Trading Metrics calculated at close of trading on 07-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,288.1 |
1,305.3 |
17.2 |
1.3% |
1,307.9 |
High |
1,309.0 |
1,313.1 |
4.1 |
0.3% |
1,312.1 |
Low |
1,287.8 |
1,302.5 |
14.7 |
1.1% |
1,279.7 |
Close |
1,306.7 |
1,310.8 |
4.1 |
0.3% |
1,293.6 |
Range |
21.2 |
10.6 |
-10.6 |
-50.0% |
32.4 |
ATR |
15.7 |
15.3 |
-0.4 |
-2.3% |
0.0 |
Volume |
706 |
225 |
-481 |
-68.1% |
362,372 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.6 |
1,336.3 |
1,316.6 |
|
R3 |
1,330.0 |
1,325.7 |
1,313.7 |
|
R2 |
1,319.4 |
1,319.4 |
1,312.7 |
|
R1 |
1,315.1 |
1,315.1 |
1,311.8 |
1,317.3 |
PP |
1,308.8 |
1,308.8 |
1,308.8 |
1,309.9 |
S1 |
1,304.5 |
1,304.5 |
1,309.8 |
1,306.7 |
S2 |
1,298.2 |
1,298.2 |
1,308.9 |
|
S3 |
1,287.6 |
1,293.9 |
1,307.9 |
|
S4 |
1,277.0 |
1,283.3 |
1,305.0 |
|
|
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 |
1,313.1 |
1,279.7 |
33.4 |
2.5% |
13.6 |
1.0% |
93% |
True |
False |
931 |
10 |
1,313.1 |
1,279.7 |
33.4 |
2.5% |
13.9 |
1.1% |
93% |
True |
False |
49,628 |
20 |
1,340.9 |
1,279.7 |
61.2 |
4.7% |
15.8 |
1.2% |
51% |
False |
False |
93,733 |
40 |
1,346.8 |
1,258.0 |
88.8 |
6.8% |
15.7 |
1.2% |
59% |
False |
False |
112,195 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.7 |
1.1% |
66% |
False |
False |
98,562 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
15.3 |
1.2% |
66% |
False |
False |
76,366 |
100 |
1,368.0 |
1,240.2 |
127.8 |
9.7% |
15.2 |
1.2% |
55% |
False |
False |
61,670 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.2 |
1.2% |
47% |
False |
False |
51,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.2 |
2.618 |
1,340.9 |
1.618 |
1,330.3 |
1.000 |
1,323.7 |
0.618 |
1,319.7 |
HIGH |
1,313.1 |
0.618 |
1,309.1 |
0.500 |
1,307.8 |
0.382 |
1,306.5 |
LOW |
1,302.5 |
0.618 |
1,295.9 |
1.000 |
1,291.9 |
1.618 |
1,285.3 |
2.618 |
1,274.7 |
4.250 |
1,257.5 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,309.8 |
1,306.5 |
PP |
1,308.8 |
1,302.2 |
S1 |
1,307.8 |
1,297.9 |
|