Trading Metrics calculated at close of trading on 07-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,260 |
15,090 |
-170 |
-1.1% |
15,465 |
High |
15,300 |
15,250 |
-50 |
-0.3% |
15,810 |
Low |
15,025 |
14,970 |
-55 |
-0.4% |
15,410 |
Close |
15,085 |
15,020 |
-65 |
-0.4% |
15,435 |
Range |
275 |
280 |
5 |
1.8% |
400 |
ATR |
207 |
213 |
5 |
2.5% |
0 |
Volume |
22,802 |
17,713 |
-5,089 |
-22.3% |
76,125 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,920 |
15,750 |
15,174 |
|
R3 |
15,640 |
15,470 |
15,097 |
|
R2 |
15,360 |
15,360 |
15,071 |
|
R1 |
15,190 |
15,190 |
15,046 |
15,135 |
PP |
15,080 |
15,080 |
15,080 |
15,053 |
S1 |
14,910 |
14,910 |
14,994 |
14,855 |
S2 |
14,800 |
14,800 |
14,969 |
|
S3 |
14,520 |
14,630 |
14,943 |
|
S4 |
14,240 |
14,350 |
14,866 |
|
|
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 |
15,620 |
14,970 |
650 |
4.3% |
254 |
1.7% |
8% |
False |
True |
18,113 |
10 |
15,810 |
14,970 |
840 |
5.6% |
233 |
1.5% |
6% |
False |
True |
15,611 |
20 |
15,810 |
14,970 |
840 |
5.6% |
200 |
1.3% |
6% |
False |
True |
12,160 |
40 |
15,810 |
14,835 |
975 |
6.5% |
205 |
1.4% |
19% |
False |
False |
12,190 |
60 |
15,810 |
13,985 |
1,825 |
12.2% |
201 |
1.3% |
57% |
False |
False |
9,546 |
80 |
15,810 |
13,985 |
1,825 |
12.2% |
165 |
1.1% |
57% |
False |
False |
7,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,440 |
2.618 |
15,983 |
1.618 |
15,703 |
1.000 |
15,530 |
0.618 |
15,423 |
HIGH |
15,250 |
0.618 |
15,143 |
0.500 |
15,110 |
0.382 |
15,077 |
LOW |
14,970 |
0.618 |
14,797 |
1.000 |
14,690 |
1.618 |
14,517 |
2.618 |
14,237 |
4.250 |
13,780 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,110 |
15,253 |
PP |
15,080 |
15,175 |
S1 |
15,050 |
15,098 |
|