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 |
1,905.75 |
1,907.50 |
1.75 |
0.1% |
1,963.25 |
High |
1,915.25 |
1,917.75 |
2.50 |
0.1% |
1,971.50 |
Low |
1,895.50 |
1,892.00 |
-3.50 |
-0.2% |
1,902.50 |
Close |
1,907.00 |
1,897.50 |
-9.50 |
-0.5% |
1,910.50 |
Range |
19.75 |
25.75 |
6.00 |
30.4% |
69.00 |
ATR |
17.92 |
18.48 |
0.56 |
3.1% |
0.00 |
Volume |
4,256 |
2,952 |
-1,304 |
-30.6% |
19,767 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.75 |
1,964.25 |
1,911.75 |
|
R3 |
1,954.00 |
1,938.50 |
1,904.50 |
|
R2 |
1,928.25 |
1,928.25 |
1,902.25 |
|
R1 |
1,912.75 |
1,912.75 |
1,899.75 |
1,907.50 |
PP |
1,902.50 |
1,902.50 |
1,902.50 |
1,899.75 |
S1 |
1,887.00 |
1,887.00 |
1,895.25 |
1,882.00 |
S2 |
1,876.75 |
1,876.75 |
1,892.75 |
|
S3 |
1,851.00 |
1,861.25 |
1,890.50 |
|
S4 |
1,825.25 |
1,835.50 |
1,883.25 |
|
|
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 |
1,929.50 |
1,892.00 |
37.50 |
2.0% |
23.00 |
1.2% |
15% |
False |
True |
5,226 |
10 |
1,972.75 |
1,892.00 |
80.75 |
4.3% |
21.75 |
1.1% |
7% |
False |
True |
4,101 |
20 |
1,977.75 |
1,892.00 |
85.75 |
4.5% |
18.50 |
1.0% |
6% |
False |
True |
3,573 |
40 |
1,977.75 |
1,892.00 |
85.75 |
4.5% |
15.75 |
0.8% |
6% |
False |
True |
2,517 |
60 |
1,977.75 |
1,846.00 |
131.75 |
6.9% |
14.50 |
0.8% |
39% |
False |
False |
1,768 |
80 |
1,977.75 |
1,797.50 |
180.25 |
9.5% |
14.25 |
0.8% |
55% |
False |
False |
1,362 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.9% |
14.75 |
0.8% |
57% |
False |
False |
1,114 |
120 |
1,977.75 |
1,790.00 |
187.75 |
9.9% |
13.75 |
0.7% |
57% |
False |
False |
932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.25 |
2.618 |
1,985.25 |
1.618 |
1,959.50 |
1.000 |
1,943.50 |
0.618 |
1,933.75 |
HIGH |
1,917.75 |
0.618 |
1,908.00 |
0.500 |
1,905.00 |
0.382 |
1,901.75 |
LOW |
1,892.00 |
0.618 |
1,876.00 |
1.000 |
1,866.25 |
1.618 |
1,850.25 |
2.618 |
1,824.50 |
4.250 |
1,782.50 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,905.00 |
1,908.50 |
PP |
1,902.50 |
1,904.75 |
S1 |
1,900.00 |
1,901.25 |
|