Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,311.7 |
1,301.4 |
-10.3 |
-0.8% |
1,308.4 |
High |
1,312.8 |
1,302.1 |
-10.7 |
-0.8% |
1,316.4 |
Low |
1,292.0 |
1,295.7 |
3.7 |
0.3% |
1,292.0 |
Close |
1,304.5 |
1,297.7 |
-6.8 |
-0.5% |
1,304.5 |
Range |
20.8 |
6.4 |
-14.4 |
-69.2% |
24.4 |
ATR |
13.8 |
13.4 |
-0.4 |
-2.6% |
0.0 |
Volume |
199 |
100 |
-99 |
-49.7% |
1,389 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.7 |
1,314.1 |
1,301.2 |
|
R3 |
1,311.3 |
1,307.7 |
1,299.5 |
|
R2 |
1,304.9 |
1,304.9 |
1,298.9 |
|
R1 |
1,301.3 |
1,301.3 |
1,298.3 |
1,299.9 |
PP |
1,298.5 |
1,298.5 |
1,298.5 |
1,297.8 |
S1 |
1,294.9 |
1,294.9 |
1,297.1 |
1,293.5 |
S2 |
1,292.1 |
1,292.1 |
1,296.5 |
|
S3 |
1,285.7 |
1,288.5 |
1,295.9 |
|
S4 |
1,279.3 |
1,282.1 |
1,294.2 |
|
|
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% |
10.3 |
0.8% |
23% |
False |
False |
259 |
10 |
1,321.4 |
1,282.6 |
38.8 |
3.0% |
11.1 |
0.9% |
39% |
False |
False |
383 |
20 |
1,321.4 |
1,279.7 |
41.7 |
3.2% |
12.5 |
1.0% |
43% |
False |
False |
44,568 |
40 |
1,346.8 |
1,279.7 |
67.1 |
5.2% |
14.2 |
1.1% |
27% |
False |
False |
89,601 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.3 |
1.1% |
54% |
False |
False |
96,747 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.5 |
1.1% |
54% |
False |
False |
75,976 |
100 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.6 |
1.1% |
54% |
False |
False |
61,522 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.7% |
15.0 |
1.2% |
38% |
False |
False |
51,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.3 |
2.618 |
1,318.9 |
1.618 |
1,312.5 |
1.000 |
1,308.5 |
0.618 |
1,306.1 |
HIGH |
1,302.1 |
0.618 |
1,299.7 |
0.500 |
1,298.9 |
0.382 |
1,298.1 |
LOW |
1,295.7 |
0.618 |
1,291.7 |
1.000 |
1,289.3 |
1.618 |
1,285.3 |
2.618 |
1,278.9 |
4.250 |
1,268.5 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,298.9 |
1,304.2 |
PP |
1,298.5 |
1,302.0 |
S1 |
1,298.1 |
1,299.9 |
|