| 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 |
6,625.5 |
6,649.5 |
24.0 |
0.4% |
6,741.0 |
| High |
6,668.0 |
6,666.0 |
-2.0 |
0.0% |
6,790.0 |
| Low |
6,618.0 |
6,594.0 |
-24.0 |
-0.4% |
6,575.5 |
| Close |
6,634.5 |
6,633.0 |
-1.5 |
0.0% |
6,625.5 |
| Range |
50.0 |
72.0 |
22.0 |
44.0% |
214.5 |
| ATR |
64.1 |
64.6 |
0.6 |
0.9% |
0.0 |
| Volume |
82,887 |
108,047 |
25,160 |
30.4% |
525,979 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,847.0 |
6,812.0 |
6,672.5 |
|
| R3 |
6,775.0 |
6,740.0 |
6,653.0 |
|
| R2 |
6,703.0 |
6,703.0 |
6,646.0 |
|
| R1 |
6,668.0 |
6,668.0 |
6,639.5 |
6,649.5 |
| PP |
6,631.0 |
6,631.0 |
6,631.0 |
6,622.0 |
| S1 |
6,596.0 |
6,596.0 |
6,626.5 |
6,577.5 |
| S2 |
6,559.0 |
6,559.0 |
6,620.0 |
|
| S3 |
6,487.0 |
6,524.0 |
6,613.0 |
|
| S4 |
6,415.0 |
6,452.0 |
6,593.5 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,307.0 |
7,181.0 |
6,743.5 |
|
| R3 |
7,092.5 |
6,966.5 |
6,684.5 |
|
| R2 |
6,878.0 |
6,878.0 |
6,665.0 |
|
| R1 |
6,752.0 |
6,752.0 |
6,645.0 |
6,708.0 |
| PP |
6,663.5 |
6,663.5 |
6,663.5 |
6,641.5 |
| S1 |
6,537.5 |
6,537.5 |
6,606.0 |
6,493.0 |
| S2 |
6,449.0 |
6,449.0 |
6,586.0 |
|
| S3 |
6,234.5 |
6,323.0 |
6,566.5 |
|
| S4 |
6,020.0 |
6,108.5 |
6,507.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,771.0 |
6,575.5 |
195.5 |
2.9% |
76.5 |
1.2% |
29% |
False |
False |
108,193 |
| 10 |
6,790.0 |
6,575.5 |
214.5 |
3.2% |
66.0 |
1.0% |
27% |
False |
False |
93,417 |
| 20 |
6,790.0 |
6,575.5 |
214.5 |
3.2% |
64.5 |
1.0% |
27% |
False |
False |
88,874 |
| 40 |
6,829.0 |
6,575.5 |
253.5 |
3.8% |
57.5 |
0.9% |
23% |
False |
False |
92,710 |
| 60 |
6,829.0 |
6,575.5 |
253.5 |
3.8% |
50.0 |
0.8% |
23% |
False |
False |
62,301 |
| 80 |
6,829.0 |
6,460.0 |
369.0 |
5.6% |
40.0 |
0.6% |
47% |
False |
False |
46,732 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
33.5 |
0.5% |
55% |
False |
False |
37,387 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
28.0 |
0.4% |
55% |
False |
False |
31,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,972.0 |
|
2.618 |
6,854.5 |
|
1.618 |
6,782.5 |
|
1.000 |
6,738.0 |
|
0.618 |
6,710.5 |
|
HIGH |
6,666.0 |
|
0.618 |
6,638.5 |
|
0.500 |
6,630.0 |
|
0.382 |
6,621.5 |
|
LOW |
6,594.0 |
|
0.618 |
6,549.5 |
|
1.000 |
6,522.0 |
|
1.618 |
6,477.5 |
|
2.618 |
6,405.5 |
|
4.250 |
6,288.0 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,632.0 |
6,630.5 |
| PP |
6,631.0 |
6,627.5 |
| S1 |
6,630.0 |
6,625.0 |
|