| 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 |
3,036.0 |
2,975.0 |
-61.0 |
-2.0% |
3,073.0 |
| High |
3,048.0 |
3,020.0 |
-28.0 |
-0.9% |
3,084.0 |
| Low |
2,980.0 |
2,960.0 |
-20.0 |
-0.7% |
2,960.0 |
| Close |
3,001.0 |
2,994.0 |
-7.0 |
-0.2% |
2,994.0 |
| Range |
68.0 |
60.0 |
-8.0 |
-11.8% |
124.0 |
| ATR |
47.4 |
48.3 |
0.9 |
1.9% |
0.0 |
| Volume |
5,859 |
2,173 |
-3,686 |
-62.9% |
63,989 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,171.3 |
3,142.7 |
3,027.0 |
|
| R3 |
3,111.3 |
3,082.7 |
3,010.5 |
|
| R2 |
3,051.3 |
3,051.3 |
3,005.0 |
|
| R1 |
3,022.7 |
3,022.7 |
2,999.5 |
3,037.0 |
| PP |
2,991.3 |
2,991.3 |
2,991.3 |
2,998.5 |
| S1 |
2,962.7 |
2,962.7 |
2,988.5 |
2,977.0 |
| S2 |
2,931.3 |
2,931.3 |
2,983.0 |
|
| S3 |
2,871.3 |
2,902.7 |
2,977.5 |
|
| S4 |
2,811.3 |
2,842.7 |
2,961.0 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,384.7 |
3,313.3 |
3,062.2 |
|
| R3 |
3,260.7 |
3,189.3 |
3,028.1 |
|
| R2 |
3,136.7 |
3,136.7 |
3,016.7 |
|
| R1 |
3,065.3 |
3,065.3 |
3,005.4 |
3,039.0 |
| PP |
3,012.7 |
3,012.7 |
3,012.7 |
2,999.5 |
| S1 |
2,941.3 |
2,941.3 |
2,982.6 |
2,915.0 |
| S2 |
2,888.7 |
2,888.7 |
2,971.3 |
|
| S3 |
2,764.7 |
2,817.3 |
2,959.9 |
|
| S4 |
2,640.7 |
2,693.3 |
2,925.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,084.0 |
2,960.0 |
124.0 |
4.1% |
53.4 |
1.8% |
27% |
False |
True |
12,797 |
| 10 |
3,198.0 |
2,960.0 |
238.0 |
7.9% |
53.7 |
1.8% |
14% |
False |
True |
7,709 |
| 20 |
3,210.0 |
2,960.0 |
250.0 |
8.4% |
46.4 |
1.5% |
14% |
False |
True |
4,550 |
| 40 |
3,306.0 |
2,960.0 |
346.0 |
11.6% |
39.1 |
1.3% |
10% |
False |
True |
2,674 |
| 60 |
3,306.0 |
2,960.0 |
346.0 |
11.6% |
33.1 |
1.1% |
10% |
False |
True |
2,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,275.0 |
|
2.618 |
3,177.1 |
|
1.618 |
3,117.1 |
|
1.000 |
3,080.0 |
|
0.618 |
3,057.1 |
|
HIGH |
3,020.0 |
|
0.618 |
2,997.1 |
|
0.500 |
2,990.0 |
|
0.382 |
2,982.9 |
|
LOW |
2,960.0 |
|
0.618 |
2,922.9 |
|
1.000 |
2,900.0 |
|
1.618 |
2,862.9 |
|
2.618 |
2,802.9 |
|
4.250 |
2,705.0 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,992.7 |
3,004.5 |
| PP |
2,991.3 |
3,001.0 |
| S1 |
2,990.0 |
2,997.5 |
|