Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,478.0 |
5,517.0 |
39.0 |
0.7% |
5,414.0 |
High |
5,502.0 |
5,523.0 |
21.0 |
0.4% |
5,523.0 |
Low |
5,462.0 |
5,499.0 |
37.0 |
0.7% |
5,393.0 |
Close |
5,494.0 |
5,506.0 |
12.0 |
0.2% |
5,506.0 |
Range |
40.0 |
24.0 |
-16.0 |
-40.0% |
130.0 |
ATR |
45.3 |
44.2 |
-1.2 |
-2.6% |
0.0 |
Volume |
27,805 |
18,537 |
-9,268 |
-33.3% |
124,704 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,581.3 |
5,567.7 |
5,519.2 |
|
R3 |
5,557.3 |
5,543.7 |
5,512.6 |
|
R2 |
5,533.3 |
5,533.3 |
5,510.4 |
|
R1 |
5,519.7 |
5,519.7 |
5,508.2 |
5,514.5 |
PP |
5,509.3 |
5,509.3 |
5,509.3 |
5,506.8 |
S1 |
5,495.7 |
5,495.7 |
5,503.8 |
5,490.5 |
S2 |
5,485.3 |
5,485.3 |
5,501.6 |
|
S3 |
5,461.3 |
5,471.7 |
5,499.4 |
|
S4 |
5,437.3 |
5,447.7 |
5,492.8 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,864.0 |
5,815.0 |
5,577.5 |
|
R3 |
5,734.0 |
5,685.0 |
5,541.8 |
|
R2 |
5,604.0 |
5,604.0 |
5,529.8 |
|
R1 |
5,555.0 |
5,555.0 |
5,517.9 |
5,579.5 |
PP |
5,474.0 |
5,474.0 |
5,474.0 |
5,486.3 |
S1 |
5,425.0 |
5,425.0 |
5,494.1 |
5,449.5 |
S2 |
5,344.0 |
5,344.0 |
5,482.2 |
|
S3 |
5,214.0 |
5,295.0 |
5,470.3 |
|
S4 |
5,084.0 |
5,165.0 |
5,434.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,523.0 |
5,393.0 |
130.0 |
2.4% |
38.4 |
0.7% |
87% |
True |
False |
24,940 |
10 |
5,523.0 |
5,365.0 |
158.0 |
2.9% |
39.0 |
0.7% |
89% |
True |
False |
25,804 |
20 |
5,597.0 |
5,365.0 |
232.0 |
4.2% |
35.2 |
0.6% |
61% |
False |
False |
23,437 |
40 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
39.5 |
0.7% |
66% |
False |
False |
23,637 |
60 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
35.6 |
0.6% |
66% |
False |
False |
21,549 |
80 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
30.2 |
0.5% |
66% |
False |
False |
16,170 |
100 |
5,597.0 |
5,302.0 |
295.0 |
5.4% |
24.9 |
0.5% |
69% |
False |
False |
12,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,625.0 |
2.618 |
5,585.8 |
1.618 |
5,561.8 |
1.000 |
5,547.0 |
0.618 |
5,537.8 |
HIGH |
5,523.0 |
0.618 |
5,513.8 |
0.500 |
5,511.0 |
0.382 |
5,508.2 |
LOW |
5,499.0 |
0.618 |
5,484.2 |
1.000 |
5,475.0 |
1.618 |
5,460.2 |
2.618 |
5,436.2 |
4.250 |
5,397.0 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,511.0 |
5,498.3 |
PP |
5,509.3 |
5,490.7 |
S1 |
5,507.7 |
5,483.0 |
|