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 |
6,651.5 |
6,625.5 |
-26.0 |
-0.4% |
6,741.0 |
High |
6,674.5 |
6,668.0 |
-6.5 |
-0.1% |
6,790.0 |
Low |
6,575.5 |
6,618.0 |
42.5 |
0.6% |
6,575.5 |
Close |
6,625.5 |
6,634.5 |
9.0 |
0.1% |
6,625.5 |
Range |
99.0 |
50.0 |
-49.0 |
-49.5% |
214.5 |
ATR |
65.2 |
64.1 |
-1.1 |
-1.7% |
0.0 |
Volume |
82,091 |
82,887 |
796 |
1.0% |
525,979 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,790.0 |
6,762.5 |
6,662.0 |
|
R3 |
6,740.0 |
6,712.5 |
6,648.0 |
|
R2 |
6,690.0 |
6,690.0 |
6,643.5 |
|
R1 |
6,662.5 |
6,662.5 |
6,639.0 |
6,676.0 |
PP |
6,640.0 |
6,640.0 |
6,640.0 |
6,647.0 |
S1 |
6,612.5 |
6,612.5 |
6,630.0 |
6,626.0 |
S2 |
6,590.0 |
6,590.0 |
6,625.5 |
|
S3 |
6,540.0 |
6,562.5 |
6,621.0 |
|
S4 |
6,490.0 |
6,512.5 |
6,607.0 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,307.0 |
7,181.0 |
6,743.5 |
|
R3 |
7,092.5 |
6,966.5 |
6,684.5 |
|
R2 |
6,878.0 |
6,878.0 |
6,665.0 |
|
R1 |
6,752.0 |
6,752.0 |
6,645.0 |
6,708.0 |
PP |
6,663.5 |
6,663.5 |
6,663.5 |
6,641.5 |
S1 |
6,537.5 |
6,537.5 |
6,606.0 |
6,493.0 |
S2 |
6,449.0 |
6,449.0 |
6,586.0 |
|
S3 |
6,234.5 |
6,323.0 |
6,566.5 |
|
S4 |
6,020.0 |
6,108.5 |
6,507.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,790.0 |
6,575.5 |
214.5 |
3.2% |
73.0 |
1.1% |
28% |
False |
False |
104,859 |
10 |
6,790.0 |
6,575.5 |
214.5 |
3.2% |
65.0 |
1.0% |
28% |
False |
False |
89,481 |
20 |
6,790.0 |
6,575.5 |
214.5 |
3.2% |
67.0 |
1.0% |
28% |
False |
False |
87,582 |
40 |
6,829.0 |
6,575.5 |
253.5 |
3.8% |
57.0 |
0.9% |
23% |
False |
False |
90,418 |
60 |
6,829.0 |
6,575.5 |
253.5 |
3.8% |
49.5 |
0.7% |
23% |
False |
False |
60,505 |
80 |
6,829.0 |
6,460.0 |
369.0 |
5.6% |
39.0 |
0.6% |
47% |
False |
False |
45,382 |
100 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
32.5 |
0.5% |
55% |
False |
False |
36,307 |
120 |
6,829.0 |
6,397.0 |
432.0 |
6.5% |
27.5 |
0.4% |
55% |
False |
False |
30,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,880.5 |
2.618 |
6,799.0 |
1.618 |
6,749.0 |
1.000 |
6,718.0 |
0.618 |
6,699.0 |
HIGH |
6,668.0 |
0.618 |
6,649.0 |
0.500 |
6,643.0 |
0.382 |
6,637.0 |
LOW |
6,618.0 |
0.618 |
6,587.0 |
1.000 |
6,568.0 |
1.618 |
6,537.0 |
2.618 |
6,487.0 |
4.250 |
6,405.5 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
6,643.0 |
6,663.0 |
PP |
6,640.0 |
6,653.5 |
S1 |
6,637.5 |
6,644.0 |
|