Trading Metrics calculated at close of trading on 01-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
9,599.0 |
9,396.0 |
-203.0 |
-2.1% |
9,650.5 |
High |
9,607.5 |
9,409.5 |
-198.0 |
-2.1% |
9,710.0 |
Low |
9,367.5 |
9,152.5 |
-215.0 |
-2.3% |
9,152.5 |
Close |
9,418.5 |
9,212.5 |
-206.0 |
-2.2% |
9,212.5 |
Range |
240.0 |
257.0 |
17.0 |
7.1% |
557.5 |
ATR |
132.9 |
142.4 |
9.5 |
7.2% |
0.0 |
Volume |
168,085 |
133,643 |
-34,442 |
-20.5% |
664,325 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,029.2 |
9,877.8 |
9,353.9 |
|
R3 |
9,772.2 |
9,620.8 |
9,283.2 |
|
R2 |
9,515.2 |
9,515.2 |
9,259.6 |
|
R1 |
9,363.8 |
9,363.8 |
9,236.1 |
9,311.0 |
PP |
9,258.2 |
9,258.2 |
9,258.2 |
9,231.8 |
S1 |
9,106.8 |
9,106.8 |
9,188.9 |
9,054.0 |
S2 |
9,001.2 |
9,001.2 |
9,165.4 |
|
S3 |
8,744.2 |
8,849.8 |
9,141.8 |
|
S4 |
8,487.2 |
8,592.8 |
9,071.2 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,030.8 |
10,679.2 |
9,519.1 |
|
R3 |
10,473.3 |
10,121.7 |
9,365.8 |
|
R2 |
9,915.8 |
9,915.8 |
9,314.7 |
|
R1 |
9,564.2 |
9,564.2 |
9,263.6 |
9,461.3 |
PP |
9,358.3 |
9,358.3 |
9,358.3 |
9,306.9 |
S1 |
9,006.7 |
9,006.7 |
9,161.4 |
8,903.8 |
S2 |
8,800.8 |
8,800.8 |
9,110.3 |
|
S3 |
8,243.3 |
8,449.2 |
9,059.2 |
|
S4 |
7,685.8 |
7,891.7 |
8,905.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,710.0 |
9,152.5 |
557.5 |
6.1% |
180.5 |
2.0% |
11% |
False |
True |
132,865 |
10 |
9,819.0 |
9,152.5 |
666.5 |
7.2% |
156.7 |
1.7% |
9% |
False |
True |
111,751 |
20 |
10,020.5 |
9,152.5 |
868.0 |
9.4% |
142.7 |
1.5% |
7% |
False |
True |
105,937 |
40 |
10,056.0 |
9,152.5 |
903.5 |
9.8% |
113.0 |
1.2% |
7% |
False |
True |
80,000 |
60 |
10,056.0 |
9,152.5 |
903.5 |
9.8% |
104.1 |
1.1% |
7% |
False |
True |
53,572 |
80 |
10,056.0 |
9,113.5 |
942.5 |
10.2% |
113.4 |
1.2% |
11% |
False |
False |
40,244 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
12.0% |
115.1 |
1.2% |
23% |
False |
False |
32,220 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
12.0% |
113.8 |
1.2% |
23% |
False |
False |
26,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,501.8 |
2.618 |
10,082.3 |
1.618 |
9,825.3 |
1.000 |
9,666.5 |
0.618 |
9,568.3 |
HIGH |
9,409.5 |
0.618 |
9,311.3 |
0.500 |
9,281.0 |
0.382 |
9,250.7 |
LOW |
9,152.5 |
0.618 |
8,993.7 |
1.000 |
8,895.5 |
1.618 |
8,736.7 |
2.618 |
8,479.7 |
4.250 |
8,060.3 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,281.0 |
9,431.3 |
PP |
9,258.2 |
9,358.3 |
S1 |
9,235.3 |
9,285.4 |
|