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 |
1,957.25 |
1,919.75 |
-37.50 |
-1.9% |
1,963.25 |
High |
1,957.25 |
1,924.00 |
-33.25 |
-1.7% |
1,971.50 |
Low |
1,916.00 |
1,902.50 |
-13.50 |
-0.7% |
1,902.50 |
Close |
1,917.00 |
1,910.50 |
-6.50 |
-0.3% |
1,910.50 |
Range |
41.25 |
21.50 |
-19.75 |
-47.9% |
69.00 |
ATR |
16.45 |
16.81 |
0.36 |
2.2% |
0.00 |
Volume |
4,343 |
7,643 |
3,300 |
76.0% |
19,767 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.75 |
1,965.25 |
1,922.25 |
|
R3 |
1,955.25 |
1,943.75 |
1,916.50 |
|
R2 |
1,933.75 |
1,933.75 |
1,914.50 |
|
R1 |
1,922.25 |
1,922.25 |
1,912.50 |
1,917.25 |
PP |
1,912.25 |
1,912.25 |
1,912.25 |
1,910.00 |
S1 |
1,900.75 |
1,900.75 |
1,908.50 |
1,895.75 |
S2 |
1,890.75 |
1,890.75 |
1,906.50 |
|
S3 |
1,869.25 |
1,879.25 |
1,904.50 |
|
S4 |
1,847.75 |
1,857.75 |
1,898.75 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,135.25 |
2,091.75 |
1,948.50 |
|
R3 |
2,066.25 |
2,022.75 |
1,929.50 |
|
R2 |
1,997.25 |
1,997.25 |
1,923.25 |
|
R1 |
1,953.75 |
1,953.75 |
1,916.75 |
1,941.00 |
PP |
1,928.25 |
1,928.25 |
1,928.25 |
1,921.75 |
S1 |
1,884.75 |
1,884.75 |
1,904.25 |
1,872.00 |
S2 |
1,859.25 |
1,859.25 |
1,897.75 |
|
S3 |
1,790.25 |
1,815.75 |
1,891.50 |
|
S4 |
1,721.25 |
1,746.75 |
1,872.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,971.50 |
1,902.50 |
69.00 |
3.6% |
22.25 |
1.2% |
12% |
False |
True |
3,953 |
10 |
1,977.75 |
1,902.50 |
75.25 |
3.9% |
17.00 |
0.9% |
11% |
False |
True |
3,440 |
20 |
1,977.75 |
1,902.50 |
75.25 |
3.9% |
16.75 |
0.9% |
11% |
False |
True |
3,041 |
40 |
1,977.75 |
1,902.50 |
75.25 |
3.9% |
14.50 |
0.8% |
11% |
False |
True |
2,114 |
60 |
1,977.75 |
1,846.00 |
131.75 |
6.9% |
13.75 |
0.7% |
49% |
False |
False |
1,467 |
80 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
14.50 |
0.8% |
64% |
False |
False |
1,144 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
14.50 |
0.8% |
64% |
False |
False |
933 |
120 |
1,977.75 |
1,778.00 |
199.75 |
10.5% |
13.25 |
0.7% |
66% |
False |
False |
778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.50 |
2.618 |
1,980.25 |
1.618 |
1,958.75 |
1.000 |
1,945.50 |
0.618 |
1,937.25 |
HIGH |
1,924.00 |
0.618 |
1,915.75 |
0.500 |
1,913.25 |
0.382 |
1,910.75 |
LOW |
1,902.50 |
0.618 |
1,889.25 |
1.000 |
1,881.00 |
1.618 |
1,867.75 |
2.618 |
1,846.25 |
4.250 |
1,811.00 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,913.25 |
1,934.50 |
PP |
1,912.25 |
1,926.50 |
S1 |
1,911.50 |
1,918.50 |
|