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 |
1,284.2 |
1,295.4 |
11.2 |
0.9% |
1,309.2 |
High |
1,298.4 |
1,296.4 |
-2.0 |
-0.2% |
1,314.6 |
Low |
1,281.0 |
1,287.0 |
6.0 |
0.5% |
1,281.0 |
Close |
1,294.8 |
1,288.9 |
-5.9 |
-0.5% |
1,294.8 |
Range |
17.4 |
9.4 |
-8.0 |
-46.0% |
33.6 |
ATR |
15.4 |
15.0 |
-0.4 |
-2.8% |
0.0 |
Volume |
144,988 |
67,872 |
-77,116 |
-53.2% |
627,765 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.0 |
1,313.3 |
1,294.1 |
|
R3 |
1,309.6 |
1,303.9 |
1,291.5 |
|
R2 |
1,300.2 |
1,300.2 |
1,290.6 |
|
R1 |
1,294.5 |
1,294.5 |
1,289.8 |
1,292.7 |
PP |
1,290.8 |
1,290.8 |
1,290.8 |
1,289.8 |
S1 |
1,285.1 |
1,285.1 |
1,288.0 |
1,283.3 |
S2 |
1,281.4 |
1,281.4 |
1,287.2 |
|
S3 |
1,272.0 |
1,275.7 |
1,286.3 |
|
S4 |
1,262.6 |
1,266.3 |
1,283.7 |
|
|
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% |
14.6 |
1.1% |
24% |
False |
False |
127,588 |
10 |
1,318.0 |
1,281.0 |
37.0 |
2.9% |
13.8 |
1.1% |
21% |
False |
False |
80,332 |
20 |
1,347.5 |
1,281.0 |
66.5 |
5.2% |
15.6 |
1.2% |
12% |
False |
False |
52,747 |
40 |
1,347.5 |
1,252.8 |
94.7 |
7.3% |
14.5 |
1.1% |
38% |
False |
False |
28,241 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.8 |
1.1% |
45% |
False |
False |
19,707 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.3 |
1.1% |
45% |
False |
False |
15,267 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.6% |
14.5 |
1.1% |
32% |
False |
False |
12,539 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.6% |
14.6 |
1.1% |
32% |
False |
False |
10,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.4 |
2.618 |
1,321.0 |
1.618 |
1,311.6 |
1.000 |
1,305.8 |
0.618 |
1,302.2 |
HIGH |
1,296.4 |
0.618 |
1,292.8 |
0.500 |
1,291.7 |
0.382 |
1,290.6 |
LOW |
1,287.0 |
0.618 |
1,281.2 |
1.000 |
1,277.6 |
1.618 |
1,271.8 |
2.618 |
1,262.4 |
4.250 |
1,247.1 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,291.7 |
1,289.9 |
PP |
1,290.8 |
1,289.6 |
S1 |
1,289.8 |
1,289.2 |
|