Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,311.8 |
1,311.7 |
-0.1 |
0.0% |
1,308.4 |
High |
1,316.4 |
1,312.8 |
-3.6 |
-0.3% |
1,316.4 |
Low |
1,309.7 |
1,292.0 |
-17.7 |
-1.4% |
1,292.0 |
Close |
1,313.9 |
1,304.5 |
-9.4 |
-0.7% |
1,304.5 |
Range |
6.7 |
20.8 |
14.1 |
210.4% |
24.4 |
ATR |
13.1 |
13.8 |
0.6 |
4.8% |
0.0 |
Volume |
320 |
199 |
-121 |
-37.8% |
1,389 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.5 |
1,355.8 |
1,315.9 |
|
R3 |
1,344.7 |
1,335.0 |
1,310.2 |
|
R2 |
1,323.9 |
1,323.9 |
1,308.3 |
|
R1 |
1,314.2 |
1,314.2 |
1,306.4 |
1,308.7 |
PP |
1,303.1 |
1,303.1 |
1,303.1 |
1,300.3 |
S1 |
1,293.4 |
1,293.4 |
1,302.6 |
1,287.9 |
S2 |
1,282.3 |
1,282.3 |
1,300.7 |
|
S3 |
1,261.5 |
1,272.6 |
1,298.8 |
|
S4 |
1,240.7 |
1,251.8 |
1,293.1 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.5 |
1,365.4 |
1,317.9 |
|
R3 |
1,353.1 |
1,341.0 |
1,311.2 |
|
R2 |
1,328.7 |
1,328.7 |
1,309.0 |
|
R1 |
1,316.6 |
1,316.6 |
1,306.7 |
1,310.5 |
PP |
1,304.3 |
1,304.3 |
1,304.3 |
1,301.2 |
S1 |
1,292.2 |
1,292.2 |
1,302.3 |
1,286.1 |
S2 |
1,279.9 |
1,279.9 |
1,300.0 |
|
S3 |
1,255.5 |
1,267.8 |
1,297.8 |
|
S4 |
1,231.1 |
1,243.4 |
1,291.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,316.4 |
1,292.0 |
24.4 |
1.9% |
9.9 |
0.8% |
51% |
False |
True |
277 |
10 |
1,321.4 |
1,282.6 |
38.8 |
3.0% |
11.4 |
0.9% |
56% |
False |
False |
464 |
20 |
1,321.4 |
1,279.7 |
41.7 |
3.2% |
12.7 |
1.0% |
59% |
False |
False |
48,832 |
40 |
1,346.8 |
1,279.7 |
67.1 |
5.1% |
14.5 |
1.1% |
37% |
False |
False |
93,794 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.4 |
1.1% |
60% |
False |
False |
97,059 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.8 |
1.1% |
60% |
False |
False |
76,113 |
100 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.7 |
1.1% |
60% |
False |
False |
61,549 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.1 |
1.2% |
42% |
False |
False |
51,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,401.2 |
2.618 |
1,367.3 |
1.618 |
1,346.5 |
1.000 |
1,333.6 |
0.618 |
1,325.7 |
HIGH |
1,312.8 |
0.618 |
1,304.9 |
0.500 |
1,302.4 |
0.382 |
1,299.9 |
LOW |
1,292.0 |
0.618 |
1,279.1 |
1.000 |
1,271.2 |
1.618 |
1,258.3 |
2.618 |
1,237.5 |
4.250 |
1,203.6 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,303.8 |
1,304.4 |
PP |
1,303.1 |
1,304.3 |
S1 |
1,302.4 |
1,304.2 |
|