Trading Metrics calculated at close of trading on 01-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,297.0 |
1,284.2 |
-12.8 |
-1.0% |
1,309.2 |
High |
1,298.8 |
1,298.4 |
-0.4 |
0.0% |
1,314.6 |
Low |
1,281.3 |
1,281.0 |
-0.3 |
0.0% |
1,281.0 |
Close |
1,282.8 |
1,294.8 |
12.0 |
0.9% |
1,294.8 |
Range |
17.5 |
17.4 |
-0.1 |
-0.6% |
33.6 |
ATR |
15.3 |
15.4 |
0.2 |
1.0% |
0.0 |
Volume |
143,363 |
144,988 |
1,625 |
1.1% |
627,765 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.6 |
1,336.6 |
1,304.4 |
|
R3 |
1,326.2 |
1,319.2 |
1,299.6 |
|
R2 |
1,308.8 |
1,308.8 |
1,298.0 |
|
R1 |
1,301.8 |
1,301.8 |
1,296.4 |
1,305.3 |
PP |
1,291.4 |
1,291.4 |
1,291.4 |
1,293.2 |
S1 |
1,284.4 |
1,284.4 |
1,293.2 |
1,287.9 |
S2 |
1,274.0 |
1,274.0 |
1,291.6 |
|
S3 |
1,256.6 |
1,267.0 |
1,290.0 |
|
S4 |
1,239.2 |
1,249.6 |
1,285.2 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.6 |
1,379.8 |
1,313.3 |
|
R3 |
1,364.0 |
1,346.2 |
1,304.0 |
|
R2 |
1,330.4 |
1,330.4 |
1,301.0 |
|
R1 |
1,312.6 |
1,312.6 |
1,297.9 |
1,304.7 |
PP |
1,296.8 |
1,296.8 |
1,296.8 |
1,292.9 |
S1 |
1,279.0 |
1,279.0 |
1,291.7 |
1,271.1 |
S2 |
1,263.2 |
1,263.2 |
1,288.6 |
|
S3 |
1,229.6 |
1,245.4 |
1,285.6 |
|
S4 |
1,196.0 |
1,211.8 |
1,276.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,314.6 |
1,281.0 |
33.6 |
2.6% |
14.3 |
1.1% |
41% |
False |
True |
125,553 |
10 |
1,320.4 |
1,281.0 |
39.4 |
3.0% |
14.0 |
1.1% |
35% |
False |
True |
75,327 |
20 |
1,347.5 |
1,281.0 |
66.5 |
5.1% |
15.6 |
1.2% |
21% |
False |
True |
49,699 |
40 |
1,347.5 |
1,247.0 |
100.5 |
7.8% |
14.6 |
1.1% |
48% |
False |
False |
26,578 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.8 |
1.1% |
50% |
False |
False |
18,636 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.3 |
1.1% |
50% |
False |
False |
14,434 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.5% |
14.6 |
1.1% |
36% |
False |
False |
11,874 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.5% |
14.6 |
1.1% |
36% |
False |
False |
10,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.4 |
2.618 |
1,344.0 |
1.618 |
1,326.6 |
1.000 |
1,315.8 |
0.618 |
1,309.2 |
HIGH |
1,298.4 |
0.618 |
1,291.8 |
0.500 |
1,289.7 |
0.382 |
1,287.6 |
LOW |
1,281.0 |
0.618 |
1,270.2 |
1.000 |
1,263.6 |
1.618 |
1,252.8 |
2.618 |
1,235.4 |
4.250 |
1,207.1 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,293.1 |
1,294.2 |
PP |
1,291.4 |
1,293.7 |
S1 |
1,289.7 |
1,293.1 |
|