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 |
16,493.72 |
16,559.97 |
66.25 |
0.4% |
16,956.91 |
High |
16,596.22 |
16,559.97 |
-36.25 |
-0.2% |
17,056.46 |
Low |
16,447.20 |
16,369.55 |
-77.65 |
-0.5% |
16,437.07 |
Close |
16,569.28 |
16,429.47 |
-139.81 |
-0.8% |
16,493.37 |
Range |
149.02 |
190.42 |
41.40 |
27.8% |
619.39 |
ATR |
133.53 |
138.26 |
4.73 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,024.26 |
16,917.28 |
16,534.20 |
|
R3 |
16,833.84 |
16,726.86 |
16,481.84 |
|
R2 |
16,643.42 |
16,643.42 |
16,464.38 |
|
R1 |
16,536.44 |
16,536.44 |
16,446.93 |
16,494.72 |
PP |
16,453.00 |
16,453.00 |
16,453.00 |
16,432.14 |
S1 |
16,346.02 |
16,346.02 |
16,412.01 |
16,304.30 |
S2 |
16,262.58 |
16,262.58 |
16,394.56 |
|
S3 |
16,072.16 |
16,155.60 |
16,377.10 |
|
S4 |
15,881.74 |
15,965.18 |
16,324.74 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,520.47 |
18,126.31 |
16,834.03 |
|
R3 |
17,901.08 |
17,506.92 |
16,663.70 |
|
R2 |
17,281.69 |
17,281.69 |
16,606.92 |
|
R1 |
16,887.53 |
16,887.53 |
16,550.15 |
16,774.92 |
PP |
16,662.30 |
16,662.30 |
16,662.30 |
16,605.99 |
S1 |
16,268.14 |
16,268.14 |
16,436.59 |
16,155.53 |
S2 |
16,042.91 |
16,042.91 |
16,379.82 |
|
S3 |
15,423.52 |
15,648.75 |
16,323.04 |
|
S4 |
14,804.13 |
15,029.36 |
16,152.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,983.94 |
16,369.55 |
614.39 |
3.7% |
192.05 |
1.2% |
10% |
False |
True |
|
10 |
17,121.05 |
16,369.55 |
751.50 |
4.6% |
151.67 |
0.9% |
8% |
False |
True |
|
20 |
17,151.56 |
16,369.55 |
782.01 |
4.8% |
136.51 |
0.8% |
8% |
False |
True |
|
40 |
17,151.56 |
16,369.55 |
782.01 |
4.8% |
116.71 |
0.7% |
8% |
False |
True |
|
60 |
17,151.56 |
16,341.30 |
810.26 |
4.9% |
109.71 |
0.7% |
11% |
False |
False |
|
80 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
113.75 |
0.7% |
36% |
False |
False |
|
100 |
17,151.56 |
16,015.32 |
1,136.24 |
6.9% |
123.30 |
0.8% |
36% |
False |
False |
|
120 |
17,151.56 |
15,863.25 |
1,288.31 |
7.8% |
127.78 |
0.8% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,369.26 |
2.618 |
17,058.49 |
1.618 |
16,868.07 |
1.000 |
16,750.39 |
0.618 |
16,677.65 |
HIGH |
16,559.97 |
0.618 |
16,487.23 |
0.500 |
16,464.76 |
0.382 |
16,442.29 |
LOW |
16,369.55 |
0.618 |
16,251.87 |
1.000 |
16,179.13 |
1.618 |
16,061.45 |
2.618 |
15,871.03 |
4.250 |
15,560.27 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
16,464.76 |
16,482.89 |
PP |
16,453.00 |
16,465.08 |
S1 |
16,441.23 |
16,447.28 |
|