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 |
195.61 |
192.56 |
-3.05 |
-1.6% |
197.76 |
High |
195.78 |
193.76 |
-2.02 |
-1.0% |
198.45 |
Low |
192.97 |
191.57 |
-1.40 |
-0.7% |
191.57 |
Close |
193.09 |
192.50 |
-0.59 |
-0.3% |
192.50 |
Range |
2.81 |
2.19 |
-0.62 |
-22.1% |
6.88 |
ATR |
1.55 |
1.60 |
0.05 |
3.0% |
0.00 |
Volume |
183,479,391 |
189,260,797 |
5,781,406 |
3.2% |
626,687,602 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
199.18 |
198.03 |
193.70 |
|
R3 |
196.99 |
195.84 |
193.10 |
|
R2 |
194.80 |
194.80 |
192.90 |
|
R1 |
193.65 |
193.65 |
192.70 |
193.13 |
PP |
192.61 |
192.61 |
192.61 |
192.35 |
S1 |
191.46 |
191.46 |
192.30 |
190.94 |
S2 |
190.42 |
190.42 |
192.10 |
|
S3 |
188.23 |
189.27 |
191.90 |
|
S4 |
186.04 |
187.08 |
191.30 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
214.81 |
210.54 |
196.28 |
|
R3 |
207.93 |
203.66 |
194.39 |
|
R2 |
201.05 |
201.05 |
193.76 |
|
R1 |
196.78 |
196.78 |
193.13 |
195.48 |
PP |
194.17 |
194.17 |
194.17 |
193.52 |
S1 |
189.90 |
189.90 |
191.87 |
188.60 |
S2 |
187.29 |
187.29 |
191.24 |
|
S3 |
180.41 |
183.02 |
190.61 |
|
S4 |
173.53 |
176.14 |
188.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
198.45 |
191.57 |
6.88 |
3.6% |
1.95 |
1.0% |
14% |
False |
True |
125,337,520 |
10 |
199.06 |
191.57 |
7.49 |
3.9% |
1.38 |
0.7% |
12% |
False |
True |
96,129,381 |
20 |
199.06 |
191.57 |
7.49 |
3.9% |
1.36 |
0.7% |
12% |
False |
True |
94,362,241 |
40 |
199.06 |
191.57 |
7.49 |
3.9% |
1.20 |
0.6% |
12% |
False |
True |
87,028,835 |
60 |
199.06 |
186.48 |
12.58 |
6.5% |
1.21 |
0.6% |
48% |
False |
False |
84,661,098 |
80 |
199.06 |
181.31 |
17.75 |
9.2% |
1.34 |
0.7% |
63% |
False |
False |
90,203,724 |
100 |
199.06 |
181.31 |
17.75 |
9.2% |
1.46 |
0.8% |
63% |
False |
False |
96,439,230 |
120 |
199.06 |
180.04 |
19.02 |
9.9% |
1.47 |
0.8% |
66% |
False |
False |
98,793,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
203.07 |
2.618 |
199.49 |
1.618 |
197.30 |
1.000 |
195.95 |
0.618 |
195.11 |
HIGH |
193.76 |
0.618 |
192.92 |
0.500 |
192.67 |
0.382 |
192.41 |
LOW |
191.57 |
0.618 |
190.22 |
1.000 |
189.38 |
1.618 |
188.03 |
2.618 |
185.84 |
4.250 |
182.26 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
192.67 |
194.74 |
PP |
192.61 |
193.99 |
S1 |
192.56 |
193.25 |
|