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 |
3,176.0 |
3,113.0 |
-63.0 |
-2.0% |
3,181.0 |
High |
3,181.0 |
3,122.0 |
-59.0 |
-1.9% |
3,213.0 |
Low |
3,103.0 |
3,055.0 |
-48.0 |
-1.5% |
3,055.0 |
Close |
3,119.0 |
3,074.0 |
-45.0 |
-1.4% |
3,074.0 |
Range |
78.0 |
67.0 |
-11.0 |
-14.1% |
158.0 |
ATR |
47.9 |
49.2 |
1.4 |
2.9% |
0.0 |
Volume |
1,633,588 |
1,001,981 |
-631,607 |
-38.7% |
6,100,254 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,284.7 |
3,246.3 |
3,110.9 |
|
R3 |
3,217.7 |
3,179.3 |
3,092.4 |
|
R2 |
3,150.7 |
3,150.7 |
3,086.3 |
|
R1 |
3,112.3 |
3,112.3 |
3,080.1 |
3,098.0 |
PP |
3,083.7 |
3,083.7 |
3,083.7 |
3,076.5 |
S1 |
3,045.3 |
3,045.3 |
3,067.9 |
3,031.0 |
S2 |
3,016.7 |
3,016.7 |
3,061.7 |
|
S3 |
2,949.7 |
2,978.3 |
3,055.6 |
|
S4 |
2,882.7 |
2,911.3 |
3,037.2 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,588.0 |
3,489.0 |
3,160.9 |
|
R3 |
3,430.0 |
3,331.0 |
3,117.5 |
|
R2 |
3,272.0 |
3,272.0 |
3,103.0 |
|
R1 |
3,173.0 |
3,173.0 |
3,088.5 |
3,143.5 |
PP |
3,114.0 |
3,114.0 |
3,114.0 |
3,099.3 |
S1 |
3,015.0 |
3,015.0 |
3,059.5 |
2,985.5 |
S2 |
2,956.0 |
2,956.0 |
3,045.0 |
|
S3 |
2,798.0 |
2,857.0 |
3,030.6 |
|
S4 |
2,640.0 |
2,699.0 |
2,987.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,213.0 |
3,055.0 |
158.0 |
5.1% |
57.4 |
1.9% |
12% |
False |
True |
1,220,050 |
10 |
3,225.0 |
3,055.0 |
170.0 |
5.5% |
52.0 |
1.7% |
11% |
False |
True |
1,037,620 |
20 |
3,271.0 |
3,055.0 |
216.0 |
7.0% |
49.5 |
1.6% |
9% |
False |
True |
990,998 |
40 |
3,322.0 |
3,055.0 |
267.0 |
8.7% |
41.2 |
1.3% |
7% |
False |
True |
823,552 |
60 |
3,322.0 |
3,055.0 |
267.0 |
8.7% |
37.0 |
1.2% |
7% |
False |
True |
554,910 |
80 |
3,322.0 |
3,009.0 |
313.0 |
10.2% |
38.4 |
1.2% |
21% |
False |
False |
416,678 |
100 |
3,322.0 |
2,910.0 |
412.0 |
13.4% |
38.1 |
1.2% |
40% |
False |
False |
333,389 |
120 |
3,322.0 |
2,910.0 |
412.0 |
13.4% |
35.1 |
1.1% |
40% |
False |
False |
277,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,406.8 |
2.618 |
3,297.4 |
1.618 |
3,230.4 |
1.000 |
3,189.0 |
0.618 |
3,163.4 |
HIGH |
3,122.0 |
0.618 |
3,096.4 |
0.500 |
3,088.5 |
0.382 |
3,080.6 |
LOW |
3,055.0 |
0.618 |
3,013.6 |
1.000 |
2,988.0 |
1.618 |
2,946.6 |
2.618 |
2,879.6 |
4.250 |
2,770.3 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3,088.5 |
3,134.0 |
PP |
3,083.7 |
3,114.0 |
S1 |
3,078.8 |
3,094.0 |
|