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 |
1,285.9 |
1,295.4 |
9.5 |
0.7% |
1,310.2 |
High |
1,298.0 |
1,296.6 |
-1.4 |
-0.1% |
1,314.7 |
Low |
1,282.9 |
1,287.9 |
5.0 |
0.4% |
1,282.9 |
Close |
1,295.6 |
1,289.6 |
-6.0 |
-0.5% |
1,295.6 |
Range |
15.1 |
8.7 |
-6.4 |
-42.4% |
31.8 |
ATR |
12.8 |
12.5 |
-0.3 |
-2.3% |
0.0 |
Volume |
541 |
491 |
-50 |
-9.2% |
8,402 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.5 |
1,312.2 |
1,294.4 |
|
R3 |
1,308.8 |
1,303.5 |
1,292.0 |
|
R2 |
1,300.1 |
1,300.1 |
1,291.2 |
|
R1 |
1,294.8 |
1,294.8 |
1,290.4 |
1,293.1 |
PP |
1,291.4 |
1,291.4 |
1,291.4 |
1,290.5 |
S1 |
1,286.1 |
1,286.1 |
1,288.8 |
1,284.4 |
S2 |
1,282.7 |
1,282.7 |
1,288.0 |
|
S3 |
1,274.0 |
1,277.4 |
1,287.2 |
|
S4 |
1,265.3 |
1,268.7 |
1,284.8 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.1 |
1,376.2 |
1,313.1 |
|
R3 |
1,361.3 |
1,344.4 |
1,304.3 |
|
R2 |
1,329.5 |
1,329.5 |
1,301.4 |
|
R1 |
1,312.6 |
1,312.6 |
1,298.5 |
1,305.2 |
PP |
1,297.7 |
1,297.7 |
1,297.7 |
1,294.0 |
S1 |
1,280.8 |
1,280.8 |
1,292.7 |
1,273.4 |
S2 |
1,265.9 |
1,265.9 |
1,289.8 |
|
S3 |
1,234.1 |
1,249.0 |
1,286.9 |
|
S4 |
1,202.3 |
1,217.2 |
1,278.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,314.7 |
1,282.9 |
31.8 |
2.5% |
13.0 |
1.0% |
21% |
False |
False |
1,475 |
10 |
1,317.8 |
1,282.9 |
34.9 |
2.7% |
11.5 |
0.9% |
19% |
False |
False |
1,115 |
20 |
1,347.3 |
1,282.9 |
64.4 |
5.0% |
12.8 |
1.0% |
10% |
False |
False |
977 |
40 |
1,347.3 |
1,253.7 |
93.6 |
7.3% |
11.4 |
0.9% |
38% |
False |
False |
681 |
60 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
9.3 |
0.7% |
44% |
False |
False |
542 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
8.2 |
0.6% |
44% |
False |
False |
423 |
100 |
1,389.1 |
1,243.9 |
145.2 |
11.3% |
7.7 |
0.6% |
31% |
False |
False |
366 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.3% |
7.3 |
0.6% |
31% |
False |
False |
321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.6 |
2.618 |
1,319.4 |
1.618 |
1,310.7 |
1.000 |
1,305.3 |
0.618 |
1,302.0 |
HIGH |
1,296.6 |
0.618 |
1,293.3 |
0.500 |
1,292.3 |
0.382 |
1,291.2 |
LOW |
1,287.9 |
0.618 |
1,282.5 |
1.000 |
1,279.2 |
1.618 |
1,273.8 |
2.618 |
1,265.1 |
4.250 |
1,250.9 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,292.3 |
1,291.1 |
PP |
1,291.4 |
1,290.6 |
S1 |
1,290.5 |
1,290.1 |
|