| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,069.0 |
3,036.0 |
-33.0 |
-1.1% |
3,175.0 |
| High |
3,082.0 |
3,049.0 |
-33.0 |
-1.1% |
3,198.0 |
| Low |
3,022.0 |
3,005.0 |
-17.0 |
-0.6% |
3,043.0 |
| Close |
3,060.0 |
3,036.0 |
-24.0 |
-0.8% |
3,061.0 |
| Range |
60.0 |
44.0 |
-16.0 |
-26.7% |
155.0 |
| ATR |
45.1 |
45.8 |
0.7 |
1.6% |
0.0 |
| Volume |
587 |
47,479 |
46,892 |
7,988.4% |
13,104 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.0 |
3,143.0 |
3,060.2 |
|
| R3 |
3,118.0 |
3,099.0 |
3,048.1 |
|
| R2 |
3,074.0 |
3,074.0 |
3,044.1 |
|
| R1 |
3,055.0 |
3,055.0 |
3,040.0 |
3,058.0 |
| PP |
3,030.0 |
3,030.0 |
3,030.0 |
3,031.5 |
| S1 |
3,011.0 |
3,011.0 |
3,032.0 |
3,014.0 |
| S2 |
2,986.0 |
2,986.0 |
3,027.9 |
|
| S3 |
2,942.0 |
2,967.0 |
3,023.9 |
|
| S4 |
2,898.0 |
2,923.0 |
3,011.8 |
|
|
| 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 |
3,166.0 |
3,005.0 |
161.0 |
5.3% |
55.6 |
1.8% |
19% |
False |
True |
13,128 |
| 10 |
3,210.0 |
3,005.0 |
205.0 |
6.8% |
51.5 |
1.7% |
15% |
False |
True |
7,951 |
| 20 |
3,210.0 |
3,005.0 |
205.0 |
6.8% |
44.9 |
1.5% |
15% |
False |
True |
4,161 |
| 40 |
3,306.0 |
3,005.0 |
301.0 |
9.9% |
37.0 |
1.2% |
10% |
False |
True |
2,504 |
| 60 |
3,306.0 |
3,005.0 |
301.0 |
9.9% |
32.3 |
1.1% |
10% |
False |
True |
2,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,236.0 |
|
2.618 |
3,164.2 |
|
1.618 |
3,120.2 |
|
1.000 |
3,093.0 |
|
0.618 |
3,076.2 |
|
HIGH |
3,049.0 |
|
0.618 |
3,032.2 |
|
0.500 |
3,027.0 |
|
0.382 |
3,021.8 |
|
LOW |
3,005.0 |
|
0.618 |
2,977.8 |
|
1.000 |
2,961.0 |
|
1.618 |
2,933.8 |
|
2.618 |
2,889.8 |
|
4.250 |
2,818.0 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,033.0 |
3,044.5 |
| PP |
3,030.0 |
3,041.7 |
| S1 |
3,027.0 |
3,038.8 |
|