Trading Metrics calculated at close of trading on 05-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,435 |
15,510 |
75 |
0.5% |
15,465 |
High |
15,545 |
15,535 |
-10 |
-0.1% |
15,810 |
Low |
15,400 |
15,175 |
-225 |
-1.5% |
15,410 |
Close |
15,520 |
15,245 |
-275 |
-1.8% |
15,435 |
Range |
145 |
360 |
215 |
148.3% |
400 |
ATR |
190 |
202 |
12 |
6.4% |
0 |
Volume |
11,026 |
16,790 |
5,764 |
52.3% |
76,125 |
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,398 |
16,182 |
15,443 |
|
R3 |
16,038 |
15,822 |
15,344 |
|
R2 |
15,678 |
15,678 |
15,311 |
|
R1 |
15,462 |
15,462 |
15,278 |
15,390 |
PP |
15,318 |
15,318 |
15,318 |
15,283 |
S1 |
15,102 |
15,102 |
15,212 |
15,030 |
S2 |
14,958 |
14,958 |
15,179 |
|
S3 |
14,598 |
14,742 |
15,146 |
|
S4 |
14,238 |
14,382 |
15,047 |
|
|
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 |
15,175 |
635 |
4.2% |
244 |
1.6% |
11% |
False |
True |
16,523 |
10 |
15,810 |
15,175 |
635 |
4.2% |
198 |
1.3% |
11% |
False |
True |
12,968 |
20 |
15,810 |
15,035 |
775 |
5.1% |
200 |
1.3% |
27% |
False |
False |
11,771 |
40 |
15,810 |
14,835 |
975 |
6.4% |
202 |
1.3% |
42% |
False |
False |
12,739 |
60 |
15,810 |
13,985 |
1,825 |
12.0% |
195 |
1.3% |
69% |
False |
False |
8,873 |
80 |
15,810 |
13,970 |
1,840 |
12.1% |
161 |
1.1% |
69% |
False |
False |
6,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,065 |
2.618 |
16,478 |
1.618 |
16,118 |
1.000 |
15,895 |
0.618 |
15,758 |
HIGH |
15,535 |
0.618 |
15,398 |
0.500 |
15,355 |
0.382 |
15,313 |
LOW |
15,175 |
0.618 |
14,953 |
1.000 |
14,815 |
1.618 |
14,593 |
2.618 |
14,233 |
4.250 |
13,645 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,355 |
15,398 |
PP |
15,318 |
15,347 |
S1 |
15,282 |
15,296 |
|