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 |
15,485 |
15,435 |
-50 |
-0.3% |
15,465 |
High |
15,620 |
15,545 |
-75 |
-0.5% |
15,810 |
Low |
15,410 |
15,400 |
-10 |
-0.1% |
15,410 |
Close |
15,435 |
15,520 |
85 |
0.6% |
15,435 |
Range |
210 |
145 |
-65 |
-31.0% |
400 |
ATR |
194 |
190 |
-3 |
-1.8% |
0 |
Volume |
22,235 |
11,026 |
-11,209 |
-50.4% |
76,125 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,923 |
15,867 |
15,600 |
|
R3 |
15,778 |
15,722 |
15,560 |
|
R2 |
15,633 |
15,633 |
15,547 |
|
R1 |
15,577 |
15,577 |
15,533 |
15,605 |
PP |
15,488 |
15,488 |
15,488 |
15,503 |
S1 |
15,432 |
15,432 |
15,507 |
15,460 |
S2 |
15,343 |
15,343 |
15,494 |
|
S3 |
15,198 |
15,287 |
15,480 |
|
S4 |
15,053 |
15,142 |
15,440 |
|
|
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 |
15,400 |
410 |
2.6% |
202 |
1.3% |
29% |
False |
True |
15,160 |
10 |
15,810 |
15,255 |
555 |
3.6% |
178 |
1.1% |
48% |
False |
False |
12,204 |
20 |
15,810 |
15,035 |
775 |
5.0% |
191 |
1.2% |
63% |
False |
False |
11,567 |
40 |
15,810 |
14,835 |
975 |
6.3% |
196 |
1.3% |
70% |
False |
False |
12,593 |
60 |
15,810 |
13,985 |
1,825 |
11.8% |
191 |
1.2% |
84% |
False |
False |
8,593 |
80 |
15,810 |
13,970 |
1,840 |
11.9% |
157 |
1.0% |
84% |
False |
False |
6,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,161 |
2.618 |
15,925 |
1.618 |
15,780 |
1.000 |
15,690 |
0.618 |
15,635 |
HIGH |
15,545 |
0.618 |
15,490 |
0.500 |
15,473 |
0.382 |
15,456 |
LOW |
15,400 |
0.618 |
15,311 |
1.000 |
15,255 |
1.618 |
15,166 |
2.618 |
15,021 |
4.250 |
14,784 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,504 |
15,595 |
PP |
15,488 |
15,570 |
S1 |
15,473 |
15,545 |
|