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 |
1,309.4 |
1,313.5 |
4.1 |
0.3% |
1,295.4 |
High |
1,316.2 |
1,323.0 |
6.8 |
0.5% |
1,323.0 |
Low |
1,305.0 |
1,309.2 |
4.2 |
0.3% |
1,285.2 |
Close |
1,313.3 |
1,311.8 |
-1.5 |
-0.1% |
1,311.8 |
Range |
11.2 |
13.8 |
2.6 |
23.2% |
37.8 |
ATR |
13.1 |
13.1 |
0.1 |
0.4% |
0.0 |
Volume |
1,341 |
2,676 |
1,335 |
99.6% |
7,171 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.1 |
1,347.7 |
1,319.4 |
|
R3 |
1,342.3 |
1,333.9 |
1,315.6 |
|
R2 |
1,328.5 |
1,328.5 |
1,314.3 |
|
R1 |
1,320.1 |
1,320.1 |
1,313.1 |
1,317.4 |
PP |
1,314.7 |
1,314.7 |
1,314.7 |
1,313.3 |
S1 |
1,306.3 |
1,306.3 |
1,310.5 |
1,303.6 |
S2 |
1,300.9 |
1,300.9 |
1,309.3 |
|
S3 |
1,287.1 |
1,292.5 |
1,308.0 |
|
S4 |
1,273.3 |
1,278.7 |
1,304.2 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.1 |
1,403.7 |
1,332.6 |
|
R3 |
1,382.3 |
1,365.9 |
1,322.2 |
|
R2 |
1,344.5 |
1,344.5 |
1,318.7 |
|
R1 |
1,328.1 |
1,328.1 |
1,315.3 |
1,336.3 |
PP |
1,306.7 |
1,306.7 |
1,306.7 |
1,310.8 |
S1 |
1,290.3 |
1,290.3 |
1,308.3 |
1,298.5 |
S2 |
1,268.9 |
1,268.9 |
1,304.9 |
|
S3 |
1,231.1 |
1,252.5 |
1,301.4 |
|
S4 |
1,193.3 |
1,214.7 |
1,291.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,323.0 |
1,285.2 |
37.8 |
2.9% |
13.0 |
1.0% |
70% |
True |
False |
1,434 |
10 |
1,323.0 |
1,282.9 |
40.1 |
3.1% |
12.6 |
1.0% |
72% |
True |
False |
1,557 |
20 |
1,340.7 |
1,282.9 |
57.8 |
4.4% |
13.7 |
1.0% |
50% |
False |
False |
1,090 |
40 |
1,347.3 |
1,263.6 |
83.7 |
6.4% |
12.3 |
0.9% |
58% |
False |
False |
825 |
60 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
9.8 |
0.7% |
66% |
False |
False |
651 |
80 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.6 |
0.7% |
66% |
False |
False |
502 |
100 |
1,347.3 |
1,243.9 |
103.4 |
7.9% |
8.0 |
0.6% |
66% |
False |
False |
430 |
120 |
1,389.1 |
1,243.9 |
145.2 |
11.1% |
7.6 |
0.6% |
47% |
False |
False |
374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.7 |
2.618 |
1,359.1 |
1.618 |
1,345.3 |
1.000 |
1,336.8 |
0.618 |
1,331.5 |
HIGH |
1,323.0 |
0.618 |
1,317.7 |
0.500 |
1,316.1 |
0.382 |
1,314.5 |
LOW |
1,309.2 |
0.618 |
1,300.7 |
1.000 |
1,295.4 |
1.618 |
1,286.9 |
2.618 |
1,273.1 |
4.250 |
1,250.6 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,316.1 |
1,310.0 |
PP |
1,314.7 |
1,308.2 |
S1 |
1,313.2 |
1,306.5 |
|