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 |
1,295.1 |
1,284.1 |
-11.0 |
-0.8% |
1,307.9 |
High |
1,297.3 |
1,296.6 |
-0.7 |
-0.1% |
1,312.1 |
Low |
1,280.6 |
1,279.7 |
-0.9 |
-0.1% |
1,279.7 |
Close |
1,281.3 |
1,293.6 |
12.3 |
1.0% |
1,293.6 |
Range |
16.7 |
16.9 |
0.2 |
1.2% |
32.4 |
ATR |
15.7 |
15.8 |
0.1 |
0.5% |
0.0 |
Volume |
5,663 |
1,985 |
-3,678 |
-64.9% |
362,372 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.7 |
1,334.0 |
1,302.9 |
|
R3 |
1,323.8 |
1,317.1 |
1,298.2 |
|
R2 |
1,306.9 |
1,306.9 |
1,296.7 |
|
R1 |
1,300.2 |
1,300.2 |
1,295.1 |
1,303.6 |
PP |
1,290.0 |
1,290.0 |
1,290.0 |
1,291.6 |
S1 |
1,283.3 |
1,283.3 |
1,292.1 |
1,286.7 |
S2 |
1,273.1 |
1,273.1 |
1,290.5 |
|
S3 |
1,256.2 |
1,266.4 |
1,289.0 |
|
S4 |
1,239.3 |
1,249.5 |
1,284.3 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.3 |
1,375.4 |
1,311.4 |
|
R3 |
1,359.9 |
1,343.0 |
1,302.5 |
|
R2 |
1,327.5 |
1,327.5 |
1,299.5 |
|
R1 |
1,310.6 |
1,310.6 |
1,296.6 |
1,302.9 |
PP |
1,295.1 |
1,295.1 |
1,295.1 |
1,291.3 |
S1 |
1,278.2 |
1,278.2 |
1,290.6 |
1,270.5 |
S2 |
1,262.7 |
1,262.7 |
1,287.7 |
|
S3 |
1,230.3 |
1,245.8 |
1,284.7 |
|
S4 |
1,197.9 |
1,213.4 |
1,275.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,312.1 |
1,279.7 |
32.4 |
2.5% |
14.1 |
1.1% |
43% |
False |
True |
72,474 |
10 |
1,319.0 |
1,279.7 |
39.3 |
3.0% |
14.1 |
1.1% |
35% |
False |
True |
97,200 |
20 |
1,346.8 |
1,279.7 |
67.1 |
5.2% |
16.2 |
1.2% |
21% |
False |
True |
122,890 |
40 |
1,346.8 |
1,245.7 |
101.1 |
7.8% |
15.4 |
1.2% |
47% |
False |
False |
120,899 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.7 |
1.1% |
50% |
False |
False |
99,962 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
15.2 |
1.2% |
50% |
False |
False |
76,538 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.7% |
15.4 |
1.2% |
35% |
False |
False |
61,836 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.7% |
15.3 |
1.2% |
35% |
False |
False |
51,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.4 |
2.618 |
1,340.8 |
1.618 |
1,323.9 |
1.000 |
1,313.5 |
0.618 |
1,307.0 |
HIGH |
1,296.6 |
0.618 |
1,290.1 |
0.500 |
1,288.2 |
0.382 |
1,286.2 |
LOW |
1,279.7 |
0.618 |
1,269.3 |
1.000 |
1,262.8 |
1.618 |
1,252.4 |
2.618 |
1,235.5 |
4.250 |
1,207.9 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,291.8 |
1,292.9 |
PP |
1,290.0 |
1,292.1 |
S1 |
1,288.2 |
1,291.4 |
|