Trading Metrics calculated at close of trading on 06-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,931.00 |
1,914.75 |
-16.25 |
-0.8% |
1,970.75 |
High |
1,933.25 |
1,923.50 |
-9.75 |
-0.5% |
1,979.50 |
Low |
1,907.50 |
1,903.00 |
-4.50 |
-0.2% |
1,910.25 |
Close |
1,913.00 |
1,914.75 |
1.75 |
0.1% |
1,918.50 |
Range |
25.75 |
20.50 |
-5.25 |
-20.4% |
69.25 |
ATR |
18.30 |
18.45 |
0.16 |
0.9% |
0.00 |
Volume |
2,137,277 |
1,705,227 |
-432,050 |
-20.2% |
10,304,801 |
|
Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,975.25 |
1,965.50 |
1,926.00 |
|
R3 |
1,954.75 |
1,945.00 |
1,920.50 |
|
R2 |
1,934.25 |
1,934.25 |
1,918.50 |
|
R1 |
1,924.50 |
1,924.50 |
1,916.75 |
1,925.00 |
PP |
1,913.75 |
1,913.75 |
1,913.75 |
1,914.00 |
S1 |
1,904.00 |
1,904.00 |
1,912.75 |
1,904.50 |
S2 |
1,893.25 |
1,893.25 |
1,911.00 |
|
S3 |
1,872.75 |
1,883.50 |
1,909.00 |
|
S4 |
1,852.25 |
1,863.00 |
1,903.50 |
|
|
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 |
1,965.50 |
1,903.00 |
62.50 |
3.3% |
26.50 |
1.4% |
19% |
False |
True |
2,221,315 |
10 |
1,985.75 |
1,903.00 |
82.75 |
4.3% |
20.50 |
1.1% |
14% |
False |
True |
1,834,521 |
20 |
1,985.75 |
1,903.00 |
82.75 |
4.3% |
18.75 |
1.0% |
14% |
False |
True |
1,699,442 |
40 |
1,985.75 |
1,903.00 |
82.75 |
4.3% |
16.00 |
0.8% |
14% |
False |
True |
1,498,846 |
60 |
1,985.75 |
1,851.75 |
134.00 |
7.0% |
15.00 |
0.8% |
47% |
False |
False |
1,006,648 |
80 |
1,985.75 |
1,796.50 |
189.25 |
9.9% |
15.75 |
0.8% |
62% |
False |
False |
755,742 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.9% |
16.75 |
0.9% |
62% |
False |
False |
605,022 |
120 |
1,985.75 |
1,796.50 |
189.25 |
9.9% |
16.75 |
0.9% |
62% |
False |
False |
504,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.50 |
2.618 |
1,977.25 |
1.618 |
1,956.75 |
1.000 |
1,944.00 |
0.618 |
1,936.25 |
HIGH |
1,923.50 |
0.618 |
1,915.75 |
0.500 |
1,913.25 |
0.382 |
1,910.75 |
LOW |
1,903.00 |
0.618 |
1,890.25 |
1.000 |
1,882.50 |
1.618 |
1,869.75 |
2.618 |
1,849.25 |
4.250 |
1,816.00 |
|
|
Fisher Pivots for day following 06-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,914.25 |
1,920.25 |
PP |
1,913.75 |
1,918.50 |
S1 |
1,913.25 |
1,916.50 |
|