| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,403 |
16,238 |
-165 |
-1.0% |
16,785 |
| High |
16,403 |
16,329 |
-74 |
-0.5% |
16,905 |
| Low |
16,225 |
16,200 |
-25 |
-0.2% |
16,283 |
| Close |
16,285 |
16,311 |
26 |
0.2% |
16,335 |
| Range |
178 |
129 |
-49 |
-27.5% |
622 |
| ATR |
126 |
126 |
0 |
0.2% |
0 |
| Volume |
10 |
24 |
14 |
140.0% |
110 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,667 |
16,618 |
16,382 |
|
| R3 |
16,538 |
16,489 |
16,347 |
|
| R2 |
16,409 |
16,409 |
16,335 |
|
| R1 |
16,360 |
16,360 |
16,323 |
16,385 |
| PP |
16,280 |
16,280 |
16,280 |
16,292 |
| S1 |
16,231 |
16,231 |
16,299 |
16,256 |
| S2 |
16,151 |
16,151 |
16,287 |
|
| S3 |
16,022 |
16,102 |
16,276 |
|
| S4 |
15,893 |
15,973 |
16,240 |
|
|
| 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 |
16,660 |
16,200 |
460 |
2.8% |
166 |
1.0% |
24% |
False |
True |
36 |
| 10 |
16,963 |
16,200 |
763 |
4.7% |
140 |
0.9% |
15% |
False |
True |
29 |
| 20 |
16,987 |
16,200 |
787 |
4.8% |
120 |
0.7% |
14% |
False |
True |
24 |
| 40 |
16,987 |
16,200 |
787 |
4.8% |
92 |
0.6% |
14% |
False |
True |
18 |
| 60 |
16,987 |
16,181 |
806 |
4.9% |
74 |
0.5% |
16% |
False |
False |
13 |
| 80 |
16,987 |
15,945 |
1,042 |
6.4% |
63 |
0.4% |
35% |
False |
False |
10 |
| 100 |
16,987 |
15,784 |
1,203 |
7.4% |
58 |
0.4% |
44% |
False |
False |
8 |
| 120 |
16,987 |
15,784 |
1,203 |
7.4% |
49 |
0.3% |
44% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,877 |
|
2.618 |
16,667 |
|
1.618 |
16,538 |
|
1.000 |
16,458 |
|
0.618 |
16,409 |
|
HIGH |
16,329 |
|
0.618 |
16,280 |
|
0.500 |
16,265 |
|
0.382 |
16,249 |
|
LOW |
16,200 |
|
0.618 |
16,120 |
|
1.000 |
16,071 |
|
1.618 |
15,991 |
|
2.618 |
15,862 |
|
4.250 |
15,652 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,296 |
16,308 |
| PP |
16,280 |
16,305 |
| S1 |
16,265 |
16,303 |
|