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 |
1,912.00 |
1,922.75 |
10.75 |
0.6% |
1,963.25 |
High |
1,929.50 |
1,925.00 |
-4.50 |
-0.2% |
1,971.50 |
Low |
1,907.25 |
1,899.75 |
-7.50 |
-0.4% |
1,902.50 |
Close |
1,924.25 |
1,905.00 |
-19.25 |
-1.0% |
1,910.50 |
Range |
22.25 |
25.25 |
3.00 |
13.5% |
69.00 |
ATR |
17.20 |
17.78 |
0.57 |
3.3% |
0.00 |
Volume |
8,453 |
2,828 |
-5,625 |
-66.5% |
19,767 |
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.75 |
1,970.50 |
1,919.00 |
|
R3 |
1,960.50 |
1,945.25 |
1,912.00 |
|
R2 |
1,935.25 |
1,935.25 |
1,909.75 |
|
R1 |
1,920.00 |
1,920.00 |
1,907.25 |
1,915.00 |
PP |
1,910.00 |
1,910.00 |
1,910.00 |
1,907.50 |
S1 |
1,894.75 |
1,894.75 |
1,902.75 |
1,889.75 |
S2 |
1,884.75 |
1,884.75 |
1,900.25 |
|
S3 |
1,859.50 |
1,869.50 |
1,898.00 |
|
S4 |
1,834.25 |
1,844.25 |
1,891.00 |
|
|
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 |
1,966.25 |
1,899.75 |
66.50 |
3.5% |
25.50 |
1.3% |
8% |
False |
True |
5,113 |
10 |
1,977.75 |
1,899.75 |
78.00 |
4.1% |
19.00 |
1.0% |
7% |
False |
True |
3,815 |
20 |
1,977.75 |
1,899.75 |
78.00 |
4.1% |
18.00 |
0.9% |
7% |
False |
True |
3,388 |
40 |
1,977.75 |
1,899.75 |
78.00 |
4.1% |
15.25 |
0.8% |
7% |
False |
True |
2,372 |
60 |
1,977.75 |
1,846.00 |
131.75 |
6.9% |
14.00 |
0.7% |
45% |
False |
False |
1,653 |
80 |
1,977.75 |
1,790.00 |
187.75 |
9.9% |
14.25 |
0.8% |
61% |
False |
False |
1,285 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.9% |
14.75 |
0.8% |
61% |
False |
False |
1,042 |
120 |
1,977.75 |
1,790.00 |
187.75 |
9.9% |
13.50 |
0.7% |
61% |
False |
False |
872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,032.25 |
2.618 |
1,991.00 |
1.618 |
1,965.75 |
1.000 |
1,950.25 |
0.618 |
1,940.50 |
HIGH |
1,925.00 |
0.618 |
1,915.25 |
0.500 |
1,912.50 |
0.382 |
1,909.50 |
LOW |
1,899.75 |
0.618 |
1,884.25 |
1.000 |
1,874.50 |
1.618 |
1,859.00 |
2.618 |
1,833.75 |
4.250 |
1,792.50 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,912.50 |
1,914.50 |
PP |
1,910.00 |
1,911.50 |
S1 |
1,907.50 |
1,908.25 |
|