| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,660 |
16,450 |
-210 |
-1.3% |
16,785 |
| High |
16,660 |
16,460 |
-200 |
-1.2% |
16,905 |
| Low |
16,410 |
16,283 |
-127 |
-0.8% |
16,283 |
| Close |
16,410 |
16,335 |
-75 |
-0.5% |
16,335 |
| Range |
250 |
177 |
-73 |
-29.2% |
622 |
| ATR |
119 |
123 |
4 |
3.5% |
0 |
| Volume |
40 |
32 |
-8 |
-20.0% |
110 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,890 |
16,790 |
16,432 |
|
| R3 |
16,713 |
16,613 |
16,384 |
|
| R2 |
16,536 |
16,536 |
16,368 |
|
| R1 |
16,436 |
16,436 |
16,351 |
16,398 |
| PP |
16,359 |
16,359 |
16,359 |
16,340 |
| S1 |
16,259 |
16,259 |
16,319 |
16,221 |
| S2 |
16,182 |
16,182 |
16,303 |
|
| S3 |
16,005 |
16,082 |
16,286 |
|
| S4 |
15,828 |
15,905 |
16,238 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,374 |
17,976 |
16,677 |
|
| R3 |
17,752 |
17,354 |
16,506 |
|
| R2 |
17,130 |
17,130 |
16,449 |
|
| R1 |
16,732 |
16,732 |
16,392 |
16,620 |
| PP |
16,508 |
16,508 |
16,508 |
16,452 |
| S1 |
16,110 |
16,110 |
16,278 |
15,998 |
| S2 |
15,886 |
15,886 |
16,221 |
|
| S3 |
15,264 |
15,488 |
16,164 |
|
| S4 |
14,642 |
14,866 |
15,993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,905 |
16,283 |
622 |
3.8% |
161 |
1.0% |
8% |
False |
True |
22 |
| 10 |
16,985 |
16,283 |
702 |
4.3% |
126 |
0.8% |
7% |
False |
True |
25 |
| 20 |
16,987 |
16,283 |
704 |
4.3% |
110 |
0.7% |
7% |
False |
True |
19 |
| 40 |
16,987 |
16,283 |
704 |
4.3% |
85 |
0.5% |
7% |
False |
True |
16 |
| 60 |
16,987 |
16,181 |
806 |
4.9% |
68 |
0.4% |
19% |
False |
False |
11 |
| 80 |
16,987 |
15,825 |
1,162 |
7.1% |
60 |
0.4% |
44% |
False |
False |
9 |
| 100 |
16,987 |
15,784 |
1,203 |
7.4% |
54 |
0.3% |
46% |
False |
False |
7 |
| 120 |
16,987 |
15,722 |
1,265 |
7.7% |
47 |
0.3% |
48% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,212 |
|
2.618 |
16,924 |
|
1.618 |
16,747 |
|
1.000 |
16,637 |
|
0.618 |
16,570 |
|
HIGH |
16,460 |
|
0.618 |
16,393 |
|
0.500 |
16,372 |
|
0.382 |
16,351 |
|
LOW |
16,283 |
|
0.618 |
16,174 |
|
1.000 |
16,106 |
|
1.618 |
15,997 |
|
2.618 |
15,820 |
|
4.250 |
15,531 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,372 |
16,547 |
| PP |
16,359 |
16,476 |
| S1 |
16,347 |
16,406 |
|