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 |
9,114.0 |
9,136.0 |
22.0 |
0.2% |
9,650.5 |
High |
9,168.5 |
9,172.5 |
4.0 |
0.0% |
9,710.0 |
Low |
9,031.0 |
8,975.0 |
-56.0 |
-0.6% |
9,152.5 |
Close |
9,127.5 |
9,041.0 |
-86.5 |
-0.9% |
9,212.5 |
Range |
137.5 |
197.5 |
60.0 |
43.6% |
557.5 |
ATR |
144.2 |
148.1 |
3.8 |
2.6% |
0.0 |
Volume |
166,027 |
155,295 |
-10,732 |
-6.5% |
664,325 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,655.3 |
9,545.7 |
9,149.6 |
|
R3 |
9,457.8 |
9,348.2 |
9,095.3 |
|
R2 |
9,260.3 |
9,260.3 |
9,077.2 |
|
R1 |
9,150.7 |
9,150.7 |
9,059.1 |
9,106.8 |
PP |
9,062.8 |
9,062.8 |
9,062.8 |
9,040.9 |
S1 |
8,953.2 |
8,953.2 |
9,022.9 |
8,909.3 |
S2 |
8,865.3 |
8,865.3 |
9,004.8 |
|
S3 |
8,667.8 |
8,755.7 |
8,986.7 |
|
S4 |
8,470.3 |
8,558.2 |
8,932.4 |
|
|
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 |
9,409.5 |
8,975.0 |
434.5 |
4.8% |
176.7 |
2.0% |
15% |
False |
True |
145,244 |
10 |
9,798.0 |
8,975.0 |
823.0 |
9.1% |
170.5 |
1.9% |
8% |
False |
True |
135,637 |
20 |
9,877.0 |
8,975.0 |
902.0 |
10.0% |
144.7 |
1.6% |
7% |
False |
True |
114,515 |
40 |
10,056.0 |
8,975.0 |
1,081.0 |
12.0% |
122.5 |
1.4% |
6% |
False |
True |
94,359 |
60 |
10,056.0 |
8,975.0 |
1,081.0 |
12.0% |
109.6 |
1.2% |
6% |
False |
True |
63,429 |
80 |
10,056.0 |
8,975.0 |
1,081.0 |
12.0% |
114.2 |
1.3% |
6% |
False |
True |
47,635 |
100 |
10,056.0 |
8,975.0 |
1,081.0 |
12.0% |
115.2 |
1.3% |
6% |
False |
True |
38,143 |
120 |
10,056.0 |
8,953.5 |
1,102.5 |
12.2% |
115.0 |
1.3% |
8% |
False |
False |
31,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,011.9 |
2.618 |
9,689.6 |
1.618 |
9,492.1 |
1.000 |
9,370.0 |
0.618 |
9,294.6 |
HIGH |
9,172.5 |
0.618 |
9,097.1 |
0.500 |
9,073.8 |
0.382 |
9,050.4 |
LOW |
8,975.0 |
0.618 |
8,852.9 |
1.000 |
8,777.5 |
1.618 |
8,655.4 |
2.618 |
8,457.9 |
4.250 |
8,135.6 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,073.8 |
9,107.3 |
PP |
9,062.8 |
9,085.2 |
S1 |
9,051.9 |
9,063.1 |
|