| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,238 |
16,355 |
117 |
0.7% |
16,785 |
| High |
16,329 |
16,368 |
39 |
0.2% |
16,905 |
| Low |
16,200 |
16,234 |
34 |
0.2% |
16,283 |
| Close |
16,311 |
16,239 |
-72 |
-0.4% |
16,335 |
| Range |
129 |
134 |
5 |
3.9% |
622 |
| ATR |
126 |
126 |
1 |
0.5% |
0 |
| Volume |
24 |
167 |
143 |
595.8% |
110 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,682 |
16,595 |
16,313 |
|
| R3 |
16,548 |
16,461 |
16,276 |
|
| R2 |
16,414 |
16,414 |
16,264 |
|
| R1 |
16,327 |
16,327 |
16,251 |
16,304 |
| PP |
16,280 |
16,280 |
16,280 |
16,269 |
| S1 |
16,193 |
16,193 |
16,227 |
16,170 |
| S2 |
16,146 |
16,146 |
16,215 |
|
| S3 |
16,012 |
16,059 |
16,202 |
|
| S4 |
15,878 |
15,925 |
16,165 |
|
|
| 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 |
16,460 |
16,200 |
260 |
1.6% |
143 |
0.9% |
15% |
False |
False |
61 |
| 10 |
16,905 |
16,200 |
705 |
4.3% |
147 |
0.9% |
6% |
False |
False |
40 |
| 20 |
16,987 |
16,200 |
787 |
4.8% |
121 |
0.7% |
5% |
False |
False |
32 |
| 40 |
16,987 |
16,200 |
787 |
4.8% |
94 |
0.6% |
5% |
False |
False |
22 |
| 60 |
16,987 |
16,181 |
806 |
5.0% |
76 |
0.5% |
7% |
False |
False |
15 |
| 80 |
16,987 |
15,981 |
1,006 |
6.2% |
65 |
0.4% |
26% |
False |
False |
12 |
| 100 |
16,987 |
15,825 |
1,162 |
7.2% |
57 |
0.3% |
36% |
False |
False |
10 |
| 120 |
16,987 |
15,784 |
1,203 |
7.4% |
50 |
0.3% |
38% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,938 |
|
2.618 |
16,719 |
|
1.618 |
16,585 |
|
1.000 |
16,502 |
|
0.618 |
16,451 |
|
HIGH |
16,368 |
|
0.618 |
16,317 |
|
0.500 |
16,301 |
|
0.382 |
16,285 |
|
LOW |
16,234 |
|
0.618 |
16,151 |
|
1.000 |
16,100 |
|
1.618 |
16,017 |
|
2.618 |
15,883 |
|
4.250 |
15,665 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,301 |
16,302 |
| PP |
16,280 |
16,281 |
| S1 |
16,260 |
16,260 |
|