Trading Metrics calculated at close of trading on 06-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,494.0 |
5,450.0 |
-44.0 |
-0.8% |
5,513.0 |
High |
5,496.0 |
5,461.0 |
-35.0 |
-0.6% |
5,597.0 |
Low |
5,454.0 |
5,436.0 |
-18.0 |
-0.3% |
5,489.0 |
Close |
5,474.0 |
5,458.0 |
-16.0 |
-0.3% |
5,499.0 |
Range |
42.0 |
25.0 |
-17.0 |
-40.5% |
108.0 |
ATR |
41.6 |
41.3 |
-0.3 |
-0.6% |
0.0 |
Volume |
23,520 |
22,922 |
-598 |
-2.5% |
110,589 |
|
Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,526.7 |
5,517.3 |
5,471.8 |
|
R3 |
5,501.7 |
5,492.3 |
5,464.9 |
|
R2 |
5,476.7 |
5,476.7 |
5,462.6 |
|
R1 |
5,467.3 |
5,467.3 |
5,460.3 |
5,472.0 |
PP |
5,451.7 |
5,451.7 |
5,451.7 |
5,454.0 |
S1 |
5,442.3 |
5,442.3 |
5,455.7 |
5,447.0 |
S2 |
5,426.7 |
5,426.7 |
5,453.4 |
|
S3 |
5,401.7 |
5,417.3 |
5,451.1 |
|
S4 |
5,376.7 |
5,392.3 |
5,444.3 |
|
|
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 |
5,436.0 |
161.0 |
2.9% |
33.6 |
0.6% |
14% |
False |
True |
23,594 |
10 |
5,597.0 |
5,436.0 |
161.0 |
2.9% |
32.5 |
0.6% |
14% |
False |
True |
20,991 |
20 |
5,597.0 |
5,385.0 |
212.0 |
3.9% |
35.6 |
0.7% |
34% |
False |
False |
21,129 |
40 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
39.1 |
0.7% |
48% |
False |
False |
27,390 |
60 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
32.5 |
0.6% |
48% |
False |
False |
18,300 |
80 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
26.9 |
0.5% |
48% |
False |
False |
13,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,567.3 |
2.618 |
5,526.5 |
1.618 |
5,501.5 |
1.000 |
5,486.0 |
0.618 |
5,476.5 |
HIGH |
5,461.0 |
0.618 |
5,451.5 |
0.500 |
5,448.5 |
0.382 |
5,445.6 |
LOW |
5,436.0 |
0.618 |
5,420.6 |
1.000 |
5,411.0 |
1.618 |
5,395.6 |
2.618 |
5,370.6 |
4.250 |
5,329.8 |
|
|
Fisher Pivots for day following 06-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,454.8 |
5,466.0 |
PP |
5,451.7 |
5,463.3 |
S1 |
5,448.5 |
5,460.7 |
|