Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,308.8 |
1,311.8 |
3.0 |
0.2% |
1,294.4 |
High |
1,312.8 |
1,316.4 |
3.6 |
0.3% |
1,321.4 |
Low |
1,305.0 |
1,309.7 |
4.7 |
0.4% |
1,282.6 |
Close |
1,312.8 |
1,313.9 |
1.1 |
0.1% |
1,308.9 |
Range |
7.8 |
6.7 |
-1.1 |
-14.1% |
38.8 |
ATR |
13.6 |
13.1 |
-0.5 |
-3.6% |
0.0 |
Volume |
238 |
320 |
82 |
34.5% |
3,259 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.4 |
1,330.4 |
1,317.6 |
|
R3 |
1,326.7 |
1,323.7 |
1,315.7 |
|
R2 |
1,320.0 |
1,320.0 |
1,315.1 |
|
R1 |
1,317.0 |
1,317.0 |
1,314.5 |
1,318.5 |
PP |
1,313.3 |
1,313.3 |
1,313.3 |
1,314.1 |
S1 |
1,310.3 |
1,310.3 |
1,313.3 |
1,311.8 |
S2 |
1,306.6 |
1,306.6 |
1,312.7 |
|
S3 |
1,299.9 |
1,303.6 |
1,312.1 |
|
S4 |
1,293.2 |
1,296.9 |
1,310.2 |
|
|
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 |
1,305.0 |
16.4 |
1.2% |
8.5 |
0.6% |
54% |
False |
False |
355 |
10 |
1,321.4 |
1,279.7 |
41.7 |
3.2% |
11.0 |
0.8% |
82% |
False |
False |
643 |
20 |
1,325.5 |
1,279.7 |
45.8 |
3.5% |
12.7 |
1.0% |
75% |
False |
False |
54,903 |
40 |
1,346.8 |
1,276.2 |
70.6 |
5.4% |
15.1 |
1.1% |
53% |
False |
False |
99,738 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.3 |
1.1% |
69% |
False |
False |
97,383 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.6 |
1.1% |
69% |
False |
False |
76,187 |
100 |
1,346.8 |
1,240.2 |
106.6 |
8.1% |
14.6 |
1.1% |
69% |
False |
False |
61,591 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.0 |
1.1% |
49% |
False |
False |
51,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.9 |
2.618 |
1,333.9 |
1.618 |
1,327.2 |
1.000 |
1,323.1 |
0.618 |
1,320.5 |
HIGH |
1,316.4 |
0.618 |
1,313.8 |
0.500 |
1,313.1 |
0.382 |
1,312.3 |
LOW |
1,309.7 |
0.618 |
1,305.6 |
1.000 |
1,303.0 |
1.618 |
1,298.9 |
2.618 |
1,292.2 |
4.250 |
1,281.2 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,313.6 |
1,312.8 |
PP |
1,313.3 |
1,311.8 |
S1 |
1,313.1 |
1,310.7 |
|