Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,430.0 |
5,414.0 |
-16.0 |
-0.3% |
5,475.0 |
High |
5,439.0 |
5,418.0 |
-21.0 |
-0.4% |
5,496.0 |
Low |
5,365.0 |
5,393.0 |
28.0 |
0.5% |
5,365.0 |
Close |
5,376.0 |
5,394.0 |
18.0 |
0.3% |
5,376.0 |
Range |
74.0 |
25.0 |
-49.0 |
-66.2% |
131.0 |
ATR |
43.8 |
43.7 |
-0.1 |
-0.3% |
0.0 |
Volume |
43,972 |
22,612 |
-21,360 |
-48.6% |
133,338 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,476.7 |
5,460.3 |
5,407.8 |
|
R3 |
5,451.7 |
5,435.3 |
5,400.9 |
|
R2 |
5,426.7 |
5,426.7 |
5,398.6 |
|
R1 |
5,410.3 |
5,410.3 |
5,396.3 |
5,406.0 |
PP |
5,401.7 |
5,401.7 |
5,401.7 |
5,399.5 |
S1 |
5,385.3 |
5,385.3 |
5,391.7 |
5,381.0 |
S2 |
5,376.7 |
5,376.7 |
5,389.4 |
|
S3 |
5,351.7 |
5,360.3 |
5,387.1 |
|
S4 |
5,326.7 |
5,335.3 |
5,380.3 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,805.3 |
5,721.7 |
5,448.1 |
|
R3 |
5,674.3 |
5,590.7 |
5,412.0 |
|
R2 |
5,543.3 |
5,543.3 |
5,400.0 |
|
R1 |
5,459.7 |
5,459.7 |
5,388.0 |
5,436.0 |
PP |
5,412.3 |
5,412.3 |
5,412.3 |
5,400.5 |
S1 |
5,328.7 |
5,328.7 |
5,364.0 |
5,305.0 |
S2 |
5,281.3 |
5,281.3 |
5,352.0 |
|
S3 |
5,150.3 |
5,197.7 |
5,340.0 |
|
S4 |
5,019.3 |
5,066.7 |
5,304.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,496.0 |
5,365.0 |
131.0 |
2.4% |
39.8 |
0.7% |
22% |
False |
False |
27,912 |
10 |
5,597.0 |
5,365.0 |
232.0 |
4.3% |
38.2 |
0.7% |
13% |
False |
False |
24,884 |
20 |
5,597.0 |
5,365.0 |
232.0 |
4.3% |
36.0 |
0.7% |
13% |
False |
False |
22,891 |
40 |
5,597.0 |
5,328.0 |
269.0 |
5.0% |
40.0 |
0.7% |
25% |
False |
False |
27,228 |
60 |
5,597.0 |
5,328.0 |
269.0 |
5.0% |
33.8 |
0.6% |
25% |
False |
False |
19,851 |
80 |
5,597.0 |
5,328.0 |
269.0 |
5.0% |
28.6 |
0.5% |
25% |
False |
False |
14,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,524.3 |
2.618 |
5,483.5 |
1.618 |
5,458.5 |
1.000 |
5,443.0 |
0.618 |
5,433.5 |
HIGH |
5,418.0 |
0.618 |
5,408.5 |
0.500 |
5,405.5 |
0.382 |
5,402.6 |
LOW |
5,393.0 |
0.618 |
5,377.6 |
1.000 |
5,368.0 |
1.618 |
5,352.6 |
2.618 |
5,327.6 |
4.250 |
5,286.8 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,405.5 |
5,414.5 |
PP |
5,401.7 |
5,407.7 |
S1 |
5,397.8 |
5,400.8 |
|