Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,465.0 |
5,478.0 |
13.0 |
0.2% |
5,475.0 |
High |
5,471.0 |
5,502.0 |
31.0 |
0.6% |
5,496.0 |
Low |
5,443.0 |
5,462.0 |
19.0 |
0.3% |
5,365.0 |
Close |
5,458.0 |
5,494.0 |
36.0 |
0.7% |
5,376.0 |
Range |
28.0 |
40.0 |
12.0 |
42.9% |
131.0 |
ATR |
45.5 |
45.3 |
-0.1 |
-0.2% |
0.0 |
Volume |
20,138 |
27,805 |
7,667 |
38.1% |
133,338 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,606.0 |
5,590.0 |
5,516.0 |
|
R3 |
5,566.0 |
5,550.0 |
5,505.0 |
|
R2 |
5,526.0 |
5,526.0 |
5,501.3 |
|
R1 |
5,510.0 |
5,510.0 |
5,497.7 |
5,518.0 |
PP |
5,486.0 |
5,486.0 |
5,486.0 |
5,490.0 |
S1 |
5,470.0 |
5,470.0 |
5,490.3 |
5,478.0 |
S2 |
5,446.0 |
5,446.0 |
5,486.7 |
|
S3 |
5,406.0 |
5,430.0 |
5,483.0 |
|
S4 |
5,366.0 |
5,390.0 |
5,472.0 |
|
|
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 |
5,502.0 |
5,365.0 |
137.0 |
2.5% |
48.4 |
0.9% |
94% |
True |
False |
30,027 |
10 |
5,537.0 |
5,365.0 |
172.0 |
3.1% |
41.4 |
0.8% |
75% |
False |
False |
26,860 |
20 |
5,597.0 |
5,365.0 |
232.0 |
4.2% |
36.8 |
0.7% |
56% |
False |
False |
23,666 |
40 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
40.2 |
0.7% |
62% |
False |
False |
23,796 |
60 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
35.7 |
0.7% |
62% |
False |
False |
21,241 |
80 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
30.1 |
0.5% |
62% |
False |
False |
15,939 |
100 |
5,597.0 |
5,295.0 |
302.0 |
5.5% |
24.7 |
0.4% |
66% |
False |
False |
12,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,672.0 |
2.618 |
5,606.7 |
1.618 |
5,566.7 |
1.000 |
5,542.0 |
0.618 |
5,526.7 |
HIGH |
5,502.0 |
0.618 |
5,486.7 |
0.500 |
5,482.0 |
0.382 |
5,477.3 |
LOW |
5,462.0 |
0.618 |
5,437.3 |
1.000 |
5,422.0 |
1.618 |
5,397.3 |
2.618 |
5,357.3 |
4.250 |
5,292.0 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,490.0 |
5,480.7 |
PP |
5,486.0 |
5,467.3 |
S1 |
5,482.0 |
5,454.0 |
|