Trading Metrics calculated at close of trading on 08-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,305.3 |
1,310.8 |
5.5 |
0.4% |
1,294.4 |
High |
1,313.1 |
1,321.4 |
8.3 |
0.6% |
1,321.4 |
Low |
1,302.5 |
1,308.0 |
5.5 |
0.4% |
1,282.6 |
Close |
1,310.8 |
1,308.9 |
-1.9 |
-0.1% |
1,308.9 |
Range |
10.6 |
13.4 |
2.8 |
26.4% |
38.8 |
ATR |
15.3 |
15.2 |
-0.1 |
-0.9% |
0.0 |
Volume |
225 |
586 |
361 |
160.4% |
3,259 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.0 |
1,344.3 |
1,316.3 |
|
R3 |
1,339.6 |
1,330.9 |
1,312.6 |
|
R2 |
1,326.2 |
1,326.2 |
1,311.4 |
|
R1 |
1,317.5 |
1,317.5 |
1,310.1 |
1,315.2 |
PP |
1,312.8 |
1,312.8 |
1,312.8 |
1,311.6 |
S1 |
1,304.1 |
1,304.1 |
1,307.7 |
1,301.8 |
S2 |
1,299.4 |
1,299.4 |
1,306.4 |
|
S3 |
1,286.0 |
1,290.7 |
1,305.2 |
|
S4 |
1,272.6 |
1,277.3 |
1,301.5 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.7 |
1,403.6 |
1,330.2 |
|
R3 |
1,381.9 |
1,364.8 |
1,319.6 |
|
R2 |
1,343.1 |
1,343.1 |
1,316.0 |
|
R1 |
1,326.0 |
1,326.0 |
1,312.5 |
1,334.6 |
PP |
1,304.3 |
1,304.3 |
1,304.3 |
1,308.6 |
S1 |
1,287.2 |
1,287.2 |
1,305.3 |
1,295.8 |
S2 |
1,265.5 |
1,265.5 |
1,301.8 |
|
S3 |
1,226.7 |
1,248.4 |
1,298.2 |
|
S4 |
1,187.9 |
1,209.6 |
1,287.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,321.4 |
1,282.6 |
38.8 |
3.0% |
12.9 |
1.0% |
68% |
True |
False |
651 |
10 |
1,321.4 |
1,279.7 |
41.7 |
3.2% |
13.5 |
1.0% |
70% |
True |
False |
36,563 |
20 |
1,340.9 |
1,279.7 |
61.2 |
4.7% |
16.2 |
1.2% |
48% |
False |
False |
88,904 |
40 |
1,346.8 |
1,258.0 |
88.8 |
6.8% |
15.6 |
1.2% |
57% |
False |
False |
109,274 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.7 |
1.1% |
64% |
False |
False |
98,354 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
15.0 |
1.1% |
64% |
False |
False |
76,354 |
100 |
1,359.0 |
1,240.2 |
118.8 |
9.1% |
15.1 |
1.2% |
58% |
False |
False |
61,662 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.2 |
1.2% |
45% |
False |
False |
51,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.4 |
2.618 |
1,356.5 |
1.618 |
1,343.1 |
1.000 |
1,334.8 |
0.618 |
1,329.7 |
HIGH |
1,321.4 |
0.618 |
1,316.3 |
0.500 |
1,314.7 |
0.382 |
1,313.1 |
LOW |
1,308.0 |
0.618 |
1,299.7 |
1.000 |
1,294.6 |
1.618 |
1,286.3 |
2.618 |
1,272.9 |
4.250 |
1,251.1 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,314.7 |
1,307.5 |
PP |
1,312.8 |
1,306.0 |
S1 |
1,310.8 |
1,304.6 |
|