Trading Metrics calculated at close of trading on 05-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,295.4 |
1,289.2 |
-6.2 |
-0.5% |
1,309.2 |
High |
1,296.4 |
1,295.0 |
-1.4 |
-0.1% |
1,314.6 |
Low |
1,287.0 |
1,283.3 |
-3.7 |
-0.3% |
1,281.0 |
Close |
1,288.9 |
1,285.3 |
-3.6 |
-0.3% |
1,294.8 |
Range |
9.4 |
11.7 |
2.3 |
24.5% |
33.6 |
ATR |
15.0 |
14.8 |
-0.2 |
-1.6% |
0.0 |
Volume |
67,872 |
105,683 |
37,811 |
55.7% |
627,765 |
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.0 |
1,315.8 |
1,291.7 |
|
R3 |
1,311.3 |
1,304.1 |
1,288.5 |
|
R2 |
1,299.6 |
1,299.6 |
1,287.4 |
|
R1 |
1,292.4 |
1,292.4 |
1,286.4 |
1,290.2 |
PP |
1,287.9 |
1,287.9 |
1,287.9 |
1,286.7 |
S1 |
1,280.7 |
1,280.7 |
1,284.2 |
1,278.5 |
S2 |
1,276.2 |
1,276.2 |
1,283.2 |
|
S3 |
1,264.5 |
1,269.0 |
1,282.1 |
|
S4 |
1,252.8 |
1,257.3 |
1,278.9 |
|
|
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 |
1,305.2 |
1,281.0 |
24.2 |
1.9% |
13.6 |
1.1% |
18% |
False |
False |
118,554 |
10 |
1,314.6 |
1,281.0 |
33.6 |
2.6% |
13.6 |
1.1% |
13% |
False |
False |
89,463 |
20 |
1,347.5 |
1,281.0 |
66.5 |
5.2% |
15.7 |
1.2% |
6% |
False |
False |
56,598 |
40 |
1,347.5 |
1,252.8 |
94.7 |
7.4% |
14.7 |
1.1% |
34% |
False |
False |
30,817 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.9 |
1.1% |
41% |
False |
False |
21,438 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.3 |
1.1% |
41% |
False |
False |
16,553 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.6% |
14.5 |
1.1% |
29% |
False |
False |
13,575 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.6% |
14.6 |
1.1% |
29% |
False |
False |
11,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.7 |
2.618 |
1,325.6 |
1.618 |
1,313.9 |
1.000 |
1,306.7 |
0.618 |
1,302.2 |
HIGH |
1,295.0 |
0.618 |
1,290.5 |
0.500 |
1,289.2 |
0.382 |
1,287.8 |
LOW |
1,283.3 |
0.618 |
1,276.1 |
1.000 |
1,271.6 |
1.618 |
1,264.4 |
2.618 |
1,252.7 |
4.250 |
1,233.6 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,289.2 |
1,289.7 |
PP |
1,287.9 |
1,288.2 |
S1 |
1,286.6 |
1,286.8 |
|