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 |
15,770 |
15,485 |
-285 |
-1.8% |
15,465 |
High |
15,790 |
15,620 |
-170 |
-1.1% |
15,810 |
Low |
15,480 |
15,410 |
-70 |
-0.5% |
15,410 |
Close |
15,510 |
15,435 |
-75 |
-0.5% |
15,435 |
Range |
310 |
210 |
-100 |
-32.3% |
400 |
ATR |
192 |
194 |
1 |
0.7% |
0 |
Volume |
19,550 |
22,235 |
2,685 |
13.7% |
76,125 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,118 |
15,987 |
15,551 |
|
R3 |
15,908 |
15,777 |
15,493 |
|
R2 |
15,698 |
15,698 |
15,474 |
|
R1 |
15,567 |
15,567 |
15,454 |
15,528 |
PP |
15,488 |
15,488 |
15,488 |
15,469 |
S1 |
15,357 |
15,357 |
15,416 |
15,318 |
S2 |
15,278 |
15,278 |
15,397 |
|
S3 |
15,068 |
15,147 |
15,377 |
|
S4 |
14,858 |
14,937 |
15,320 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,752 |
16,493 |
15,655 |
|
R3 |
16,352 |
16,093 |
15,545 |
|
R2 |
15,952 |
15,952 |
15,508 |
|
R1 |
15,693 |
15,693 |
15,472 |
15,623 |
PP |
15,552 |
15,552 |
15,552 |
15,516 |
S1 |
15,293 |
15,293 |
15,398 |
15,223 |
S2 |
15,152 |
15,152 |
15,362 |
|
S3 |
14,752 |
14,893 |
15,325 |
|
S4 |
14,352 |
14,493 |
15,215 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,810 |
15,410 |
400 |
2.6% |
209 |
1.4% |
6% |
False |
True |
15,225 |
10 |
15,810 |
15,205 |
605 |
3.9% |
182 |
1.2% |
38% |
False |
False |
11,639 |
20 |
15,810 |
15,035 |
775 |
5.0% |
193 |
1.3% |
52% |
False |
False |
12,006 |
40 |
15,810 |
14,835 |
975 |
6.3% |
196 |
1.3% |
62% |
False |
False |
12,357 |
60 |
15,810 |
13,985 |
1,825 |
11.8% |
191 |
1.2% |
79% |
False |
False |
8,410 |
80 |
15,810 |
13,970 |
1,840 |
11.9% |
157 |
1.0% |
80% |
False |
False |
6,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,513 |
2.618 |
16,170 |
1.618 |
15,960 |
1.000 |
15,830 |
0.618 |
15,750 |
HIGH |
15,620 |
0.618 |
15,540 |
0.500 |
15,515 |
0.382 |
15,490 |
LOW |
15,410 |
0.618 |
15,280 |
1.000 |
15,200 |
1.618 |
15,070 |
2.618 |
14,860 |
4.250 |
14,518 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,515 |
15,610 |
PP |
15,488 |
15,552 |
S1 |
15,462 |
15,493 |
|