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 |
5,581.0 |
5,537.0 |
-44.0 |
-0.8% |
5,513.0 |
High |
5,597.0 |
5,537.0 |
-60.0 |
-1.1% |
5,597.0 |
Low |
5,568.0 |
5,489.0 |
-79.0 |
-1.4% |
5,489.0 |
Close |
5,570.0 |
5,499.0 |
-71.0 |
-1.3% |
5,499.0 |
Range |
29.0 |
48.0 |
19.0 |
65.5% |
108.0 |
ATR |
39.5 |
42.5 |
3.0 |
7.5% |
0.0 |
Volume |
26,036 |
29,104 |
3,068 |
11.8% |
110,589 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,652.3 |
5,623.7 |
5,525.4 |
|
R3 |
5,604.3 |
5,575.7 |
5,512.2 |
|
R2 |
5,556.3 |
5,556.3 |
5,507.8 |
|
R1 |
5,527.7 |
5,527.7 |
5,503.4 |
5,518.0 |
PP |
5,508.3 |
5,508.3 |
5,508.3 |
5,503.5 |
S1 |
5,479.7 |
5,479.7 |
5,494.6 |
5,470.0 |
S2 |
5,460.3 |
5,460.3 |
5,490.2 |
|
S3 |
5,412.3 |
5,431.7 |
5,485.8 |
|
S4 |
5,364.3 |
5,383.7 |
5,472.6 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,852.3 |
5,783.7 |
5,558.4 |
|
R3 |
5,744.3 |
5,675.7 |
5,528.7 |
|
R2 |
5,636.3 |
5,636.3 |
5,518.8 |
|
R1 |
5,567.7 |
5,567.7 |
5,508.9 |
5,548.0 |
PP |
5,528.3 |
5,528.3 |
5,528.3 |
5,518.5 |
S1 |
5,459.7 |
5,459.7 |
5,489.1 |
5,440.0 |
S2 |
5,420.3 |
5,420.3 |
5,479.2 |
|
S3 |
5,312.3 |
5,351.7 |
5,469.3 |
|
S4 |
5,204.3 |
5,243.7 |
5,439.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,597.0 |
5,489.0 |
108.0 |
2.0% |
38.4 |
0.7% |
9% |
False |
True |
22,117 |
10 |
5,597.0 |
5,481.0 |
116.0 |
2.1% |
31.4 |
0.6% |
16% |
False |
False |
21,069 |
20 |
5,597.0 |
5,385.0 |
212.0 |
3.9% |
36.1 |
0.7% |
54% |
False |
False |
21,437 |
40 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
38.0 |
0.7% |
64% |
False |
False |
25,840 |
60 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
31.8 |
0.6% |
64% |
False |
False |
17,253 |
80 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
26.1 |
0.5% |
64% |
False |
False |
12,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,741.0 |
2.618 |
5,662.7 |
1.618 |
5,614.7 |
1.000 |
5,585.0 |
0.618 |
5,566.7 |
HIGH |
5,537.0 |
0.618 |
5,518.7 |
0.500 |
5,513.0 |
0.382 |
5,507.3 |
LOW |
5,489.0 |
0.618 |
5,459.3 |
1.000 |
5,441.0 |
1.618 |
5,411.3 |
2.618 |
5,363.3 |
4.250 |
5,285.0 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,513.0 |
5,543.0 |
PP |
5,508.3 |
5,528.3 |
S1 |
5,503.7 |
5,513.7 |
|