Trading Metrics calculated at close of trading on 07-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,450.0 |
5,454.0 |
4.0 |
0.1% |
5,513.0 |
High |
5,461.0 |
5,464.0 |
3.0 |
0.1% |
5,597.0 |
Low |
5,436.0 |
5,431.0 |
-5.0 |
-0.1% |
5,489.0 |
Close |
5,458.0 |
5,449.0 |
-9.0 |
-0.2% |
5,499.0 |
Range |
25.0 |
33.0 |
8.0 |
32.0% |
108.0 |
ATR |
41.3 |
40.7 |
-0.6 |
-1.4% |
0.0 |
Volume |
22,922 |
26,534 |
3,612 |
15.8% |
110,589 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,547.0 |
5,531.0 |
5,467.2 |
|
R3 |
5,514.0 |
5,498.0 |
5,458.1 |
|
R2 |
5,481.0 |
5,481.0 |
5,455.1 |
|
R1 |
5,465.0 |
5,465.0 |
5,452.0 |
5,456.5 |
PP |
5,448.0 |
5,448.0 |
5,448.0 |
5,443.8 |
S1 |
5,432.0 |
5,432.0 |
5,446.0 |
5,423.5 |
S2 |
5,415.0 |
5,415.0 |
5,443.0 |
|
S3 |
5,382.0 |
5,399.0 |
5,439.9 |
|
S4 |
5,349.0 |
5,366.0 |
5,430.9 |
|
|
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 |
5,537.0 |
5,431.0 |
106.0 |
1.9% |
34.4 |
0.6% |
17% |
False |
True |
23,694 |
10 |
5,597.0 |
5,431.0 |
166.0 |
3.0% |
33.7 |
0.6% |
11% |
False |
True |
21,941 |
20 |
5,597.0 |
5,385.0 |
212.0 |
3.9% |
35.8 |
0.7% |
30% |
False |
False |
21,491 |
40 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
39.4 |
0.7% |
45% |
False |
False |
27,903 |
60 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
32.8 |
0.6% |
45% |
False |
False |
18,742 |
80 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
27.3 |
0.5% |
45% |
False |
False |
14,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,604.3 |
2.618 |
5,550.4 |
1.618 |
5,517.4 |
1.000 |
5,497.0 |
0.618 |
5,484.4 |
HIGH |
5,464.0 |
0.618 |
5,451.4 |
0.500 |
5,447.5 |
0.382 |
5,443.6 |
LOW |
5,431.0 |
0.618 |
5,410.6 |
1.000 |
5,398.0 |
1.618 |
5,377.6 |
2.618 |
5,344.6 |
4.250 |
5,290.8 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,448.5 |
5,463.5 |
PP |
5,448.0 |
5,458.7 |
S1 |
5,447.5 |
5,453.8 |
|