0 |
155.0 |
5.1% |
52.6 |
1.7% |
11% |
False |
False |
4,093 |
| 10 |
3,210.0 |
3,043.0 |
167.0 |
5.5% |
47.9 |
1.6% |
10% |
False |
False |
3,193 |
| 20 |
3,224.0 |
3,043.0 |
181.0 |
5.9% |
44.0 |
1.4% |
9% |
False |
False |
1,767 |
| 40 |
3,306.0 |
3,043.0 |
263.0 |
8.6% |
35.2 |
1.2% |
6% |
False |
False |
1,341 |
| 60 |
3,306.0 |
3,043.0 |
263.0 |
8.6% |
30.9 |
1.0% |
6% |
False |
False |
1,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,232.8 |
|
2.618 |
3,175.6 |
|
1.618 |
3,140.6 |
|
1.000 |
3,119.0 |
|
0.618 |
3,105.6 |
|
HIGH |
3,084.0 |
|
0.618 |
3,070.6 |
|
0.500 |
3,066.5 |
|
0.382 |
3,062.4 |
|
LOW |
3,049.0 |
|
0.618 |
3,027.4 |
|
1.000 |
3,014.0 |
|
1.618 |
2,992.4 |
|
2.618 |
2,957.4 |
|
4.250 |
2,900.3 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,066.5 |
3,104.5 |
| PP |
3,064.3 |
3,089.7 |
| S1 |
3,062.2 |
3,074.8 |
|