| 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 |
6,614.0 |
6,600.5 |
-13.5 |
-0.2% |
6,741.0 |
| High |
6,618.0 |
6,614.5 |
-3.5 |
-0.1% |
6,790.0 |
| Low |
6,552.5 |
6,535.0 |
-17.5 |
-0.3% |
6,575.5 |
| Close |
6,594.5 |
6,561.5 |
-33.0 |
-0.5% |
6,625.5 |
| Range |
65.5 |
79.5 |
14.0 |
21.4% |
214.5 |
| ATR |
65.8 |
66.8 |
1.0 |
1.5% |
0.0 |
| Volume |
115,533 |
108,649 |
-6,884 |
-6.0% |
525,979 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,809.0 |
6,764.5 |
6,605.0 |
|
| R3 |
6,729.5 |
6,685.0 |
6,583.5 |
|
| R2 |
6,650.0 |
6,650.0 |
6,576.0 |
|
| R1 |
6,605.5 |
6,605.5 |
6,569.0 |
6,588.0 |
| PP |
6,570.5 |
6,570.5 |
6,570.5 |
6,561.5 |
| S1 |
6,526.0 |
6,526.0 |
6,554.0 |
6,508.5 |
| S2 |
6,491.0 |
6,491.0 |
6,547.0 |
|
| S3 |
6,411.5 |
6,446.5 |
6,539.5 |
|
| S4 |
6,332.0 |
6,367.0 |
6,518.0 |
|
|
| 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 |
6,674.5 |
6,535.0 |
139.5 |
2.1% |
73.0 |
1.1% |
19% |
False |
True |
99,441 |
| 10 |
6,790.0 |
6,535.0 |
255.0 |
3.9% |
69.0 |
1.1% |
10% |
False |
True |
101,667 |
| 20 |
6,790.0 |
6,535.0 |
255.0 |
3.9% |
65.0 |
1.0% |
10% |
False |
True |
90,846 |
| 40 |
6,829.0 |
6,535.0 |
294.0 |
4.5% |
59.5 |
0.9% |
9% |
False |
True |
96,324 |
| 60 |
6,829.0 |
6,535.0 |
294.0 |
4.5% |
51.5 |
0.8% |
9% |
False |
True |
66,035 |
| 80 |
6,829.0 |
6,467.0 |
362.0 |
5.5% |
41.5 |
0.6% |
26% |
False |
False |
49,534 |
| 100 |
6,829.0 |
6,397.0 |
432.0 |
6.6% |
35.0 |
0.5% |
38% |
False |
False |
39,629 |
| 120 |
6,829.0 |
6,397.0 |
432.0 |
6.6% |
29.5 |
0.4% |
38% |
False |
False |
33,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,952.5 |
|
2.618 |
6,822.5 |
|
1.618 |
6,743.0 |
|
1.000 |
6,694.0 |
|
0.618 |
6,663.5 |
|
HIGH |
6,614.5 |
|
0.618 |
6,584.0 |
|
0.500 |
6,575.0 |
|
0.382 |
6,565.5 |
|
LOW |
6,535.0 |
|
0.618 |
6,486.0 |
|
1.000 |
6,455.5 |
|
1.618 |
6,406.5 |
|
2.618 |
6,327.0 |
|
4.250 |
6,197.0 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,575.0 |
6,600.5 |
| PP |
6,570.5 |
6,587.5 |
| S1 |
6,566.0 |
6,574.5 |
|