Trading Metrics calculated at close of trading on 04-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,284.1 |
1,294.4 |
10.3 |
0.8% |
1,307.9 |
High |
1,296.6 |
1,295.0 |
-1.6 |
-0.1% |
1,312.1 |
Low |
1,279.7 |
1,285.9 |
6.2 |
0.5% |
1,279.7 |
Close |
1,293.6 |
1,287.7 |
-5.9 |
-0.5% |
1,293.6 |
Range |
16.9 |
9.1 |
-7.8 |
-46.2% |
32.4 |
ATR |
15.8 |
15.3 |
-0.5 |
-3.0% |
0.0 |
Volume |
1,985 |
917 |
-1,068 |
-53.8% |
362,372 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.8 |
1,311.4 |
1,292.7 |
|
R3 |
1,307.7 |
1,302.3 |
1,290.2 |
|
R2 |
1,298.6 |
1,298.6 |
1,289.4 |
|
R1 |
1,293.2 |
1,293.2 |
1,288.5 |
1,291.4 |
PP |
1,289.5 |
1,289.5 |
1,289.5 |
1,288.6 |
S1 |
1,284.1 |
1,284.1 |
1,286.9 |
1,282.3 |
S2 |
1,280.4 |
1,280.4 |
1,286.0 |
|
S3 |
1,271.3 |
1,275.0 |
1,285.2 |
|
S4 |
1,262.2 |
1,265.9 |
1,282.7 |
|
|
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% |
14.3 |
1.1% |
25% |
False |
False |
45,261 |
10 |
1,316.8 |
1,279.7 |
37.1 |
2.9% |
13.9 |
1.1% |
22% |
False |
False |
88,754 |
20 |
1,346.8 |
1,279.7 |
67.1 |
5.2% |
16.1 |
1.3% |
12% |
False |
False |
117,283 |
40 |
1,346.8 |
1,250.1 |
96.7 |
7.5% |
15.3 |
1.2% |
39% |
False |
False |
118,098 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
14.7 |
1.1% |
45% |
False |
False |
99,715 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
15.2 |
1.2% |
45% |
False |
False |
76,511 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.8% |
15.3 |
1.2% |
31% |
False |
False |
61,800 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.8% |
15.2 |
1.2% |
31% |
False |
False |
51,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.7 |
2.618 |
1,318.8 |
1.618 |
1,309.7 |
1.000 |
1,304.1 |
0.618 |
1,300.6 |
HIGH |
1,295.0 |
0.618 |
1,291.5 |
0.500 |
1,290.5 |
0.382 |
1,289.4 |
LOW |
1,285.9 |
0.618 |
1,280.3 |
1.000 |
1,276.8 |
1.618 |
1,271.2 |
2.618 |
1,262.1 |
4.250 |
1,247.2 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,290.5 |
1,288.5 |
PP |
1,289.5 |
1,288.2 |
S1 |
1,288.6 |
1,288.0 |
|