Trading Metrics calculated at close of trading on 05-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,919.50 |
1,931.00 |
11.50 |
0.6% |
1,970.75 |
High |
1,937.50 |
1,933.25 |
-4.25 |
-0.2% |
1,979.50 |
Low |
1,914.75 |
1,907.50 |
-7.25 |
-0.4% |
1,910.25 |
Close |
1,932.00 |
1,913.00 |
-19.00 |
-1.0% |
1,918.50 |
Range |
22.75 |
25.75 |
3.00 |
13.2% |
69.25 |
ATR |
17.72 |
18.30 |
0.57 |
3.2% |
0.00 |
Volume |
1,605,356 |
2,137,277 |
531,921 |
33.1% |
10,304,801 |
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.25 |
1,979.75 |
1,927.25 |
|
R3 |
1,969.50 |
1,954.00 |
1,920.00 |
|
R2 |
1,943.75 |
1,943.75 |
1,917.75 |
|
R1 |
1,928.25 |
1,928.25 |
1,915.25 |
1,923.00 |
PP |
1,918.00 |
1,918.00 |
1,918.00 |
1,915.25 |
S1 |
1,902.50 |
1,902.50 |
1,910.75 |
1,897.50 |
S2 |
1,892.25 |
1,892.25 |
1,908.25 |
|
S3 |
1,866.50 |
1,876.75 |
1,906.00 |
|
S4 |
1,840.75 |
1,851.00 |
1,898.75 |
|
|
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 |
1,974.25 |
1,907.50 |
66.75 |
3.5% |
26.00 |
1.4% |
8% |
False |
True |
2,234,064 |
10 |
1,985.75 |
1,907.50 |
78.25 |
4.1% |
19.50 |
1.0% |
7% |
False |
True |
1,778,960 |
20 |
1,985.75 |
1,907.50 |
78.25 |
4.1% |
18.25 |
1.0% |
7% |
False |
True |
1,683,831 |
40 |
1,985.75 |
1,907.50 |
78.25 |
4.1% |
15.75 |
0.8% |
7% |
False |
True |
1,460,430 |
60 |
1,985.75 |
1,851.75 |
134.00 |
7.0% |
15.00 |
0.8% |
46% |
False |
False |
978,256 |
80 |
1,985.75 |
1,796.50 |
189.25 |
9.9% |
15.75 |
0.8% |
62% |
False |
False |
734,467 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.9% |
16.75 |
0.9% |
62% |
False |
False |
587,975 |
120 |
1,985.75 |
1,789.00 |
196.75 |
10.3% |
16.75 |
0.9% |
63% |
False |
False |
490,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,042.75 |
2.618 |
2,000.75 |
1.618 |
1,975.00 |
1.000 |
1,959.00 |
0.618 |
1,949.25 |
HIGH |
1,933.25 |
0.618 |
1,923.50 |
0.500 |
1,920.50 |
0.382 |
1,917.25 |
LOW |
1,907.50 |
0.618 |
1,891.50 |
1.000 |
1,881.75 |
1.618 |
1,865.75 |
2.618 |
1,840.00 |
4.250 |
1,798.00 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,920.50 |
1,922.50 |
PP |
1,918.00 |
1,919.25 |
S1 |
1,915.50 |
1,916.25 |
|