Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,308.4 |
1,306.2 |
-2.2 |
-0.2% |
1,294.4 |
High |
1,309.7 |
1,315.8 |
6.1 |
0.5% |
1,321.4 |
Low |
1,305.3 |
1,305.8 |
0.5 |
0.0% |
1,282.6 |
Close |
1,308.5 |
1,308.8 |
0.3 |
0.0% |
1,308.9 |
Range |
4.4 |
10.0 |
5.6 |
127.3% |
38.8 |
ATR |
14.4 |
14.1 |
-0.3 |
-2.2% |
0.0 |
Volume |
194 |
438 |
244 |
125.8% |
3,259 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.1 |
1,334.5 |
1,314.3 |
|
R3 |
1,330.1 |
1,324.5 |
1,311.6 |
|
R2 |
1,320.1 |
1,320.1 |
1,310.6 |
|
R1 |
1,314.5 |
1,314.5 |
1,309.7 |
1,317.3 |
PP |
1,310.1 |
1,310.1 |
1,310.1 |
1,311.6 |
S1 |
1,304.5 |
1,304.5 |
1,307.9 |
1,307.3 |
S2 |
1,300.1 |
1,300.1 |
1,307.0 |
|
S3 |
1,290.1 |
1,294.5 |
1,306.1 |
|
S4 |
1,280.1 |
1,284.5 |
1,303.3 |
|
|
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 |
1,287.8 |
33.6 |
2.6% |
11.9 |
0.9% |
63% |
False |
False |
429 |
10 |
1,321.4 |
1,279.7 |
41.7 |
3.2% |
12.4 |
1.0% |
70% |
False |
False |
4,772 |
20 |
1,325.9 |
1,279.7 |
46.2 |
3.5% |
13.9 |
1.1% |
63% |
False |
False |
69,698 |
40 |
1,346.8 |
1,258.0 |
88.8 |
6.8% |
15.4 |
1.2% |
57% |
False |
False |
104,743 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.5 |
1.1% |
64% |
False |
False |
97,778 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.8 |
1.1% |
64% |
False |
False |
76,298 |
100 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.8 |
1.1% |
64% |
False |
False |
61,641 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.1 |
1.2% |
45% |
False |
False |
51,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.3 |
2.618 |
1,342.0 |
1.618 |
1,332.0 |
1.000 |
1,325.8 |
0.618 |
1,322.0 |
HIGH |
1,315.8 |
0.618 |
1,312.0 |
0.500 |
1,310.8 |
0.382 |
1,309.6 |
LOW |
1,305.8 |
0.618 |
1,299.6 |
1.000 |
1,295.8 |
1.618 |
1,289.6 |
2.618 |
1,279.6 |
4.250 |
1,263.3 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,310.8 |
1,313.4 |
PP |
1,310.1 |
1,311.8 |
S1 |
1,309.5 |
1,310.3 |
|