Trading Metrics calculated at close of trading on 07-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,914.75 |
1,914.75 |
0.00 |
0.0% |
1,970.75 |
High |
1,923.50 |
1,925.75 |
2.25 |
0.1% |
1,979.50 |
Low |
1,903.00 |
1,899.75 |
-3.25 |
-0.2% |
1,910.25 |
Close |
1,914.75 |
1,905.25 |
-9.50 |
-0.5% |
1,918.50 |
Range |
20.50 |
26.00 |
5.50 |
26.8% |
69.25 |
ATR |
18.45 |
18.99 |
0.54 |
2.9% |
0.00 |
Volume |
1,705,227 |
1,954,046 |
248,819 |
14.6% |
10,304,801 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,988.25 |
1,972.75 |
1,919.50 |
|
R3 |
1,962.25 |
1,946.75 |
1,912.50 |
|
R2 |
1,936.25 |
1,936.25 |
1,910.00 |
|
R1 |
1,920.75 |
1,920.75 |
1,907.75 |
1,915.50 |
PP |
1,910.25 |
1,910.25 |
1,910.25 |
1,907.50 |
S1 |
1,894.75 |
1,894.75 |
1,902.75 |
1,889.50 |
S2 |
1,884.25 |
1,884.25 |
1,900.50 |
|
S3 |
1,858.25 |
1,868.75 |
1,898.00 |
|
S4 |
1,832.25 |
1,842.75 |
1,891.00 |
|
|
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 |
1,937.50 |
1,899.75 |
37.75 |
2.0% |
23.50 |
1.2% |
15% |
False |
True |
2,057,644 |
10 |
1,980.75 |
1,899.75 |
81.00 |
4.3% |
22.25 |
1.2% |
7% |
False |
True |
1,913,361 |
20 |
1,985.75 |
1,899.75 |
86.00 |
4.5% |
19.00 |
1.0% |
6% |
False |
True |
1,698,507 |
40 |
1,985.75 |
1,899.75 |
86.00 |
4.5% |
16.50 |
0.9% |
6% |
False |
True |
1,539,711 |
60 |
1,985.75 |
1,851.75 |
134.00 |
7.0% |
15.25 |
0.8% |
40% |
False |
False |
1,039,153 |
80 |
1,985.75 |
1,802.50 |
183.25 |
9.6% |
15.75 |
0.8% |
56% |
False |
False |
780,092 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.9% |
16.75 |
0.9% |
57% |
False |
False |
624,557 |
120 |
1,985.75 |
1,796.50 |
189.25 |
9.9% |
16.75 |
0.9% |
57% |
False |
False |
520,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.25 |
2.618 |
1,993.75 |
1.618 |
1,967.75 |
1.000 |
1,951.75 |
0.618 |
1,941.75 |
HIGH |
1,925.75 |
0.618 |
1,915.75 |
0.500 |
1,912.75 |
0.382 |
1,909.75 |
LOW |
1,899.75 |
0.618 |
1,883.75 |
1.000 |
1,873.75 |
1.618 |
1,857.75 |
2.618 |
1,831.75 |
4.250 |
1,789.25 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,912.75 |
1,916.50 |
PP |
1,910.25 |
1,912.75 |
S1 |
1,907.75 |
1,909.00 |
|