Trading Metrics calculated at close of trading on 06-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,510 |
15,260 |
-250 |
-1.6% |
15,465 |
High |
15,535 |
15,300 |
-235 |
-1.5% |
15,810 |
Low |
15,175 |
15,025 |
-150 |
-1.0% |
15,410 |
Close |
15,245 |
15,085 |
-160 |
-1.0% |
15,435 |
Range |
360 |
275 |
-85 |
-23.6% |
400 |
ATR |
202 |
207 |
5 |
2.6% |
0 |
Volume |
16,790 |
22,802 |
6,012 |
35.8% |
76,125 |
|
Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,962 |
15,798 |
15,236 |
|
R3 |
15,687 |
15,523 |
15,161 |
|
R2 |
15,412 |
15,412 |
15,136 |
|
R1 |
15,248 |
15,248 |
15,110 |
15,193 |
PP |
15,137 |
15,137 |
15,137 |
15,109 |
S1 |
14,973 |
14,973 |
15,060 |
14,918 |
S2 |
14,862 |
14,862 |
15,035 |
|
S3 |
14,587 |
14,698 |
15,010 |
|
S4 |
14,312 |
14,423 |
14,934 |
|
|
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 |
15,790 |
15,025 |
765 |
5.1% |
260 |
1.7% |
8% |
False |
True |
18,480 |
10 |
15,810 |
15,025 |
785 |
5.2% |
220 |
1.5% |
8% |
False |
True |
14,694 |
20 |
15,810 |
15,025 |
785 |
5.2% |
204 |
1.4% |
8% |
False |
True |
12,410 |
40 |
15,810 |
14,835 |
975 |
6.5% |
202 |
1.3% |
26% |
False |
False |
12,287 |
60 |
15,810 |
13,985 |
1,825 |
12.1% |
197 |
1.3% |
60% |
False |
False |
9,253 |
80 |
15,810 |
13,970 |
1,840 |
12.2% |
165 |
1.1% |
61% |
False |
False |
6,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,469 |
2.618 |
16,020 |
1.618 |
15,745 |
1.000 |
15,575 |
0.618 |
15,470 |
HIGH |
15,300 |
0.618 |
15,195 |
0.500 |
15,163 |
0.382 |
15,130 |
LOW |
15,025 |
0.618 |
14,855 |
1.000 |
14,750 |
1.618 |
14,580 |
2.618 |
14,305 |
4.250 |
13,856 |
|
|
Fisher Pivots for day following 06-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,163 |
15,285 |
PP |
15,137 |
15,218 |
S1 |
15,111 |
15,152 |
|