Trading Metrics calculated at close of trading on 07-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,288.9 |
1,306.6 |
17.7 |
1.4% |
1,309.2 |
High |
1,311.0 |
1,316.4 |
5.4 |
0.4% |
1,314.6 |
Low |
1,288.5 |
1,303.0 |
14.5 |
1.1% |
1,281.0 |
Close |
1,308.2 |
1,312.5 |
4.3 |
0.3% |
1,294.8 |
Range |
22.5 |
13.4 |
-9.1 |
-40.4% |
33.6 |
ATR |
15.6 |
15.4 |
-0.2 |
-1.0% |
0.0 |
Volume |
160,366 |
122,429 |
-37,937 |
-23.7% |
627,765 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.8 |
1,345.1 |
1,319.9 |
|
R3 |
1,337.4 |
1,331.7 |
1,316.2 |
|
R2 |
1,324.0 |
1,324.0 |
1,315.0 |
|
R1 |
1,318.3 |
1,318.3 |
1,313.7 |
1,321.2 |
PP |
1,310.6 |
1,310.6 |
1,310.6 |
1,312.1 |
S1 |
1,304.9 |
1,304.9 |
1,311.3 |
1,307.8 |
S2 |
1,297.2 |
1,297.2 |
1,310.0 |
|
S3 |
1,283.8 |
1,291.5 |
1,308.8 |
|
S4 |
1,270.4 |
1,278.1 |
1,305.1 |
|
|
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 |
1,316.4 |
1,281.0 |
35.4 |
2.7% |
14.9 |
1.1% |
89% |
True |
False |
120,267 |
10 |
1,316.4 |
1,281.0 |
35.4 |
2.7% |
14.7 |
1.1% |
89% |
True |
False |
112,578 |
20 |
1,342.2 |
1,281.0 |
61.2 |
4.7% |
15.9 |
1.2% |
51% |
False |
False |
67,029 |
40 |
1,347.5 |
1,259.6 |
87.9 |
6.7% |
15.1 |
1.2% |
60% |
False |
False |
37,641 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.0 |
1.1% |
67% |
False |
False |
26,058 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.5 |
1.1% |
67% |
False |
False |
20,036 |
100 |
1,367.6 |
1,241.7 |
125.9 |
9.6% |
14.4 |
1.1% |
56% |
False |
False |
16,376 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.6 |
1.1% |
47% |
False |
False |
13,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.4 |
2.618 |
1,351.5 |
1.618 |
1,338.1 |
1.000 |
1,329.8 |
0.618 |
1,324.7 |
HIGH |
1,316.4 |
0.618 |
1,311.3 |
0.500 |
1,309.7 |
0.382 |
1,308.1 |
LOW |
1,303.0 |
0.618 |
1,294.7 |
1.000 |
1,289.6 |
1.618 |
1,281.3 |
2.618 |
1,267.9 |
4.250 |
1,246.1 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,311.6 |
1,308.3 |
PP |
1,310.6 |
1,304.1 |
S1 |
1,309.7 |
1,299.9 |
|