| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1,306.6 |
1,314.5 |
7.9 |
0.6% |
1,295.4 |
| High |
1,316.4 |
1,324.3 |
7.9 |
0.6% |
1,324.3 |
| Low |
1,303.0 |
1,305.7 |
2.7 |
0.2% |
1,283.3 |
| Close |
1,312.5 |
1,311.0 |
-1.5 |
-0.1% |
1,311.0 |
| Range |
13.4 |
18.6 |
5.2 |
38.8% |
41.0 |
| ATR |
15.4 |
15.6 |
0.2 |
1.5% |
0.0 |
| Volume |
122,429 |
147,901 |
25,472 |
20.8% |
604,251 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,369.5 |
1,358.8 |
1,321.2 |
|
| R3 |
1,350.9 |
1,340.2 |
1,316.1 |
|
| R2 |
1,332.3 |
1,332.3 |
1,314.4 |
|
| R1 |
1,321.6 |
1,321.6 |
1,312.7 |
1,317.7 |
| PP |
1,313.7 |
1,313.7 |
1,313.7 |
1,311.7 |
| S1 |
1,303.0 |
1,303.0 |
1,309.3 |
1,299.1 |
| S2 |
1,295.1 |
1,295.1 |
1,307.6 |
|
| S3 |
1,276.5 |
1,284.4 |
1,305.9 |
|
| S4 |
1,257.9 |
1,265.8 |
1,300.8 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,429.2 |
1,411.1 |
1,333.6 |
|
| R3 |
1,388.2 |
1,370.1 |
1,322.3 |
|
| R2 |
1,347.2 |
1,347.2 |
1,318.5 |
|
| R1 |
1,329.1 |
1,329.1 |
1,314.8 |
1,338.2 |
| PP |
1,306.2 |
1,306.2 |
1,306.2 |
1,310.7 |
| S1 |
1,288.1 |
1,288.1 |
1,307.2 |
1,297.2 |
| S2 |
1,265.2 |
1,265.2 |
1,303.5 |
|
| S3 |
1,224.2 |
1,247.1 |
1,299.7 |
|
| S4 |
1,183.2 |
1,206.1 |
1,288.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,324.3 |
1,283.3 |
41.0 |
3.1% |
15.1 |
1.2% |
68% |
True |
False |
120,850 |
| 10 |
1,324.3 |
1,281.0 |
43.3 |
3.3% |
14.7 |
1.1% |
69% |
True |
False |
123,201 |
| 20 |
1,342.2 |
1,281.0 |
61.2 |
4.7% |
16.5 |
1.3% |
49% |
False |
False |
73,298 |
| 40 |
1,347.5 |
1,259.6 |
87.9 |
6.7% |
15.2 |
1.2% |
58% |
False |
False |
41,278 |
| 60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.0 |
1.1% |
66% |
False |
False |
28,485 |
| 80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.2 |
1.1% |
66% |
False |
False |
21,876 |
| 100 |
1,361.3 |
1,241.7 |
119.6 |
9.1% |
14.5 |
1.1% |
58% |
False |
False |
17,838 |
| 120 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.7 |
1.1% |
46% |
False |
False |
15,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,403.4 |
|
2.618 |
1,373.0 |
|
1.618 |
1,354.4 |
|
1.000 |
1,342.9 |
|
0.618 |
1,335.8 |
|
HIGH |
1,324.3 |
|
0.618 |
1,317.2 |
|
0.500 |
1,315.0 |
|
0.382 |
1,312.8 |
|
LOW |
1,305.7 |
|
0.618 |
1,294.2 |
|
1.000 |
1,287.1 |
|
1.618 |
1,275.6 |
|
2.618 |
1,257.0 |
|
4.250 |
1,226.7 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,315.0 |
1,309.5 |
| PP |
1,313.7 |
1,307.9 |
| S1 |
1,312.3 |
1,306.4 |
|