Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,306.2 |
1,308.8 |
2.6 |
0.2% |
1,294.4 |
High |
1,315.8 |
1,312.8 |
-3.0 |
-0.2% |
1,321.4 |
Low |
1,305.8 |
1,305.0 |
-0.8 |
-0.1% |
1,282.6 |
Close |
1,308.8 |
1,312.8 |
4.0 |
0.3% |
1,308.9 |
Range |
10.0 |
7.8 |
-2.2 |
-22.0% |
38.8 |
ATR |
14.1 |
13.6 |
-0.4 |
-3.2% |
0.0 |
Volume |
438 |
238 |
-200 |
-45.7% |
3,259 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.6 |
1,331.0 |
1,317.1 |
|
R3 |
1,325.8 |
1,323.2 |
1,314.9 |
|
R2 |
1,318.0 |
1,318.0 |
1,314.2 |
|
R1 |
1,315.4 |
1,315.4 |
1,313.5 |
1,316.7 |
PP |
1,310.2 |
1,310.2 |
1,310.2 |
1,310.9 |
S1 |
1,307.6 |
1,307.6 |
1,312.1 |
1,308.9 |
S2 |
1,302.4 |
1,302.4 |
1,311.4 |
|
S3 |
1,294.6 |
1,299.8 |
1,310.7 |
|
S4 |
1,286.8 |
1,292.0 |
1,308.5 |
|
|
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 |
1,302.5 |
18.9 |
1.4% |
9.2 |
0.7% |
54% |
False |
False |
336 |
10 |
1,321.4 |
1,279.7 |
41.7 |
3.2% |
12.0 |
0.9% |
79% |
False |
False |
1,177 |
20 |
1,325.9 |
1,279.7 |
46.2 |
3.5% |
13.8 |
1.0% |
72% |
False |
False |
63,724 |
40 |
1,346.8 |
1,266.5 |
80.3 |
6.1% |
15.2 |
1.2% |
58% |
False |
False |
101,928 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.3 |
1.1% |
68% |
False |
False |
97,656 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.7 |
1.1% |
68% |
False |
False |
76,200 |
100 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.8 |
1.1% |
68% |
False |
False |
61,620 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.1 |
1.2% |
48% |
False |
False |
51,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.0 |
2.618 |
1,333.2 |
1.618 |
1,325.4 |
1.000 |
1,320.6 |
0.618 |
1,317.6 |
HIGH |
1,312.8 |
0.618 |
1,309.8 |
0.500 |
1,308.9 |
0.382 |
1,308.0 |
LOW |
1,305.0 |
0.618 |
1,300.2 |
1.000 |
1,297.2 |
1.618 |
1,292.4 |
2.618 |
1,284.6 |
4.250 |
1,271.9 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,311.5 |
1,312.0 |
PP |
1,310.2 |
1,311.2 |
S1 |
1,308.9 |
1,310.4 |
|