Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,301.4 |
1,298.8 |
-2.6 |
-0.2% |
1,308.4 |
High |
1,302.1 |
1,301.6 |
-0.5 |
0.0% |
1,316.4 |
Low |
1,295.7 |
1,294.0 |
-1.7 |
-0.1% |
1,292.0 |
Close |
1,297.7 |
1,295.1 |
-2.6 |
-0.2% |
1,304.5 |
Range |
6.4 |
7.6 |
1.2 |
18.8% |
24.4 |
ATR |
13.4 |
13.0 |
-0.4 |
-3.1% |
0.0 |
Volume |
100 |
144 |
44 |
44.0% |
1,389 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.7 |
1,315.0 |
1,299.3 |
|
R3 |
1,312.1 |
1,307.4 |
1,297.2 |
|
R2 |
1,304.5 |
1,304.5 |
1,296.5 |
|
R1 |
1,299.8 |
1,299.8 |
1,295.8 |
1,298.4 |
PP |
1,296.9 |
1,296.9 |
1,296.9 |
1,296.2 |
S1 |
1,292.2 |
1,292.2 |
1,294.4 |
1,290.8 |
S2 |
1,289.3 |
1,289.3 |
1,293.7 |
|
S3 |
1,281.7 |
1,284.6 |
1,293.0 |
|
S4 |
1,274.1 |
1,277.0 |
1,290.9 |
|
|
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% |
13% |
False |
False |
200 |
10 |
1,321.4 |
1,287.8 |
33.6 |
2.6% |
10.9 |
0.8% |
22% |
False |
False |
315 |
20 |
1,321.4 |
1,279.7 |
41.7 |
3.2% |
12.1 |
0.9% |
37% |
False |
False |
38,201 |
40 |
1,346.8 |
1,279.7 |
67.1 |
5.2% |
14.2 |
1.1% |
23% |
False |
False |
86,870 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.3 |
1.1% |
52% |
False |
False |
95,437 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.4 |
1.1% |
52% |
False |
False |
75,918 |
100 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.6 |
1.1% |
52% |
False |
False |
61,488 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.7% |
15.0 |
1.2% |
36% |
False |
False |
51,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.9 |
2.618 |
1,321.5 |
1.618 |
1,313.9 |
1.000 |
1,309.2 |
0.618 |
1,306.3 |
HIGH |
1,301.6 |
0.618 |
1,298.7 |
0.500 |
1,297.8 |
0.382 |
1,296.9 |
LOW |
1,294.0 |
0.618 |
1,289.3 |
1.000 |
1,286.4 |
1.618 |
1,281.7 |
2.618 |
1,274.1 |
4.250 |
1,261.7 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,297.8 |
1,302.4 |
PP |
1,296.9 |
1,300.0 |
S1 |
1,296.0 |
1,297.5 |
|