Trading Metrics calculated at close of trading on 08-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,122.3 |
1,116.1 |
-6.2 |
-0.6% |
1,110.8 |
High |
1,130.3 |
1,129.3 |
-1.0 |
-0.1% |
1,130.3 |
Low |
1,112.5 |
1,105.2 |
-7.3 |
-0.7% |
1,103.4 |
Close |
1,116.3 |
1,126.1 |
9.8 |
0.9% |
1,126.1 |
Range |
17.8 |
24.1 |
6.3 |
35.4% |
26.9 |
ATR |
17.5 |
18.0 |
0.5 |
2.7% |
0.0 |
Volume |
148,214 |
123,630 |
-24,584 |
-16.6% |
685,830 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.5 |
1,183.5 |
1,139.3 |
|
R3 |
1,168.5 |
1,159.3 |
1,132.8 |
|
R2 |
1,144.3 |
1,144.3 |
1,130.5 |
|
R1 |
1,135.3 |
1,135.3 |
1,128.3 |
1,139.8 |
PP |
1,120.3 |
1,120.3 |
1,120.3 |
1,122.5 |
S1 |
1,111.0 |
1,111.0 |
1,124.0 |
1,115.8 |
S2 |
1,096.0 |
1,096.0 |
1,121.8 |
|
S3 |
1,072.0 |
1,087.0 |
1,119.5 |
|
S4 |
1,048.0 |
1,063.0 |
1,112.8 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,200.8 |
1,190.3 |
1,141.0 |
|
R3 |
1,173.8 |
1,163.3 |
1,133.5 |
|
R2 |
1,146.8 |
1,146.8 |
1,131.0 |
|
R1 |
1,136.5 |
1,136.5 |
1,128.5 |
1,141.8 |
PP |
1,120.0 |
1,120.0 |
1,120.0 |
1,122.5 |
S1 |
1,109.5 |
1,109.5 |
1,123.8 |
1,114.8 |
S2 |
1,093.0 |
1,093.0 |
1,121.3 |
|
S3 |
1,066.3 |
1,082.8 |
1,118.8 |
|
S4 |
1,039.3 |
1,055.8 |
1,111.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,130.3 |
1,103.4 |
26.9 |
2.4% |
20.0 |
1.8% |
84% |
False |
False |
137,166 |
10 |
1,149.2 |
1,103.1 |
46.1 |
4.1% |
19.3 |
1.7% |
50% |
False |
False |
141,373 |
20 |
1,170.3 |
1,103.1 |
67.2 |
6.0% |
18.0 |
1.6% |
34% |
False |
False |
131,390 |
40 |
1,210.7 |
1,103.1 |
107.6 |
9.6% |
17.0 |
1.5% |
21% |
False |
False |
126,012 |
60 |
1,210.7 |
1,080.0 |
130.7 |
11.6% |
15.8 |
1.4% |
35% |
False |
False |
86,147 |
80 |
1,210.7 |
1,080.0 |
130.7 |
11.6% |
12.0 |
1.1% |
35% |
False |
False |
64,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,231.8 |
2.618 |
1,192.5 |
1.618 |
1,168.3 |
1.000 |
1,153.5 |
0.618 |
1,144.3 |
HIGH |
1,129.3 |
0.618 |
1,120.0 |
0.500 |
1,117.3 |
0.382 |
1,114.5 |
LOW |
1,105.3 |
0.618 |
1,090.3 |
1.000 |
1,081.0 |
1.618 |
1,066.3 |
2.618 |
1,042.0 |
4.250 |
1,002.8 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,123.3 |
1,123.3 |
PP |
1,120.3 |
1,120.5 |
S1 |
1,117.3 |
1,117.8 |
|