| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
16,822 |
16,509 |
-313 |
-1.9% |
16,893 |
| High |
16,822 |
16,549 |
-273 |
-1.6% |
16,993 |
| Low |
16,488 |
16,370 |
-118 |
-0.7% |
16,370 |
| Close |
16,494 |
16,416 |
-78 |
-0.5% |
16,416 |
| Range |
334 |
179 |
-155 |
-46.4% |
623 |
| ATR |
142 |
145 |
3 |
1.9% |
0 |
| Volume |
259,862 |
264,173 |
4,311 |
1.7% |
1,006,449 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,982 |
16,878 |
16,515 |
|
| R3 |
16,803 |
16,699 |
16,465 |
|
| R2 |
16,624 |
16,624 |
16,449 |
|
| R1 |
16,520 |
16,520 |
16,433 |
16,483 |
| PP |
16,445 |
16,445 |
16,445 |
16,426 |
| S1 |
16,341 |
16,341 |
16,400 |
16,304 |
| S2 |
16,266 |
16,266 |
16,383 |
|
| S3 |
16,087 |
16,162 |
16,367 |
|
| S4 |
15,908 |
15,983 |
16,318 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,462 |
18,062 |
16,759 |
|
| R3 |
17,839 |
17,439 |
16,587 |
|
| R2 |
17,216 |
17,216 |
16,530 |
|
| R1 |
16,816 |
16,816 |
16,473 |
16,705 |
| PP |
16,593 |
16,593 |
16,593 |
16,537 |
| S1 |
16,193 |
16,193 |
16,359 |
16,082 |
| S2 |
15,970 |
15,970 |
16,302 |
|
| S3 |
15,347 |
15,570 |
16,245 |
|
| S4 |
14,724 |
14,947 |
16,073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,993 |
16,370 |
623 |
3.8% |
194 |
1.2% |
7% |
False |
True |
201,289 |
| 10 |
17,069 |
16,370 |
699 |
4.3% |
152 |
0.9% |
7% |
False |
True |
164,066 |
| 20 |
17,085 |
16,370 |
715 |
4.4% |
144 |
0.9% |
6% |
False |
True |
150,924 |
| 40 |
17,085 |
16,370 |
715 |
4.4% |
126 |
0.8% |
6% |
False |
True |
119,722 |
| 60 |
17,085 |
16,255 |
830 |
5.1% |
118 |
0.7% |
19% |
False |
False |
79,914 |
| 80 |
17,085 |
15,888 |
1,197 |
7.3% |
115 |
0.7% |
44% |
False |
False |
59,939 |
| 100 |
17,085 |
15,888 |
1,197 |
7.3% |
113 |
0.7% |
44% |
False |
False |
47,953 |
| 120 |
17,085 |
15,606 |
1,479 |
9.0% |
102 |
0.6% |
55% |
False |
False |
39,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,310 |
|
2.618 |
17,018 |
|
1.618 |
16,839 |
|
1.000 |
16,728 |
|
0.618 |
16,660 |
|
HIGH |
16,549 |
|
0.618 |
16,481 |
|
0.500 |
16,460 |
|
0.382 |
16,439 |
|
LOW |
16,370 |
|
0.618 |
16,260 |
|
1.000 |
16,191 |
|
1.618 |
16,081 |
|
2.618 |
15,902 |
|
4.250 |
15,609 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,460 |
16,648 |
| PP |
16,445 |
16,571 |
| S1 |
16,431 |
16,493 |
|