Trading Metrics calculated at close of trading on 04-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,926.00 |
1,919.50 |
-6.50 |
-0.3% |
1,970.75 |
High |
1,932.25 |
1,937.50 |
5.25 |
0.3% |
1,979.50 |
Low |
1,910.25 |
1,914.75 |
4.50 |
0.2% |
1,910.25 |
Close |
1,918.50 |
1,932.00 |
13.50 |
0.7% |
1,918.50 |
Range |
22.00 |
22.75 |
0.75 |
3.4% |
69.25 |
ATR |
17.34 |
17.72 |
0.39 |
2.2% |
0.00 |
Volume |
2,886,317 |
1,605,356 |
-1,280,961 |
-44.4% |
10,304,801 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.25 |
1,987.00 |
1,944.50 |
|
R3 |
1,973.50 |
1,964.25 |
1,938.25 |
|
R2 |
1,950.75 |
1,950.75 |
1,936.25 |
|
R1 |
1,941.50 |
1,941.50 |
1,934.00 |
1,946.00 |
PP |
1,928.00 |
1,928.00 |
1,928.00 |
1,930.50 |
S1 |
1,918.75 |
1,918.75 |
1,930.00 |
1,923.50 |
S2 |
1,905.25 |
1,905.25 |
1,927.75 |
|
S3 |
1,882.50 |
1,896.00 |
1,925.75 |
|
S4 |
1,859.75 |
1,873.25 |
1,919.50 |
|
|
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% |
24.50 |
1.3% |
31% |
False |
False |
2,108,427 |
10 |
1,985.75 |
1,910.25 |
75.50 |
3.9% |
18.50 |
1.0% |
29% |
False |
False |
1,692,717 |
20 |
1,985.75 |
1,910.25 |
75.50 |
3.9% |
18.00 |
0.9% |
29% |
False |
False |
1,665,793 |
40 |
1,985.75 |
1,910.25 |
75.50 |
3.9% |
15.25 |
0.8% |
29% |
False |
False |
1,409,009 |
60 |
1,985.75 |
1,851.75 |
134.00 |
6.9% |
14.75 |
0.8% |
60% |
False |
False |
942,697 |
80 |
1,985.75 |
1,796.50 |
189.25 |
9.8% |
16.00 |
0.8% |
72% |
False |
False |
707,793 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.8% |
16.75 |
0.9% |
72% |
False |
False |
566,607 |
120 |
1,985.75 |
1,789.00 |
196.75 |
10.2% |
16.50 |
0.9% |
73% |
False |
False |
472,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,034.25 |
2.618 |
1,997.00 |
1.618 |
1,974.25 |
1.000 |
1,960.25 |
0.618 |
1,951.50 |
HIGH |
1,937.50 |
0.618 |
1,928.75 |
0.500 |
1,926.00 |
0.382 |
1,923.50 |
LOW |
1,914.75 |
0.618 |
1,900.75 |
1.000 |
1,892.00 |
1.618 |
1,878.00 |
2.618 |
1,855.25 |
4.250 |
1,818.00 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,930.00 |
1,938.00 |
PP |
1,928.00 |
1,936.00 |
S1 |
1,926.00 |
1,934.00 |
|