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 |
9,136.0 |
8,950.0 |
-186.0 |
-2.0% |
9,226.5 |
High |
9,172.5 |
9,101.5 |
-71.0 |
-0.8% |
9,263.0 |
Low |
8,975.0 |
8,903.0 |
-72.0 |
-0.8% |
8,903.0 |
Close |
9,041.0 |
9,014.5 |
-26.5 |
-0.3% |
9,014.5 |
Range |
197.5 |
198.5 |
1.0 |
0.5% |
360.0 |
ATR |
148.1 |
151.7 |
3.6 |
2.4% |
0.0 |
Volume |
155,295 |
100,308 |
-54,987 |
-35.4% |
692,888 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,601.8 |
9,506.7 |
9,123.7 |
|
R3 |
9,403.3 |
9,308.2 |
9,069.1 |
|
R2 |
9,204.8 |
9,204.8 |
9,050.9 |
|
R1 |
9,109.7 |
9,109.7 |
9,032.7 |
9,157.3 |
PP |
9,006.3 |
9,006.3 |
9,006.3 |
9,030.1 |
S1 |
8,911.2 |
8,911.2 |
8,996.3 |
8,958.8 |
S2 |
8,807.8 |
8,807.8 |
8,978.1 |
|
S3 |
8,609.3 |
8,712.7 |
8,959.9 |
|
S4 |
8,410.8 |
8,514.2 |
8,905.3 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,140.2 |
9,937.3 |
9,212.5 |
|
R3 |
9,780.2 |
9,577.3 |
9,113.5 |
|
R2 |
9,420.2 |
9,420.2 |
9,080.5 |
|
R1 |
9,217.3 |
9,217.3 |
9,047.5 |
9,138.8 |
PP |
9,060.2 |
9,060.2 |
9,060.2 |
9,020.9 |
S1 |
8,857.3 |
8,857.3 |
8,981.5 |
8,778.8 |
S2 |
8,700.2 |
8,700.2 |
8,948.5 |
|
S3 |
8,340.2 |
8,497.3 |
8,915.5 |
|
S4 |
7,980.2 |
8,137.3 |
8,816.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,263.0 |
8,903.0 |
360.0 |
4.0% |
165.0 |
1.8% |
31% |
False |
True |
138,577 |
10 |
9,710.0 |
8,903.0 |
807.0 |
9.0% |
172.8 |
1.9% |
14% |
False |
True |
135,721 |
20 |
9,877.0 |
8,903.0 |
974.0 |
10.8% |
150.4 |
1.7% |
11% |
False |
True |
116,117 |
40 |
10,056.0 |
8,903.0 |
1,153.0 |
12.8% |
125.6 |
1.4% |
10% |
False |
True |
96,480 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.8% |
109.9 |
1.2% |
10% |
False |
True |
65,078 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.8% |
114.9 |
1.3% |
10% |
False |
True |
48,883 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.8% |
115.9 |
1.3% |
10% |
False |
True |
39,146 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.8% |
116.5 |
1.3% |
10% |
False |
True |
32,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,945.1 |
2.618 |
9,621.2 |
1.618 |
9,422.7 |
1.000 |
9,300.0 |
0.618 |
9,224.2 |
HIGH |
9,101.5 |
0.618 |
9,025.7 |
0.500 |
9,002.3 |
0.382 |
8,978.8 |
LOW |
8,903.0 |
0.618 |
8,780.3 |
1.000 |
8,704.5 |
1.618 |
8,581.8 |
2.618 |
8,383.3 |
4.250 |
8,059.4 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,010.4 |
9,037.8 |
PP |
9,006.3 |
9,030.0 |
S1 |
9,002.3 |
9,022.3 |
|