Trading Metrics calculated at close of trading on 08-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,907.50 |
1,897.75 |
-9.75 |
-0.5% |
1,912.00 |
High |
1,917.75 |
1,920.25 |
2.50 |
0.1% |
1,929.50 |
Low |
1,892.00 |
1,882.75 |
-9.25 |
-0.5% |
1,882.75 |
Close |
1,897.50 |
1,916.00 |
18.50 |
1.0% |
1,916.00 |
Range |
25.75 |
37.50 |
11.75 |
45.6% |
46.75 |
ATR |
18.48 |
19.84 |
1.36 |
7.4% |
0.00 |
Volume |
2,952 |
3,740 |
788 |
26.7% |
22,229 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,018.75 |
2,005.00 |
1,936.50 |
|
R3 |
1,981.25 |
1,967.50 |
1,926.25 |
|
R2 |
1,943.75 |
1,943.75 |
1,923.00 |
|
R1 |
1,930.00 |
1,930.00 |
1,919.50 |
1,937.00 |
PP |
1,906.25 |
1,906.25 |
1,906.25 |
1,909.75 |
S1 |
1,892.50 |
1,892.50 |
1,912.50 |
1,899.50 |
S2 |
1,868.75 |
1,868.75 |
1,909.00 |
|
S3 |
1,831.25 |
1,855.00 |
1,905.75 |
|
S4 |
1,793.75 |
1,817.50 |
1,895.50 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.75 |
2,029.50 |
1,941.75 |
|
R3 |
2,003.00 |
1,982.75 |
1,928.75 |
|
R2 |
1,956.25 |
1,956.25 |
1,924.50 |
|
R1 |
1,936.00 |
1,936.00 |
1,920.25 |
1,946.00 |
PP |
1,909.50 |
1,909.50 |
1,909.50 |
1,914.50 |
S1 |
1,889.25 |
1,889.25 |
1,911.75 |
1,899.50 |
S2 |
1,862.75 |
1,862.75 |
1,907.50 |
|
S3 |
1,816.00 |
1,842.50 |
1,903.25 |
|
S4 |
1,769.25 |
1,795.75 |
1,890.25 |
|
|
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 |
1,882.75 |
46.75 |
2.4% |
26.00 |
1.4% |
71% |
False |
True |
4,445 |
10 |
1,971.50 |
1,882.75 |
88.75 |
4.6% |
24.25 |
1.3% |
37% |
False |
True |
4,199 |
20 |
1,977.75 |
1,882.75 |
95.00 |
5.0% |
20.00 |
1.0% |
35% |
False |
True |
3,548 |
40 |
1,977.75 |
1,882.75 |
95.00 |
5.0% |
16.25 |
0.8% |
35% |
False |
True |
2,590 |
60 |
1,977.75 |
1,846.00 |
131.75 |
6.9% |
14.75 |
0.8% |
53% |
False |
False |
1,828 |
80 |
1,977.75 |
1,826.50 |
151.25 |
7.9% |
14.50 |
0.8% |
59% |
False |
False |
1,408 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
15.00 |
0.8% |
67% |
False |
False |
1,151 |
120 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
14.00 |
0.7% |
67% |
False |
False |
963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,079.50 |
2.618 |
2,018.50 |
1.618 |
1,981.00 |
1.000 |
1,957.75 |
0.618 |
1,943.50 |
HIGH |
1,920.25 |
0.618 |
1,906.00 |
0.500 |
1,901.50 |
0.382 |
1,897.00 |
LOW |
1,882.75 |
0.618 |
1,859.50 |
1.000 |
1,845.25 |
1.618 |
1,822.00 |
2.618 |
1,784.50 |
4.250 |
1,723.50 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,911.25 |
1,911.25 |
PP |
1,906.25 |
1,906.25 |
S1 |
1,901.50 |
1,901.50 |
|