Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,414.0 |
5,414.0 |
0.0 |
0.0% |
5,475.0 |
High |
5,418.0 |
5,481.0 |
63.0 |
1.2% |
5,496.0 |
Low |
5,393.0 |
5,406.0 |
13.0 |
0.2% |
5,365.0 |
Close |
5,394.0 |
5,470.0 |
76.0 |
1.4% |
5,376.0 |
Range |
25.0 |
75.0 |
50.0 |
200.0% |
131.0 |
ATR |
43.7 |
46.8 |
3.1 |
7.1% |
0.0 |
Volume |
22,612 |
35,612 |
13,000 |
57.5% |
133,338 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,677.3 |
5,648.7 |
5,511.3 |
|
R3 |
5,602.3 |
5,573.7 |
5,490.6 |
|
R2 |
5,527.3 |
5,527.3 |
5,483.8 |
|
R1 |
5,498.7 |
5,498.7 |
5,476.9 |
5,513.0 |
PP |
5,452.3 |
5,452.3 |
5,452.3 |
5,459.5 |
S1 |
5,423.7 |
5,423.7 |
5,463.1 |
5,438.0 |
S2 |
5,377.3 |
5,377.3 |
5,456.3 |
|
S3 |
5,302.3 |
5,348.7 |
5,449.4 |
|
S4 |
5,227.3 |
5,273.7 |
5,428.8 |
|
|
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 |
5,481.0 |
5,365.0 |
116.0 |
2.1% |
46.4 |
0.8% |
91% |
True |
False |
30,330 |
10 |
5,597.0 |
5,365.0 |
232.0 |
4.2% |
42.1 |
0.8% |
45% |
False |
False |
27,014 |
20 |
5,597.0 |
5,365.0 |
232.0 |
4.2% |
37.4 |
0.7% |
45% |
False |
False |
23,587 |
40 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
40.9 |
0.7% |
53% |
False |
False |
24,908 |
60 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
35.1 |
0.6% |
53% |
False |
False |
20,444 |
80 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
29.2 |
0.5% |
53% |
False |
False |
15,339 |
100 |
5,597.0 |
5,284.0 |
313.0 |
5.7% |
24.0 |
0.4% |
59% |
False |
False |
12,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,799.8 |
2.618 |
5,677.4 |
1.618 |
5,602.4 |
1.000 |
5,556.0 |
0.618 |
5,527.4 |
HIGH |
5,481.0 |
0.618 |
5,452.4 |
0.500 |
5,443.5 |
0.382 |
5,434.7 |
LOW |
5,406.0 |
0.618 |
5,359.7 |
1.000 |
5,331.0 |
1.618 |
5,284.7 |
2.618 |
5,209.7 |
4.250 |
5,087.3 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,461.2 |
5,454.3 |
PP |
5,452.3 |
5,438.7 |
S1 |
5,443.5 |
5,423.0 |
|