Trading Metrics calculated at close of trading on 01-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,965.00 |
1,926.00 |
-39.00 |
-2.0% |
1,970.75 |
High |
1,965.50 |
1,932.25 |
-33.25 |
-1.7% |
1,979.50 |
Low |
1,923.50 |
1,910.25 |
-13.25 |
-0.7% |
1,910.25 |
Close |
1,924.75 |
1,918.50 |
-6.25 |
-0.3% |
1,918.50 |
Range |
42.00 |
22.00 |
-20.00 |
-47.6% |
69.25 |
ATR |
16.98 |
17.34 |
0.36 |
2.1% |
0.00 |
Volume |
2,772,401 |
2,886,317 |
113,916 |
4.1% |
10,304,801 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,986.25 |
1,974.50 |
1,930.50 |
|
R3 |
1,964.25 |
1,952.50 |
1,924.50 |
|
R2 |
1,942.25 |
1,942.25 |
1,922.50 |
|
R1 |
1,930.50 |
1,930.50 |
1,920.50 |
1,925.50 |
PP |
1,920.25 |
1,920.25 |
1,920.25 |
1,917.75 |
S1 |
1,908.50 |
1,908.50 |
1,916.50 |
1,903.50 |
S2 |
1,898.25 |
1,898.25 |
1,914.50 |
|
S3 |
1,876.25 |
1,886.50 |
1,912.50 |
|
S4 |
1,854.25 |
1,864.50 |
1,906.50 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,143.75 |
2,100.50 |
1,956.50 |
|
R3 |
2,074.50 |
2,031.25 |
1,937.50 |
|
R2 |
2,005.25 |
2,005.25 |
1,931.25 |
|
R1 |
1,962.00 |
1,962.00 |
1,924.75 |
1,949.00 |
PP |
1,936.00 |
1,936.00 |
1,936.00 |
1,929.50 |
S1 |
1,892.75 |
1,892.75 |
1,912.25 |
1,879.75 |
S2 |
1,866.75 |
1,866.75 |
1,905.75 |
|
S3 |
1,797.50 |
1,823.50 |
1,899.50 |
|
S4 |
1,728.25 |
1,754.25 |
1,880.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,979.50 |
1,910.25 |
69.25 |
3.6% |
23.00 |
1.2% |
12% |
False |
True |
2,060,960 |
10 |
1,985.75 |
1,910.25 |
75.50 |
3.9% |
17.50 |
0.9% |
11% |
False |
True |
1,673,607 |
20 |
1,985.75 |
1,910.25 |
75.50 |
3.9% |
17.25 |
0.9% |
11% |
False |
True |
1,643,110 |
40 |
1,985.75 |
1,910.25 |
75.50 |
3.9% |
15.00 |
0.8% |
11% |
False |
True |
1,369,711 |
60 |
1,985.75 |
1,851.75 |
134.00 |
7.0% |
14.75 |
0.8% |
50% |
False |
False |
915,995 |
80 |
1,985.75 |
1,796.50 |
189.25 |
9.9% |
16.00 |
0.8% |
64% |
False |
False |
687,784 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.9% |
16.75 |
0.9% |
64% |
False |
False |
550,566 |
120 |
1,985.75 |
1,783.50 |
202.25 |
10.5% |
16.50 |
0.9% |
67% |
False |
False |
458,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.75 |
2.618 |
1,989.75 |
1.618 |
1,967.75 |
1.000 |
1,954.25 |
0.618 |
1,945.75 |
HIGH |
1,932.25 |
0.618 |
1,923.75 |
0.500 |
1,921.25 |
0.382 |
1,918.75 |
LOW |
1,910.25 |
0.618 |
1,896.75 |
1.000 |
1,888.25 |
1.618 |
1,874.75 |
2.618 |
1,852.75 |
4.250 |
1,816.75 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,921.25 |
1,942.25 |
PP |
1,920.25 |
1,934.25 |
S1 |
1,919.50 |
1,926.50 |
|