Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,414.0 |
5,465.0 |
51.0 |
0.9% |
5,475.0 |
High |
5,481.0 |
5,471.0 |
-10.0 |
-0.2% |
5,496.0 |
Low |
5,406.0 |
5,443.0 |
37.0 |
0.7% |
5,365.0 |
Close |
5,470.0 |
5,458.0 |
-12.0 |
-0.2% |
5,376.0 |
Range |
75.0 |
28.0 |
-47.0 |
-62.7% |
131.0 |
ATR |
46.8 |
45.5 |
-1.3 |
-2.9% |
0.0 |
Volume |
35,612 |
20,138 |
-15,474 |
-43.5% |
133,338 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,541.3 |
5,527.7 |
5,473.4 |
|
R3 |
5,513.3 |
5,499.7 |
5,465.7 |
|
R2 |
5,485.3 |
5,485.3 |
5,463.1 |
|
R1 |
5,471.7 |
5,471.7 |
5,460.6 |
5,464.5 |
PP |
5,457.3 |
5,457.3 |
5,457.3 |
5,453.8 |
S1 |
5,443.7 |
5,443.7 |
5,455.4 |
5,436.5 |
S2 |
5,429.3 |
5,429.3 |
5,452.9 |
|
S3 |
5,401.3 |
5,415.7 |
5,450.3 |
|
S4 |
5,373.3 |
5,387.7 |
5,442.6 |
|
|
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% |
47.0 |
0.9% |
80% |
False |
False |
29,773 |
10 |
5,597.0 |
5,365.0 |
232.0 |
4.3% |
40.3 |
0.7% |
40% |
False |
False |
26,684 |
20 |
5,597.0 |
5,365.0 |
232.0 |
4.3% |
37.2 |
0.7% |
40% |
False |
False |
23,559 |
40 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
40.9 |
0.7% |
48% |
False |
False |
23,882 |
60 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
35.1 |
0.6% |
48% |
False |
False |
20,778 |
80 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
29.6 |
0.5% |
48% |
False |
False |
15,591 |
100 |
5,597.0 |
5,290.0 |
307.0 |
5.6% |
24.3 |
0.4% |
55% |
False |
False |
12,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,590.0 |
2.618 |
5,544.3 |
1.618 |
5,516.3 |
1.000 |
5,499.0 |
0.618 |
5,488.3 |
HIGH |
5,471.0 |
0.618 |
5,460.3 |
0.500 |
5,457.0 |
0.382 |
5,453.7 |
LOW |
5,443.0 |
0.618 |
5,425.7 |
1.000 |
5,415.0 |
1.618 |
5,397.7 |
2.618 |
5,369.7 |
4.250 |
5,324.0 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,457.7 |
5,451.0 |
PP |
5,457.3 |
5,444.0 |
S1 |
5,457.0 |
5,437.0 |
|