Trading Metrics calculated at close of trading on 04-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,537.0 |
5,475.0 |
-62.0 |
-1.1% |
5,513.0 |
High |
5,537.0 |
5,493.0 |
-44.0 |
-0.8% |
5,597.0 |
Low |
5,489.0 |
5,469.0 |
-20.0 |
-0.4% |
5,489.0 |
Close |
5,499.0 |
5,484.0 |
-15.0 |
-0.3% |
5,499.0 |
Range |
48.0 |
24.0 |
-24.0 |
-50.0% |
108.0 |
ATR |
42.5 |
41.6 |
-0.9 |
-2.1% |
0.0 |
Volume |
29,104 |
16,390 |
-12,714 |
-43.7% |
110,589 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,554.0 |
5,543.0 |
5,497.2 |
|
R3 |
5,530.0 |
5,519.0 |
5,490.6 |
|
R2 |
5,506.0 |
5,506.0 |
5,488.4 |
|
R1 |
5,495.0 |
5,495.0 |
5,486.2 |
5,500.5 |
PP |
5,482.0 |
5,482.0 |
5,482.0 |
5,484.8 |
S1 |
5,471.0 |
5,471.0 |
5,481.8 |
5,476.5 |
S2 |
5,458.0 |
5,458.0 |
5,479.6 |
|
S3 |
5,434.0 |
5,447.0 |
5,477.4 |
|
S4 |
5,410.0 |
5,423.0 |
5,470.8 |
|
|
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 |
5,469.0 |
128.0 |
2.3% |
36.6 |
0.7% |
12% |
False |
True |
21,857 |
10 |
5,597.0 |
5,469.0 |
128.0 |
2.3% |
31.9 |
0.6% |
12% |
False |
True |
21,372 |
20 |
5,597.0 |
5,385.0 |
212.0 |
3.9% |
36.1 |
0.7% |
47% |
False |
False |
21,535 |
40 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
38.1 |
0.7% |
58% |
False |
False |
26,247 |
60 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
32.2 |
0.6% |
58% |
False |
False |
17,526 |
80 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
26.4 |
0.5% |
58% |
False |
False |
13,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,595.0 |
2.618 |
5,555.8 |
1.618 |
5,531.8 |
1.000 |
5,517.0 |
0.618 |
5,507.8 |
HIGH |
5,493.0 |
0.618 |
5,483.8 |
0.500 |
5,481.0 |
0.382 |
5,478.2 |
LOW |
5,469.0 |
0.618 |
5,454.2 |
1.000 |
5,445.0 |
1.618 |
5,430.2 |
2.618 |
5,406.2 |
4.250 |
5,367.0 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,483.0 |
5,533.0 |
PP |
5,482.0 |
5,516.7 |
S1 |
5,481.0 |
5,500.3 |
|