Trading Metrics calculated at close of trading on 08-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,454.0 |
5,430.0 |
-24.0 |
-0.4% |
5,475.0 |
High |
5,464.0 |
5,439.0 |
-25.0 |
-0.5% |
5,496.0 |
Low |
5,431.0 |
5,365.0 |
-66.0 |
-1.2% |
5,365.0 |
Close |
5,449.0 |
5,376.0 |
-73.0 |
-1.3% |
5,376.0 |
Range |
33.0 |
74.0 |
41.0 |
124.2% |
131.0 |
ATR |
40.7 |
43.8 |
3.1 |
7.6% |
0.0 |
Volume |
26,534 |
43,972 |
17,438 |
65.7% |
133,338 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,615.3 |
5,569.7 |
5,416.7 |
|
R3 |
5,541.3 |
5,495.7 |
5,396.4 |
|
R2 |
5,467.3 |
5,467.3 |
5,389.6 |
|
R1 |
5,421.7 |
5,421.7 |
5,382.8 |
5,407.5 |
PP |
5,393.3 |
5,393.3 |
5,393.3 |
5,386.3 |
S1 |
5,347.7 |
5,347.7 |
5,369.2 |
5,333.5 |
S2 |
5,319.3 |
5,319.3 |
5,362.4 |
|
S3 |
5,245.3 |
5,273.7 |
5,355.7 |
|
S4 |
5,171.3 |
5,199.7 |
5,335.3 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,805.3 |
5,721.7 |
5,448.1 |
|
R3 |
5,674.3 |
5,590.7 |
5,412.0 |
|
R2 |
5,543.3 |
5,543.3 |
5,400.0 |
|
R1 |
5,459.7 |
5,459.7 |
5,388.0 |
5,436.0 |
PP |
5,412.3 |
5,412.3 |
5,412.3 |
5,400.5 |
S1 |
5,328.7 |
5,328.7 |
5,364.0 |
5,305.0 |
S2 |
5,281.3 |
5,281.3 |
5,352.0 |
|
S3 |
5,150.3 |
5,197.7 |
5,340.0 |
|
S4 |
5,019.3 |
5,066.7 |
5,304.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,496.0 |
5,365.0 |
131.0 |
2.4% |
39.6 |
0.7% |
8% |
False |
True |
26,667 |
10 |
5,597.0 |
5,365.0 |
232.0 |
4.3% |
39.0 |
0.7% |
5% |
False |
True |
24,392 |
20 |
5,597.0 |
5,365.0 |
232.0 |
4.3% |
35.7 |
0.7% |
5% |
False |
True |
22,404 |
40 |
5,597.0 |
5,328.0 |
269.0 |
5.0% |
40.3 |
0.8% |
18% |
False |
False |
28,690 |
60 |
5,597.0 |
5,328.0 |
269.0 |
5.0% |
33.5 |
0.6% |
18% |
False |
False |
19,474 |
80 |
5,597.0 |
5,328.0 |
269.0 |
5.0% |
28.3 |
0.5% |
18% |
False |
False |
14,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,753.5 |
2.618 |
5,632.7 |
1.618 |
5,558.7 |
1.000 |
5,513.0 |
0.618 |
5,484.7 |
HIGH |
5,439.0 |
0.618 |
5,410.7 |
0.500 |
5,402.0 |
0.382 |
5,393.3 |
LOW |
5,365.0 |
0.618 |
5,319.3 |
1.000 |
5,291.0 |
1.618 |
5,245.3 |
2.618 |
5,171.3 |
4.250 |
5,050.5 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,402.0 |
5,414.5 |
PP |
5,393.3 |
5,401.7 |
S1 |
5,384.7 |
5,388.8 |
|