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 |
1,289.2 |
1,288.9 |
-0.3 |
0.0% |
1,309.2 |
High |
1,295.0 |
1,311.0 |
16.0 |
1.2% |
1,314.6 |
Low |
1,283.3 |
1,288.5 |
5.2 |
0.4% |
1,281.0 |
Close |
1,285.3 |
1,308.2 |
22.9 |
1.8% |
1,294.8 |
Range |
11.7 |
22.5 |
10.8 |
92.3% |
33.6 |
ATR |
14.8 |
15.6 |
0.8 |
5.3% |
0.0 |
Volume |
105,683 |
160,366 |
54,683 |
51.7% |
627,765 |
|
Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.1 |
1,361.6 |
1,320.6 |
|
R3 |
1,347.6 |
1,339.1 |
1,314.4 |
|
R2 |
1,325.1 |
1,325.1 |
1,312.3 |
|
R1 |
1,316.6 |
1,316.6 |
1,310.3 |
1,320.9 |
PP |
1,302.6 |
1,302.6 |
1,302.6 |
1,304.7 |
S1 |
1,294.1 |
1,294.1 |
1,306.1 |
1,298.4 |
S2 |
1,280.1 |
1,280.1 |
1,304.1 |
|
S3 |
1,257.6 |
1,271.6 |
1,302.0 |
|
S4 |
1,235.1 |
1,249.1 |
1,295.8 |
|
|
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 |
1,311.0 |
1,281.0 |
30.0 |
2.3% |
15.7 |
1.2% |
91% |
True |
False |
124,454 |
10 |
1,314.6 |
1,281.0 |
33.6 |
2.6% |
15.1 |
1.2% |
81% |
False |
False |
103,635 |
20 |
1,347.5 |
1,281.0 |
66.5 |
5.1% |
16.1 |
1.2% |
41% |
False |
False |
62,620 |
40 |
1,347.5 |
1,259.6 |
87.9 |
6.7% |
14.9 |
1.1% |
55% |
False |
False |
34,800 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
13.9 |
1.1% |
63% |
False |
False |
24,062 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.5 |
1.1% |
63% |
False |
False |
18,538 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.5 |
1.1% |
45% |
False |
False |
15,162 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.7 |
1.1% |
45% |
False |
False |
12,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.6 |
2.618 |
1,369.9 |
1.618 |
1,347.4 |
1.000 |
1,333.5 |
0.618 |
1,324.9 |
HIGH |
1,311.0 |
0.618 |
1,302.4 |
0.500 |
1,299.8 |
0.382 |
1,297.1 |
LOW |
1,288.5 |
0.618 |
1,274.6 |
1.000 |
1,266.0 |
1.618 |
1,252.1 |
2.618 |
1,229.6 |
4.250 |
1,192.9 |
|
|
Fisher Pivots for day following 06-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,305.4 |
1,304.5 |
PP |
1,302.6 |
1,300.8 |
S1 |
1,299.8 |
1,297.2 |
|