Trading Metrics calculated at close of trading on 05-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,475.0 |
5,494.0 |
19.0 |
0.3% |
5,513.0 |
High |
5,493.0 |
5,496.0 |
3.0 |
0.1% |
5,597.0 |
Low |
5,469.0 |
5,454.0 |
-15.0 |
-0.3% |
5,489.0 |
Close |
5,484.0 |
5,474.0 |
-10.0 |
-0.2% |
5,499.0 |
Range |
24.0 |
42.0 |
18.0 |
75.0% |
108.0 |
ATR |
41.6 |
41.6 |
0.0 |
0.1% |
0.0 |
Volume |
16,390 |
23,520 |
7,130 |
43.5% |
110,589 |
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,600.7 |
5,579.3 |
5,497.1 |
|
R3 |
5,558.7 |
5,537.3 |
5,485.6 |
|
R2 |
5,516.7 |
5,516.7 |
5,481.7 |
|
R1 |
5,495.3 |
5,495.3 |
5,477.9 |
5,485.0 |
PP |
5,474.7 |
5,474.7 |
5,474.7 |
5,469.5 |
S1 |
5,453.3 |
5,453.3 |
5,470.2 |
5,443.0 |
S2 |
5,432.7 |
5,432.7 |
5,466.3 |
|
S3 |
5,390.7 |
5,411.3 |
5,462.5 |
|
S4 |
5,348.7 |
5,369.3 |
5,450.9 |
|
|
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 |
5,454.0 |
143.0 |
2.6% |
37.8 |
0.7% |
14% |
False |
True |
23,698 |
10 |
5,597.0 |
5,454.0 |
143.0 |
2.6% |
34.1 |
0.6% |
14% |
False |
True |
21,707 |
20 |
5,597.0 |
5,385.0 |
212.0 |
3.9% |
36.9 |
0.7% |
42% |
False |
False |
21,690 |
40 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
38.9 |
0.7% |
54% |
False |
False |
26,829 |
60 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
32.3 |
0.6% |
54% |
False |
False |
17,918 |
80 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
26.6 |
0.5% |
54% |
False |
False |
13,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,674.5 |
2.618 |
5,606.0 |
1.618 |
5,564.0 |
1.000 |
5,538.0 |
0.618 |
5,522.0 |
HIGH |
5,496.0 |
0.618 |
5,480.0 |
0.500 |
5,475.0 |
0.382 |
5,470.0 |
LOW |
5,454.0 |
0.618 |
5,428.0 |
1.000 |
5,412.0 |
1.618 |
5,386.0 |
2.618 |
5,344.0 |
4.250 |
5,275.5 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,475.0 |
5,495.5 |
PP |
5,474.7 |
5,488.3 |
S1 |
5,474.3 |
5,481.2 |
|