Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,310.8 |
1,308.4 |
-2.4 |
-0.2% |
1,294.4 |
High |
1,321.4 |
1,309.7 |
-11.7 |
-0.9% |
1,321.4 |
Low |
1,308.0 |
1,305.3 |
-2.7 |
-0.2% |
1,282.6 |
Close |
1,308.9 |
1,308.5 |
-0.4 |
0.0% |
1,308.9 |
Range |
13.4 |
4.4 |
-9.0 |
-67.2% |
38.8 |
ATR |
15.2 |
14.4 |
-0.8 |
-5.1% |
0.0 |
Volume |
586 |
194 |
-392 |
-66.9% |
3,259 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.0 |
1,319.2 |
1,310.9 |
|
R3 |
1,316.6 |
1,314.8 |
1,309.7 |
|
R2 |
1,312.2 |
1,312.2 |
1,309.3 |
|
R1 |
1,310.4 |
1,310.4 |
1,308.9 |
1,311.3 |
PP |
1,307.8 |
1,307.8 |
1,307.8 |
1,308.3 |
S1 |
1,306.0 |
1,306.0 |
1,308.1 |
1,306.9 |
S2 |
1,303.4 |
1,303.4 |
1,307.7 |
|
S3 |
1,299.0 |
1,301.6 |
1,307.3 |
|
S4 |
1,294.6 |
1,297.2 |
1,306.1 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.7 |
1,403.6 |
1,330.2 |
|
R3 |
1,381.9 |
1,364.8 |
1,319.6 |
|
R2 |
1,343.1 |
1,343.1 |
1,316.0 |
|
R1 |
1,326.0 |
1,326.0 |
1,312.5 |
1,334.6 |
PP |
1,304.3 |
1,304.3 |
1,304.3 |
1,308.6 |
S1 |
1,287.2 |
1,287.2 |
1,305.3 |
1,295.8 |
S2 |
1,265.5 |
1,265.5 |
1,301.8 |
|
S3 |
1,226.7 |
1,248.4 |
1,298.2 |
|
S4 |
1,187.9 |
1,209.6 |
1,287.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,321.4 |
1,282.6 |
38.8 |
3.0% |
11.9 |
0.9% |
67% |
False |
False |
507 |
10 |
1,321.4 |
1,279.7 |
41.7 |
3.2% |
13.1 |
1.0% |
69% |
False |
False |
22,884 |
20 |
1,325.9 |
1,279.7 |
46.2 |
3.5% |
14.5 |
1.1% |
62% |
False |
False |
78,470 |
40 |
1,346.8 |
1,258.0 |
88.8 |
6.8% |
15.5 |
1.2% |
57% |
False |
False |
107,188 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.5 |
1.1% |
64% |
False |
False |
98,216 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.9 |
1.1% |
64% |
False |
False |
76,305 |
100 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.9 |
1.1% |
64% |
False |
False |
61,652 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.1 |
1.2% |
45% |
False |
False |
51,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.4 |
2.618 |
1,321.2 |
1.618 |
1,316.8 |
1.000 |
1,314.1 |
0.618 |
1,312.4 |
HIGH |
1,309.7 |
0.618 |
1,308.0 |
0.500 |
1,307.5 |
0.382 |
1,307.0 |
LOW |
1,305.3 |
0.618 |
1,302.6 |
1.000 |
1,300.9 |
1.618 |
1,298.2 |
2.618 |
1,293.8 |
4.250 |
1,286.6 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,308.2 |
1,312.0 |
PP |
1,307.8 |
1,310.8 |
S1 |
1,307.5 |
1,309.7 |
|