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 |
1,295.4 |
1,291.2 |
-4.2 |
-0.3% |
1,310.2 |
High |
1,296.6 |
1,294.8 |
-1.8 |
-0.1% |
1,314.7 |
Low |
1,287.9 |
1,285.2 |
-2.7 |
-0.2% |
1,282.9 |
Close |
1,289.6 |
1,286.1 |
-3.5 |
-0.3% |
1,295.6 |
Range |
8.7 |
9.6 |
0.9 |
10.3% |
31.8 |
ATR |
12.5 |
12.3 |
-0.2 |
-1.6% |
0.0 |
Volume |
491 |
1,657 |
1,166 |
237.5% |
8,402 |
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.5 |
1,311.4 |
1,291.4 |
|
R3 |
1,307.9 |
1,301.8 |
1,288.7 |
|
R2 |
1,298.3 |
1,298.3 |
1,287.9 |
|
R1 |
1,292.2 |
1,292.2 |
1,287.0 |
1,290.5 |
PP |
1,288.7 |
1,288.7 |
1,288.7 |
1,287.8 |
S1 |
1,282.6 |
1,282.6 |
1,285.2 |
1,280.9 |
S2 |
1,279.1 |
1,279.1 |
1,284.3 |
|
S3 |
1,269.5 |
1,273.0 |
1,283.5 |
|
S4 |
1,259.9 |
1,263.4 |
1,280.8 |
|
|
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 |
1,305.2 |
1,282.9 |
22.3 |
1.7% |
11.7 |
0.9% |
14% |
False |
False |
1,506 |
10 |
1,314.7 |
1,282.9 |
31.8 |
2.5% |
11.4 |
0.9% |
10% |
False |
False |
1,246 |
20 |
1,347.3 |
1,282.9 |
64.4 |
5.0% |
12.8 |
1.0% |
5% |
False |
False |
1,049 |
40 |
1,347.3 |
1,260.0 |
87.3 |
6.8% |
11.6 |
0.9% |
30% |
False |
False |
720 |
60 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
9.4 |
0.7% |
41% |
False |
False |
570 |
80 |
1,347.3 |
1,243.9 |
103.4 |
8.0% |
8.3 |
0.6% |
41% |
False |
False |
443 |
100 |
1,389.1 |
1,243.9 |
145.2 |
11.3% |
7.8 |
0.6% |
29% |
False |
False |
381 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.3% |
7.4 |
0.6% |
29% |
False |
False |
335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.6 |
2.618 |
1,319.9 |
1.618 |
1,310.3 |
1.000 |
1,304.4 |
0.618 |
1,300.7 |
HIGH |
1,294.8 |
0.618 |
1,291.1 |
0.500 |
1,290.0 |
0.382 |
1,288.9 |
LOW |
1,285.2 |
0.618 |
1,279.3 |
1.000 |
1,275.6 |
1.618 |
1,269.7 |
2.618 |
1,260.1 |
4.250 |
1,244.4 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,290.0 |
1,290.5 |
PP |
1,288.7 |
1,289.0 |
S1 |
1,287.4 |
1,287.6 |
|