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 |
6,649.5 |
6,614.0 |
-35.5 |
-0.5% |
6,741.0 |
High |
6,666.0 |
6,618.0 |
-48.0 |
-0.7% |
6,790.0 |
Low |
6,594.0 |
6,552.5 |
-41.5 |
-0.6% |
6,575.5 |
Close |
6,633.0 |
6,594.5 |
-38.5 |
-0.6% |
6,625.5 |
Range |
72.0 |
65.5 |
-6.5 |
-9.0% |
214.5 |
ATR |
64.6 |
65.8 |
1.1 |
1.8% |
0.0 |
Volume |
108,047 |
115,533 |
7,486 |
6.9% |
525,979 |
|
Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,785.0 |
6,755.0 |
6,630.5 |
|
R3 |
6,719.5 |
6,689.5 |
6,612.5 |
|
R2 |
6,654.0 |
6,654.0 |
6,606.5 |
|
R1 |
6,624.0 |
6,624.0 |
6,600.5 |
6,606.0 |
PP |
6,588.5 |
6,588.5 |
6,588.5 |
6,579.5 |
S1 |
6,558.5 |
6,558.5 |
6,588.5 |
6,541.0 |
S2 |
6,523.0 |
6,523.0 |
6,582.5 |
|
S3 |
6,457.5 |
6,493.0 |
6,576.5 |
|
S4 |
6,392.0 |
6,427.5 |
6,558.5 |
|
|
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 |
6,751.0 |
6,552.5 |
198.5 |
3.0% |
77.5 |
1.2% |
21% |
False |
True |
104,771 |
10 |
6,790.0 |
6,552.5 |
237.5 |
3.6% |
67.0 |
1.0% |
18% |
False |
True |
97,831 |
20 |
6,790.0 |
6,552.5 |
237.5 |
3.6% |
65.5 |
1.0% |
18% |
False |
True |
89,024 |
40 |
6,829.0 |
6,552.5 |
276.5 |
4.2% |
58.5 |
0.9% |
15% |
False |
True |
94,880 |
60 |
6,829.0 |
6,552.5 |
276.5 |
4.2% |
50.5 |
0.8% |
15% |
False |
True |
64,226 |
80 |
6,829.0 |
6,460.0 |
369.0 |
5.6% |
40.5 |
0.6% |
36% |
False |
False |
48,176 |
100 |
6,829.0 |
6,397.0 |
432.0 |
6.6% |
34.0 |
0.5% |
46% |
False |
False |
38,542 |
120 |
6,829.0 |
6,397.0 |
432.0 |
6.6% |
28.5 |
0.4% |
46% |
False |
False |
32,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,896.5 |
2.618 |
6,789.5 |
1.618 |
6,724.0 |
1.000 |
6,683.5 |
0.618 |
6,658.5 |
HIGH |
6,618.0 |
0.618 |
6,593.0 |
0.500 |
6,585.0 |
0.382 |
6,577.5 |
LOW |
6,552.5 |
0.618 |
6,512.0 |
1.000 |
6,487.0 |
1.618 |
6,446.5 |
2.618 |
6,381.0 |
4.250 |
6,274.0 |
|
|
Fisher Pivots for day following 06-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
6,591.5 |
6,610.0 |
PP |
6,588.5 |
6,605.0 |
S1 |
6,585.0 |
6,600.0 |
|