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 |
1,919.75 |
1,912.00 |
-7.75 |
-0.4% |
1,963.25 |
High |
1,924.00 |
1,929.50 |
5.50 |
0.3% |
1,971.50 |
Low |
1,902.50 |
1,907.25 |
4.75 |
0.2% |
1,902.50 |
Close |
1,910.50 |
1,924.25 |
13.75 |
0.7% |
1,910.50 |
Range |
21.50 |
22.25 |
0.75 |
3.5% |
69.00 |
ATR |
16.81 |
17.20 |
0.39 |
2.3% |
0.00 |
Volume |
7,643 |
8,453 |
810 |
10.6% |
19,767 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.00 |
1,978.00 |
1,936.50 |
|
R3 |
1,964.75 |
1,955.75 |
1,930.25 |
|
R2 |
1,942.50 |
1,942.50 |
1,928.25 |
|
R1 |
1,933.50 |
1,933.50 |
1,926.25 |
1,938.00 |
PP |
1,920.25 |
1,920.25 |
1,920.25 |
1,922.50 |
S1 |
1,911.25 |
1,911.25 |
1,922.25 |
1,915.75 |
S2 |
1,898.00 |
1,898.00 |
1,920.25 |
|
S3 |
1,875.75 |
1,889.00 |
1,918.25 |
|
S4 |
1,853.50 |
1,866.75 |
1,912.00 |
|
|
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% |
23.75 |
1.2% |
32% |
False |
False |
5,252 |
10 |
1,977.75 |
1,902.50 |
75.25 |
3.9% |
18.00 |
0.9% |
29% |
False |
False |
3,852 |
20 |
1,977.75 |
1,902.50 |
75.25 |
3.9% |
17.50 |
0.9% |
29% |
False |
False |
3,378 |
40 |
1,977.75 |
1,902.50 |
75.25 |
3.9% |
14.75 |
0.8% |
29% |
False |
False |
2,312 |
60 |
1,977.75 |
1,846.00 |
131.75 |
6.8% |
13.75 |
0.7% |
59% |
False |
False |
1,607 |
80 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
14.50 |
0.8% |
72% |
False |
False |
1,250 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
14.75 |
0.8% |
72% |
False |
False |
1,017 |
120 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
13.50 |
0.7% |
72% |
False |
False |
849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.00 |
2.618 |
1,987.75 |
1.618 |
1,965.50 |
1.000 |
1,951.75 |
0.618 |
1,943.25 |
HIGH |
1,929.50 |
0.618 |
1,921.00 |
0.500 |
1,918.50 |
0.382 |
1,915.75 |
LOW |
1,907.25 |
0.618 |
1,893.50 |
1.000 |
1,885.00 |
1.618 |
1,871.25 |
2.618 |
1,849.00 |
4.250 |
1,812.75 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,922.25 |
1,930.00 |
PP |
1,920.25 |
1,928.00 |
S1 |
1,918.50 |
1,926.00 |
|