| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,348 |
16,403 |
55 |
0.3% |
16,785 |
| High |
16,405 |
16,403 |
-2 |
0.0% |
16,905 |
| Low |
16,309 |
16,225 |
-84 |
-0.5% |
16,283 |
| Close |
16,405 |
16,285 |
-120 |
-0.7% |
16,335 |
| Range |
96 |
178 |
82 |
85.4% |
622 |
| ATR |
121 |
126 |
4 |
3.4% |
0 |
| Volume |
75 |
10 |
-65 |
-86.7% |
110 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,838 |
16,740 |
16,383 |
|
| R3 |
16,660 |
16,562 |
16,334 |
|
| R2 |
16,482 |
16,482 |
16,318 |
|
| R1 |
16,384 |
16,384 |
16,301 |
16,344 |
| PP |
16,304 |
16,304 |
16,304 |
16,285 |
| S1 |
16,206 |
16,206 |
16,269 |
16,166 |
| S2 |
16,126 |
16,126 |
16,252 |
|
| S3 |
15,948 |
16,028 |
16,236 |
|
| S4 |
15,770 |
15,850 |
16,187 |
|
|
| 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 |
16,810 |
16,225 |
585 |
3.6% |
164 |
1.0% |
10% |
False |
True |
33 |
| 10 |
16,985 |
16,225 |
760 |
4.7% |
135 |
0.8% |
8% |
False |
True |
29 |
| 20 |
16,987 |
16,225 |
762 |
4.7% |
117 |
0.7% |
8% |
False |
True |
23 |
| 40 |
16,987 |
16,225 |
762 |
4.7% |
90 |
0.6% |
8% |
False |
True |
18 |
| 60 |
16,987 |
16,181 |
806 |
4.9% |
72 |
0.4% |
13% |
False |
False |
12 |
| 80 |
16,987 |
15,825 |
1,162 |
7.1% |
62 |
0.4% |
40% |
False |
False |
10 |
| 100 |
16,987 |
15,784 |
1,203 |
7.4% |
56 |
0.3% |
42% |
False |
False |
8 |
| 120 |
16,987 |
15,771 |
1,216 |
7.5% |
48 |
0.3% |
42% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,160 |
|
2.618 |
16,869 |
|
1.618 |
16,691 |
|
1.000 |
16,581 |
|
0.618 |
16,513 |
|
HIGH |
16,403 |
|
0.618 |
16,335 |
|
0.500 |
16,314 |
|
0.382 |
16,293 |
|
LOW |
16,225 |
|
0.618 |
16,115 |
|
1.000 |
16,047 |
|
1.618 |
15,937 |
|
2.618 |
15,759 |
|
4.250 |
15,469 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,314 |
16,343 |
| PP |
16,304 |
16,323 |
| S1 |
16,295 |
16,304 |
|