Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,298.8 |
1,295.4 |
-3.4 |
-0.3% |
1,308.4 |
High |
1,301.6 |
1,295.8 |
-5.8 |
-0.4% |
1,316.4 |
Low |
1,294.0 |
1,288.4 |
-5.6 |
-0.4% |
1,292.0 |
Close |
1,295.1 |
1,293.4 |
-1.7 |
-0.1% |
1,304.5 |
Range |
7.6 |
7.4 |
-0.2 |
-2.6% |
24.4 |
ATR |
13.0 |
12.6 |
-0.4 |
-3.1% |
0.0 |
Volume |
144 |
332 |
188 |
130.6% |
1,389 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.7 |
1,311.5 |
1,297.5 |
|
R3 |
1,307.3 |
1,304.1 |
1,295.4 |
|
R2 |
1,299.9 |
1,299.9 |
1,294.8 |
|
R1 |
1,296.7 |
1,296.7 |
1,294.1 |
1,294.6 |
PP |
1,292.5 |
1,292.5 |
1,292.5 |
1,291.5 |
S1 |
1,289.3 |
1,289.3 |
1,292.7 |
1,287.2 |
S2 |
1,285.1 |
1,285.1 |
1,292.0 |
|
S3 |
1,277.7 |
1,281.9 |
1,291.4 |
|
S4 |
1,270.3 |
1,274.5 |
1,289.3 |
|
|
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 |
1,288.4 |
28.0 |
2.2% |
9.8 |
0.8% |
18% |
False |
True |
219 |
10 |
1,321.4 |
1,288.4 |
33.0 |
2.6% |
9.5 |
0.7% |
15% |
False |
True |
277 |
20 |
1,321.4 |
1,279.7 |
41.7 |
3.2% |
12.1 |
0.9% |
33% |
False |
False |
33,880 |
40 |
1,346.8 |
1,279.7 |
67.1 |
5.2% |
14.1 |
1.1% |
20% |
False |
False |
83,782 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
13.9 |
1.1% |
50% |
False |
False |
93,938 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.3 |
1.1% |
50% |
False |
False |
75,880 |
100 |
1,346.8 |
1,240.2 |
106.6 |
8.2% |
14.5 |
1.1% |
50% |
False |
False |
61,444 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.7% |
14.9 |
1.2% |
35% |
False |
False |
51,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.3 |
2.618 |
1,315.2 |
1.618 |
1,307.8 |
1.000 |
1,303.2 |
0.618 |
1,300.4 |
HIGH |
1,295.8 |
0.618 |
1,293.0 |
0.500 |
1,292.1 |
0.382 |
1,291.2 |
LOW |
1,288.4 |
0.618 |
1,283.8 |
1.000 |
1,281.0 |
1.618 |
1,276.4 |
2.618 |
1,269.0 |
4.250 |
1,257.0 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,293.0 |
1,295.3 |
PP |
1,292.5 |
1,294.6 |
S1 |
1,292.1 |
1,294.0 |
|