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 |
3,063.0 |
3,073.0 |
10.0 |
0.3% |
3,035.0 |
High |
3,100.0 |
3,082.0 |
-18.0 |
-0.6% |
3,100.0 |
Low |
3,009.0 |
3,058.0 |
49.0 |
1.6% |
3,009.0 |
Close |
3,025.0 |
3,076.0 |
51.0 |
1.7% |
3,025.0 |
Range |
91.0 |
24.0 |
-67.0 |
-73.6% |
91.0 |
ATR |
52.5 |
52.8 |
0.3 |
0.6% |
0.0 |
Volume |
637,718 |
620,282 |
-17,436 |
-2.7% |
4,317,900 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,144.0 |
3,134.0 |
3,089.2 |
|
R3 |
3,120.0 |
3,110.0 |
3,082.6 |
|
R2 |
3,096.0 |
3,096.0 |
3,080.4 |
|
R1 |
3,086.0 |
3,086.0 |
3,078.2 |
3,091.0 |
PP |
3,072.0 |
3,072.0 |
3,072.0 |
3,074.5 |
S1 |
3,062.0 |
3,062.0 |
3,073.8 |
3,067.0 |
S2 |
3,048.0 |
3,048.0 |
3,071.6 |
|
S3 |
3,024.0 |
3,038.0 |
3,069.4 |
|
S4 |
3,000.0 |
3,014.0 |
3,062.8 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,317.7 |
3,262.3 |
3,075.1 |
|
R3 |
3,226.7 |
3,171.3 |
3,050.0 |
|
R2 |
3,135.7 |
3,135.7 |
3,041.7 |
|
R1 |
3,080.3 |
3,080.3 |
3,033.3 |
3,062.5 |
PP |
3,044.7 |
3,044.7 |
3,044.7 |
3,035.8 |
S1 |
2,989.3 |
2,989.3 |
3,016.7 |
2,971.5 |
S2 |
2,953.7 |
2,953.7 |
3,008.3 |
|
S3 |
2,862.7 |
2,898.3 |
3,000.0 |
|
S4 |
2,771.7 |
2,807.3 |
2,975.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,100.0 |
3,009.0 |
91.0 |
3.0% |
45.2 |
1.5% |
74% |
False |
False |
801,866 |
10 |
3,100.0 |
2,973.0 |
127.0 |
4.1% |
49.8 |
1.6% |
81% |
False |
False |
1,031,852 |
20 |
3,225.0 |
2,973.0 |
252.0 |
8.2% |
50.9 |
1.7% |
41% |
False |
False |
1,050,896 |
40 |
3,305.0 |
2,973.0 |
332.0 |
10.8% |
46.4 |
1.5% |
31% |
False |
False |
936,214 |
60 |
3,322.0 |
2,973.0 |
349.0 |
11.3% |
40.2 |
1.3% |
30% |
False |
False |
745,027 |
80 |
3,322.0 |
2,973.0 |
349.0 |
11.3% |
38.8 |
1.3% |
30% |
False |
False |
559,366 |
100 |
3,322.0 |
2,973.0 |
349.0 |
11.3% |
38.7 |
1.3% |
30% |
False |
False |
447,588 |
120 |
3,322.0 |
2,910.0 |
412.0 |
13.4% |
38.3 |
1.2% |
40% |
False |
False |
373,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,184.0 |
2.618 |
3,144.8 |
1.618 |
3,120.8 |
1.000 |
3,106.0 |
0.618 |
3,096.8 |
HIGH |
3,082.0 |
0.618 |
3,072.8 |
0.500 |
3,070.0 |
0.382 |
3,067.2 |
LOW |
3,058.0 |
0.618 |
3,043.2 |
1.000 |
3,034.0 |
1.618 |
3,019.2 |
2.618 |
2,995.2 |
4.250 |
2,956.0 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3,074.0 |
3,068.8 |
PP |
3,072.0 |
3,061.7 |
S1 |
3,070.0 |
3,054.5 |
|