| 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 |
16,450 |
16,348 |
-102 |
-0.6% |
16,785 |
| High |
16,460 |
16,405 |
-55 |
-0.3% |
16,905 |
| Low |
16,283 |
16,309 |
26 |
0.2% |
16,283 |
| Close |
16,335 |
16,405 |
70 |
0.4% |
16,335 |
| Range |
177 |
96 |
-81 |
-45.8% |
622 |
| ATR |
123 |
121 |
-2 |
-1.6% |
0 |
| Volume |
32 |
75 |
43 |
134.4% |
110 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,661 |
16,629 |
16,458 |
|
| R3 |
16,565 |
16,533 |
16,432 |
|
| R2 |
16,469 |
16,469 |
16,423 |
|
| R1 |
16,437 |
16,437 |
16,414 |
16,453 |
| PP |
16,373 |
16,373 |
16,373 |
16,381 |
| S1 |
16,341 |
16,341 |
16,396 |
16,357 |
| S2 |
16,277 |
16,277 |
16,388 |
|
| S3 |
16,181 |
16,245 |
16,379 |
|
| S4 |
16,085 |
16,149 |
16,352 |
|
|
| 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% |
158 |
1.0% |
20% |
False |
False |
34 |
| 10 |
16,985 |
16,283 |
702 |
4.3% |
121 |
0.7% |
17% |
False |
False |
30 |
| 20 |
16,987 |
16,283 |
704 |
4.3% |
113 |
0.7% |
17% |
False |
False |
23 |
| 40 |
16,987 |
16,283 |
704 |
4.3% |
87 |
0.5% |
17% |
False |
False |
17 |
| 60 |
16,987 |
16,181 |
806 |
4.9% |
69 |
0.4% |
28% |
False |
False |
12 |
| 80 |
16,987 |
15,825 |
1,162 |
7.1% |
60 |
0.4% |
50% |
False |
False |
10 |
| 100 |
16,987 |
15,784 |
1,203 |
7.3% |
55 |
0.3% |
52% |
False |
False |
8 |
| 120 |
16,987 |
15,723 |
1,264 |
7.7% |
47 |
0.3% |
54% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,813 |
|
2.618 |
16,656 |
|
1.618 |
16,560 |
|
1.000 |
16,501 |
|
0.618 |
16,464 |
|
HIGH |
16,405 |
|
0.618 |
16,368 |
|
0.500 |
16,357 |
|
0.382 |
16,346 |
|
LOW |
16,309 |
|
0.618 |
16,250 |
|
1.000 |
16,213 |
|
1.618 |
16,154 |
|
2.618 |
16,058 |
|
4.250 |
15,901 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,389 |
16,472 |
| PP |
16,373 |
16,449 |
| S1 |
16,357 |
16,427 |
|