| 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 |
1,291.2 |
1,289.9 |
-1.3 |
-0.1% |
1,310.2 |
| High |
1,294.8 |
1,311.5 |
16.7 |
1.3% |
1,314.7 |
| Low |
1,285.2 |
1,289.9 |
4.7 |
0.4% |
1,282.9 |
| Close |
1,286.1 |
1,309.0 |
22.9 |
1.8% |
1,295.6 |
| Range |
9.6 |
21.6 |
12.0 |
125.0% |
31.8 |
| ATR |
12.3 |
13.2 |
0.9 |
7.7% |
0.0 |
| Volume |
1,657 |
1,006 |
-651 |
-39.3% |
8,402 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.3 |
1,360.2 |
1,320.9 |
|
| R3 |
1,346.7 |
1,338.6 |
1,314.9 |
|
| R2 |
1,325.1 |
1,325.1 |
1,313.0 |
|
| R1 |
1,317.0 |
1,317.0 |
1,311.0 |
1,321.1 |
| PP |
1,303.5 |
1,303.5 |
1,303.5 |
1,305.5 |
| S1 |
1,295.4 |
1,295.4 |
1,307.0 |
1,299.5 |
| S2 |
1,281.9 |
1,281.9 |
1,305.0 |
|
| S3 |
1,260.3 |
1,273.8 |
1,303.1 |
|
| S4 |
1,238.7 |
1,252.2 |
1,297.1 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,393.1 |
1,376.2 |
1,313.1 |
|
| R3 |
1,361.3 |
1,344.4 |
1,304.3 |
|
| R2 |
1,329.5 |
1,329.5 |
1,301.4 |
|
| R1 |
1,312.6 |
1,312.6 |
1,298.5 |
1,305.2 |
| PP |
1,297.7 |
1,297.7 |
1,297.7 |
1,294.0 |
| S1 |
1,280.8 |
1,280.8 |
1,292.7 |
1,273.4 |
| S2 |
1,265.9 |
1,265.9 |
1,289.8 |
|
| S3 |
1,234.1 |
1,249.0 |
1,286.9 |
|
| S4 |
1,202.3 |
1,217.2 |
1,278.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,311.5 |
1,282.9 |
28.6 |
2.2% |
14.1 |
1.1% |
91% |
True |
False |
1,025 |
| 10 |
1,314.7 |
1,282.9 |
31.8 |
2.4% |
12.9 |
1.0% |
82% |
False |
False |
1,304 |
| 20 |
1,347.3 |
1,282.9 |
64.4 |
4.9% |
13.4 |
1.0% |
41% |
False |
False |
1,020 |
| 40 |
1,347.3 |
1,260.0 |
87.3 |
6.7% |
12.0 |
0.9% |
56% |
False |
False |
741 |
| 60 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
9.5 |
0.7% |
63% |
False |
False |
586 |
| 80 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.6 |
0.7% |
63% |
False |
False |
452 |
| 100 |
1,375.2 |
1,243.9 |
131.3 |
10.0% |
7.9 |
0.6% |
50% |
False |
False |
391 |
| 120 |
1,389.1 |
1,243.9 |
145.2 |
11.1% |
7.6 |
0.6% |
45% |
False |
False |
341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,403.3 |
|
2.618 |
1,368.0 |
|
1.618 |
1,346.4 |
|
1.000 |
1,333.1 |
|
0.618 |
1,324.8 |
|
HIGH |
1,311.5 |
|
0.618 |
1,303.2 |
|
0.500 |
1,300.7 |
|
0.382 |
1,298.2 |
|
LOW |
1,289.9 |
|
0.618 |
1,276.6 |
|
1.000 |
1,268.3 |
|
1.618 |
1,255.0 |
|
2.618 |
1,233.4 |
|
4.250 |
1,198.1 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,306.2 |
1,305.5 |
| PP |
1,303.5 |
1,301.9 |
| S1 |
1,300.7 |
1,298.4 |
|