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 |
1,289.9 |
1,309.4 |
19.5 |
1.5% |
1,310.2 |
High |
1,311.5 |
1,316.2 |
4.7 |
0.4% |
1,314.7 |
Low |
1,289.9 |
1,305.0 |
15.1 |
1.2% |
1,282.9 |
Close |
1,309.0 |
1,313.3 |
4.3 |
0.3% |
1,295.6 |
Range |
21.6 |
11.2 |
-10.4 |
-48.1% |
31.8 |
ATR |
13.2 |
13.1 |
-0.1 |
-1.1% |
0.0 |
Volume |
1,006 |
1,341 |
335 |
33.3% |
8,402 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.1 |
1,340.4 |
1,319.5 |
|
R3 |
1,333.9 |
1,329.2 |
1,316.4 |
|
R2 |
1,322.7 |
1,322.7 |
1,315.4 |
|
R1 |
1,318.0 |
1,318.0 |
1,314.3 |
1,320.4 |
PP |
1,311.5 |
1,311.5 |
1,311.5 |
1,312.7 |
S1 |
1,306.8 |
1,306.8 |
1,312.3 |
1,309.2 |
S2 |
1,300.3 |
1,300.3 |
1,311.2 |
|
S3 |
1,289.1 |
1,295.6 |
1,310.2 |
|
S4 |
1,277.9 |
1,284.4 |
1,307.1 |
|
|
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 |
1,316.2 |
1,282.9 |
33.3 |
2.5% |
13.2 |
1.0% |
91% |
True |
False |
1,007 |
10 |
1,316.2 |
1,282.9 |
33.3 |
2.5% |
12.5 |
1.0% |
91% |
True |
False |
1,398 |
20 |
1,341.3 |
1,282.9 |
58.4 |
4.4% |
13.2 |
1.0% |
52% |
False |
False |
1,003 |
40 |
1,347.3 |
1,263.6 |
83.7 |
6.4% |
12.2 |
0.9% |
59% |
False |
False |
765 |
60 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
9.6 |
0.7% |
67% |
False |
False |
608 |
80 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.6 |
0.7% |
67% |
False |
False |
469 |
100 |
1,361.2 |
1,243.9 |
117.3 |
8.9% |
8.0 |
0.6% |
59% |
False |
False |
404 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.1% |
7.6 |
0.6% |
48% |
False |
False |
352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.8 |
2.618 |
1,345.5 |
1.618 |
1,334.3 |
1.000 |
1,327.4 |
0.618 |
1,323.1 |
HIGH |
1,316.2 |
0.618 |
1,311.9 |
0.500 |
1,310.6 |
0.382 |
1,309.3 |
LOW |
1,305.0 |
0.618 |
1,298.1 |
1.000 |
1,293.8 |
1.618 |
1,286.9 |
2.618 |
1,275.7 |
4.250 |
1,257.4 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,312.4 |
1,309.1 |
PP |
1,311.5 |
1,304.9 |
S1 |
1,310.6 |
1,300.7 |
|