| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,036.0 |
3,036.0 |
0.0 |
0.0% |
3,175.0 |
| High |
3,049.0 |
3,048.0 |
-1.0 |
0.0% |
3,198.0 |
| Low |
3,005.0 |
2,980.0 |
-25.0 |
-0.8% |
3,043.0 |
| Close |
3,036.0 |
3,001.0 |
-35.0 |
-1.2% |
3,061.0 |
| Range |
44.0 |
68.0 |
24.0 |
54.5% |
155.0 |
| ATR |
45.8 |
47.4 |
1.6 |
3.5% |
0.0 |
| Volume |
47,479 |
5,859 |
-41,620 |
-87.7% |
13,104 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,213.7 |
3,175.3 |
3,038.4 |
|
| R3 |
3,145.7 |
3,107.3 |
3,019.7 |
|
| R2 |
3,077.7 |
3,077.7 |
3,013.5 |
|
| R1 |
3,039.3 |
3,039.3 |
3,007.2 |
3,024.5 |
| PP |
3,009.7 |
3,009.7 |
3,009.7 |
3,002.3 |
| S1 |
2,971.3 |
2,971.3 |
2,994.8 |
2,956.5 |
| S2 |
2,941.7 |
2,941.7 |
2,988.5 |
|
| S3 |
2,873.7 |
2,903.3 |
2,982.3 |
|
| S4 |
2,805.7 |
2,835.3 |
2,963.6 |
|
|
| 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 |
3,107.0 |
2,980.0 |
127.0 |
4.2% |
54.2 |
1.8% |
17% |
False |
True |
13,242 |
| 10 |
3,206.0 |
2,980.0 |
226.0 |
7.5% |
53.1 |
1.8% |
9% |
False |
True |
7,518 |
| 20 |
3,210.0 |
2,980.0 |
230.0 |
7.7% |
44.9 |
1.5% |
9% |
False |
True |
4,443 |
| 40 |
3,306.0 |
2,980.0 |
326.0 |
10.9% |
38.4 |
1.3% |
6% |
False |
True |
2,629 |
| 60 |
3,306.0 |
2,980.0 |
326.0 |
10.9% |
32.5 |
1.1% |
6% |
False |
True |
2,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,337.0 |
|
2.618 |
3,226.0 |
|
1.618 |
3,158.0 |
|
1.000 |
3,116.0 |
|
0.618 |
3,090.0 |
|
HIGH |
3,048.0 |
|
0.618 |
3,022.0 |
|
0.500 |
3,014.0 |
|
0.382 |
3,006.0 |
|
LOW |
2,980.0 |
|
0.618 |
2,938.0 |
|
1.000 |
2,912.0 |
|
1.618 |
2,870.0 |
|
2.618 |
2,802.0 |
|
4.250 |
2,691.0 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,014.0 |
3,031.0 |
| PP |
3,009.7 |
3,021.0 |
| S1 |
3,005.3 |
3,011.0 |
|