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 |
1,922.75 |
1,905.75 |
-17.00 |
-0.9% |
1,963.25 |
High |
1,925.00 |
1,915.25 |
-9.75 |
-0.5% |
1,971.50 |
Low |
1,899.75 |
1,895.50 |
-4.25 |
-0.2% |
1,902.50 |
Close |
1,905.00 |
1,907.00 |
2.00 |
0.1% |
1,910.50 |
Range |
25.25 |
19.75 |
-5.50 |
-21.8% |
69.00 |
ATR |
17.78 |
17.92 |
0.14 |
0.8% |
0.00 |
Volume |
2,828 |
4,256 |
1,428 |
50.5% |
19,767 |
|
Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.25 |
1,955.75 |
1,917.75 |
|
R3 |
1,945.50 |
1,936.00 |
1,912.50 |
|
R2 |
1,925.75 |
1,925.75 |
1,910.50 |
|
R1 |
1,916.25 |
1,916.25 |
1,908.75 |
1,921.00 |
PP |
1,906.00 |
1,906.00 |
1,906.00 |
1,908.25 |
S1 |
1,896.50 |
1,896.50 |
1,905.25 |
1,901.25 |
S2 |
1,886.25 |
1,886.25 |
1,903.50 |
|
S3 |
1,866.50 |
1,876.75 |
1,901.50 |
|
S4 |
1,846.75 |
1,857.00 |
1,896.25 |
|
|
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 |
1,957.25 |
1,895.50 |
61.75 |
3.2% |
26.00 |
1.4% |
19% |
False |
True |
5,504 |
10 |
1,977.75 |
1,895.50 |
82.25 |
4.3% |
20.00 |
1.0% |
14% |
False |
True |
4,030 |
20 |
1,977.75 |
1,895.50 |
82.25 |
4.3% |
18.50 |
1.0% |
14% |
False |
True |
3,487 |
40 |
1,977.75 |
1,895.50 |
82.25 |
4.3% |
15.50 |
0.8% |
14% |
False |
True |
2,453 |
60 |
1,977.75 |
1,846.00 |
131.75 |
6.9% |
14.00 |
0.7% |
46% |
False |
False |
1,723 |
80 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
14.25 |
0.7% |
62% |
False |
False |
1,326 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
14.75 |
0.8% |
62% |
False |
False |
1,085 |
120 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
13.50 |
0.7% |
62% |
False |
False |
908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,999.25 |
2.618 |
1,967.00 |
1.618 |
1,947.25 |
1.000 |
1,935.00 |
0.618 |
1,927.50 |
HIGH |
1,915.25 |
0.618 |
1,907.75 |
0.500 |
1,905.50 |
0.382 |
1,903.00 |
LOW |
1,895.50 |
0.618 |
1,883.25 |
1.000 |
1,875.75 |
1.618 |
1,863.50 |
2.618 |
1,843.75 |
4.250 |
1,811.50 |
|
|
Fisher Pivots for day following 06-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,906.50 |
1,912.50 |
PP |
1,906.00 |
1,910.75 |
S1 |
1,905.50 |
1,908.75 |
|