Trading Metrics calculated at close of trading on 05-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,294.4 |
1,288.0 |
-6.4 |
-0.5% |
1,307.9 |
High |
1,295.0 |
1,292.7 |
-2.3 |
-0.2% |
1,312.1 |
Low |
1,285.9 |
1,282.6 |
-3.3 |
-0.3% |
1,279.7 |
Close |
1,287.7 |
1,284.0 |
-3.7 |
-0.3% |
1,293.6 |
Range |
9.1 |
10.1 |
1.0 |
11.0% |
32.4 |
ATR |
15.3 |
15.0 |
-0.4 |
-2.4% |
0.0 |
Volume |
917 |
825 |
-92 |
-10.0% |
362,372 |
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.7 |
1,310.5 |
1,289.6 |
|
R3 |
1,306.6 |
1,300.4 |
1,286.8 |
|
R2 |
1,296.5 |
1,296.5 |
1,285.9 |
|
R1 |
1,290.3 |
1,290.3 |
1,284.9 |
1,288.4 |
PP |
1,286.4 |
1,286.4 |
1,286.4 |
1,285.5 |
S1 |
1,280.2 |
1,280.2 |
1,283.1 |
1,278.3 |
S2 |
1,276.3 |
1,276.3 |
1,282.1 |
|
S3 |
1,266.2 |
1,270.1 |
1,281.2 |
|
S4 |
1,256.1 |
1,260.0 |
1,278.4 |
|
|
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 |
1,303.0 |
1,279.7 |
23.3 |
1.8% |
13.0 |
1.0% |
18% |
False |
False |
9,115 |
10 |
1,312.1 |
1,279.7 |
32.4 |
2.5% |
13.4 |
1.0% |
13% |
False |
False |
76,087 |
20 |
1,346.8 |
1,279.7 |
67.1 |
5.2% |
16.1 |
1.3% |
6% |
False |
False |
110,820 |
40 |
1,346.8 |
1,250.1 |
96.7 |
7.5% |
15.4 |
1.2% |
35% |
False |
False |
116,774 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
14.8 |
1.2% |
41% |
False |
False |
99,138 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
15.1 |
1.2% |
41% |
False |
False |
76,435 |
100 |
1,392.0 |
1,240.2 |
151.8 |
11.8% |
15.3 |
1.2% |
29% |
False |
False |
61,753 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.8% |
15.2 |
1.2% |
29% |
False |
False |
51,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.6 |
2.618 |
1,319.1 |
1.618 |
1,309.0 |
1.000 |
1,302.8 |
0.618 |
1,298.9 |
HIGH |
1,292.7 |
0.618 |
1,288.8 |
0.500 |
1,287.7 |
0.382 |
1,286.5 |
LOW |
1,282.6 |
0.618 |
1,276.4 |
1.000 |
1,272.5 |
1.618 |
1,266.3 |
2.618 |
1,256.2 |
4.250 |
1,239.7 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,287.7 |
1,288.2 |
PP |
1,286.4 |
1,286.8 |
S1 |
1,285.2 |
1,285.4 |
|