Trading Metrics calculated at close of trading on 04-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
9,396.0 |
9,226.5 |
-169.5 |
-1.8% |
9,650.5 |
High |
9,409.5 |
9,263.0 |
-146.5 |
-1.6% |
9,710.0 |
Low |
9,152.5 |
9,130.5 |
-22.0 |
-0.2% |
9,152.5 |
Close |
9,212.5 |
9,163.0 |
-49.5 |
-0.5% |
9,212.5 |
Range |
257.0 |
132.5 |
-124.5 |
-48.4% |
557.5 |
ATR |
142.4 |
141.7 |
-0.7 |
-0.5% |
0.0 |
Volume |
133,643 |
127,868 |
-5,775 |
-4.3% |
664,325 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,583.0 |
9,505.5 |
9,235.9 |
|
R3 |
9,450.5 |
9,373.0 |
9,199.4 |
|
R2 |
9,318.0 |
9,318.0 |
9,187.3 |
|
R1 |
9,240.5 |
9,240.5 |
9,175.1 |
9,213.0 |
PP |
9,185.5 |
9,185.5 |
9,185.5 |
9,171.8 |
S1 |
9,108.0 |
9,108.0 |
9,150.9 |
9,080.5 |
S2 |
9,053.0 |
9,053.0 |
9,138.7 |
|
S3 |
8,920.5 |
8,975.5 |
9,126.6 |
|
S4 |
8,788.0 |
8,843.0 |
9,090.1 |
|
|
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 |
9,130.5 |
579.5 |
6.3% |
177.3 |
1.9% |
6% |
False |
True |
139,282 |
10 |
9,819.0 |
9,130.5 |
688.5 |
7.5% |
156.0 |
1.7% |
5% |
False |
True |
115,869 |
20 |
9,934.0 |
9,130.5 |
803.5 |
8.8% |
143.4 |
1.6% |
4% |
False |
True |
106,699 |
40 |
10,056.0 |
9,130.5 |
925.5 |
10.1% |
114.7 |
1.3% |
4% |
False |
True |
83,161 |
60 |
10,056.0 |
9,130.5 |
925.5 |
10.1% |
105.4 |
1.2% |
4% |
False |
True |
55,701 |
80 |
10,056.0 |
9,113.5 |
942.5 |
10.3% |
113.4 |
1.2% |
5% |
False |
False |
41,840 |
100 |
10,056.0 |
8,953.5 |
1,102.5 |
12.0% |
115.5 |
1.3% |
19% |
False |
False |
33,498 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
12.0% |
113.4 |
1.2% |
19% |
False |
False |
27,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,826.1 |
2.618 |
9,609.9 |
1.618 |
9,477.4 |
1.000 |
9,395.5 |
0.618 |
9,344.9 |
HIGH |
9,263.0 |
0.618 |
9,212.4 |
0.500 |
9,196.8 |
0.382 |
9,181.1 |
LOW |
9,130.5 |
0.618 |
9,048.6 |
1.000 |
8,998.0 |
1.618 |
8,916.1 |
2.618 |
8,783.6 |
4.250 |
8,567.4 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,196.8 |
9,369.0 |
PP |
9,185.5 |
9,300.3 |
S1 |
9,174.3 |
9,231.7 |
|