| 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 |
16,429 |
16,488 |
59 |
0.4% |
16,893 |
| High |
16,528 |
16,500 |
-28 |
-0.2% |
16,993 |
| Low |
16,378 |
16,299 |
-79 |
-0.5% |
16,370 |
| Close |
16,486 |
16,366 |
-120 |
-0.7% |
16,416 |
| Range |
150 |
201 |
51 |
34.0% |
623 |
| ATR |
145 |
149 |
4 |
2.8% |
0 |
| Volume |
137,613 |
208,315 |
70,702 |
51.4% |
1,006,449 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,991 |
16,880 |
16,477 |
|
| R3 |
16,790 |
16,679 |
16,421 |
|
| R2 |
16,589 |
16,589 |
16,403 |
|
| R1 |
16,478 |
16,478 |
16,385 |
16,433 |
| PP |
16,388 |
16,388 |
16,388 |
16,366 |
| S1 |
16,277 |
16,277 |
16,348 |
16,232 |
| S2 |
16,187 |
16,187 |
16,329 |
|
| S3 |
15,986 |
16,076 |
16,311 |
|
| S4 |
15,785 |
15,875 |
16,256 |
|
|
| 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 |
16,926 |
16,299 |
627 |
3.8% |
208 |
1.3% |
11% |
False |
True |
213,571 |
| 10 |
17,067 |
16,299 |
768 |
4.7% |
166 |
1.0% |
9% |
False |
True |
173,822 |
| 20 |
17,085 |
16,299 |
786 |
4.8% |
150 |
0.9% |
9% |
False |
True |
155,972 |
| 40 |
17,085 |
16,299 |
786 |
4.8% |
131 |
0.8% |
9% |
False |
True |
128,246 |
| 60 |
17,085 |
16,255 |
830 |
5.1% |
120 |
0.7% |
13% |
False |
False |
85,678 |
| 80 |
17,085 |
15,888 |
1,197 |
7.3% |
114 |
0.7% |
40% |
False |
False |
64,263 |
| 100 |
17,085 |
15,888 |
1,197 |
7.3% |
113 |
0.7% |
40% |
False |
False |
51,412 |
| 120 |
17,085 |
15,798 |
1,287 |
7.9% |
104 |
0.6% |
44% |
False |
False |
42,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,354 |
|
2.618 |
17,026 |
|
1.618 |
16,825 |
|
1.000 |
16,701 |
|
0.618 |
16,624 |
|
HIGH |
16,500 |
|
0.618 |
16,423 |
|
0.500 |
16,400 |
|
0.382 |
16,376 |
|
LOW |
16,299 |
|
0.618 |
16,175 |
|
1.000 |
16,098 |
|
1.618 |
15,974 |
|
2.618 |
15,773 |
|
4.250 |
15,445 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,400 |
16,424 |
| PP |
16,388 |
16,405 |
| S1 |
16,377 |
16,385 |
|