Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,295.4 |
1,290.0 |
-5.4 |
-0.4% |
1,308.4 |
High |
1,295.8 |
1,290.0 |
-5.8 |
-0.4% |
1,316.4 |
Low |
1,288.4 |
1,272.0 |
-16.4 |
-1.3% |
1,292.0 |
Close |
1,293.4 |
1,273.7 |
-19.7 |
-1.5% |
1,304.5 |
Range |
7.4 |
18.0 |
10.6 |
143.2% |
24.4 |
ATR |
12.6 |
13.2 |
0.6 |
5.0% |
0.0 |
Volume |
332 |
264 |
-68 |
-20.5% |
1,389 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.6 |
1,321.1 |
1,283.6 |
|
R3 |
1,314.6 |
1,303.1 |
1,278.7 |
|
R2 |
1,296.6 |
1,296.6 |
1,277.0 |
|
R1 |
1,285.1 |
1,285.1 |
1,275.4 |
1,281.9 |
PP |
1,278.6 |
1,278.6 |
1,278.6 |
1,276.9 |
S1 |
1,267.1 |
1,267.1 |
1,272.1 |
1,263.9 |
S2 |
1,260.6 |
1,260.6 |
1,270.4 |
|
S3 |
1,242.6 |
1,249.1 |
1,268.8 |
|
S4 |
1,224.6 |
1,231.1 |
1,263.8 |
|
|
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 |
1,312.8 |
1,272.0 |
40.8 |
3.2% |
12.0 |
0.9% |
4% |
False |
True |
207 |
10 |
1,321.4 |
1,272.0 |
49.4 |
3.9% |
10.3 |
0.8% |
3% |
False |
True |
281 |
20 |
1,321.4 |
1,272.0 |
49.4 |
3.9% |
12.1 |
0.9% |
3% |
False |
True |
24,955 |
40 |
1,346.8 |
1,272.0 |
74.8 |
5.9% |
14.0 |
1.1% |
2% |
False |
True |
80,373 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.4% |
14.0 |
1.1% |
31% |
False |
False |
91,703 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.4% |
14.4 |
1.1% |
31% |
False |
False |
75,819 |
100 |
1,346.8 |
1,240.2 |
106.6 |
8.4% |
14.5 |
1.1% |
31% |
False |
False |
61,430 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.9% |
14.9 |
1.2% |
22% |
False |
False |
51,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.5 |
2.618 |
1,337.1 |
1.618 |
1,319.1 |
1.000 |
1,308.0 |
0.618 |
1,301.1 |
HIGH |
1,290.0 |
0.618 |
1,283.1 |
0.500 |
1,281.0 |
0.382 |
1,278.9 |
LOW |
1,272.0 |
0.618 |
1,260.9 |
1.000 |
1,254.0 |
1.618 |
1,242.9 |
2.618 |
1,224.9 |
4.250 |
1,195.5 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,281.0 |
1,286.8 |
PP |
1,278.6 |
1,282.4 |
S1 |
1,276.1 |
1,278.1 |
|