Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,290.0 |
1,276.0 |
-14.0 |
-1.1% |
1,301.4 |
High |
1,290.0 |
1,280.0 |
-10.0 |
-0.8% |
1,302.1 |
Low |
1,272.0 |
1,276.0 |
4.0 |
0.3% |
1,272.0 |
Close |
1,273.7 |
1,278.6 |
4.9 |
0.4% |
1,278.6 |
Range |
18.0 |
4.0 |
-14.0 |
-77.8% |
30.1 |
ATR |
13.2 |
12.7 |
-0.5 |
-3.7% |
0.0 |
Volume |
264 |
119 |
-145 |
-54.9% |
959 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.2 |
1,288.4 |
1,280.8 |
|
R3 |
1,286.2 |
1,284.4 |
1,279.7 |
|
R2 |
1,282.2 |
1,282.2 |
1,279.3 |
|
R1 |
1,280.4 |
1,280.4 |
1,279.0 |
1,281.3 |
PP |
1,278.2 |
1,278.2 |
1,278.2 |
1,278.7 |
S1 |
1,276.4 |
1,276.4 |
1,278.2 |
1,277.3 |
S2 |
1,274.2 |
1,274.2 |
1,277.9 |
|
S3 |
1,270.2 |
1,272.4 |
1,277.5 |
|
S4 |
1,266.2 |
1,268.4 |
1,276.4 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.5 |
1,356.7 |
1,295.2 |
|
R3 |
1,344.4 |
1,326.6 |
1,286.9 |
|
R2 |
1,314.3 |
1,314.3 |
1,284.1 |
|
R1 |
1,296.5 |
1,296.5 |
1,281.4 |
1,290.4 |
PP |
1,284.2 |
1,284.2 |
1,284.2 |
1,281.2 |
S1 |
1,266.4 |
1,266.4 |
1,275.8 |
1,260.3 |
S2 |
1,254.1 |
1,254.1 |
1,273.1 |
|
S3 |
1,224.0 |
1,236.3 |
1,270.3 |
|
S4 |
1,193.9 |
1,206.2 |
1,262.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,302.1 |
1,272.0 |
30.1 |
2.4% |
8.7 |
0.7% |
22% |
False |
False |
191 |
10 |
1,316.4 |
1,272.0 |
44.4 |
3.5% |
9.3 |
0.7% |
15% |
False |
False |
234 |
20 |
1,321.4 |
1,272.0 |
49.4 |
3.9% |
11.4 |
0.9% |
13% |
False |
False |
18,398 |
40 |
1,346.8 |
1,272.0 |
74.8 |
5.9% |
13.8 |
1.1% |
9% |
False |
False |
77,006 |
60 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
13.9 |
1.1% |
36% |
False |
False |
89,368 |
80 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
14.3 |
1.1% |
36% |
False |
False |
75,785 |
100 |
1,346.8 |
1,240.2 |
106.6 |
8.3% |
14.5 |
1.1% |
36% |
False |
False |
61,414 |
120 |
1,392.0 |
1,240.2 |
151.8 |
11.9% |
14.8 |
1.2% |
25% |
False |
False |
51,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.0 |
2.618 |
1,290.5 |
1.618 |
1,286.5 |
1.000 |
1,284.0 |
0.618 |
1,282.5 |
HIGH |
1,280.0 |
0.618 |
1,278.5 |
0.500 |
1,278.0 |
0.382 |
1,277.5 |
LOW |
1,276.0 |
0.618 |
1,273.5 |
1.000 |
1,272.0 |
1.618 |
1,269.5 |
2.618 |
1,265.5 |
4.250 |
1,259.0 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,278.4 |
1,283.9 |
PP |
1,278.2 |
1,282.1 |
S1 |
1,278.0 |
1,280.4 |
|