Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,517.0 |
5,527.0 |
10.0 |
0.2% |
5,414.0 |
High |
5,523.0 |
5,534.0 |
11.0 |
0.2% |
5,523.0 |
Low |
5,499.0 |
5,509.0 |
10.0 |
0.2% |
5,393.0 |
Close |
5,506.0 |
5,529.0 |
23.0 |
0.4% |
5,506.0 |
Range |
24.0 |
25.0 |
1.0 |
4.2% |
130.0 |
ATR |
44.2 |
43.0 |
-1.2 |
-2.6% |
0.0 |
Volume |
18,537 |
15,535 |
-3,002 |
-16.2% |
124,704 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,599.0 |
5,589.0 |
5,542.8 |
|
R3 |
5,574.0 |
5,564.0 |
5,535.9 |
|
R2 |
5,549.0 |
5,549.0 |
5,533.6 |
|
R1 |
5,539.0 |
5,539.0 |
5,531.3 |
5,544.0 |
PP |
5,524.0 |
5,524.0 |
5,524.0 |
5,526.5 |
S1 |
5,514.0 |
5,514.0 |
5,526.7 |
5,519.0 |
S2 |
5,499.0 |
5,499.0 |
5,524.4 |
|
S3 |
5,474.0 |
5,489.0 |
5,522.1 |
|
S4 |
5,449.0 |
5,464.0 |
5,515.3 |
|
|
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 |
5,534.0 |
5,406.0 |
128.0 |
2.3% |
38.4 |
0.7% |
96% |
True |
False |
23,525 |
10 |
5,534.0 |
5,365.0 |
169.0 |
3.1% |
39.1 |
0.7% |
97% |
True |
False |
25,718 |
20 |
5,597.0 |
5,365.0 |
232.0 |
4.2% |
35.5 |
0.6% |
71% |
False |
False |
23,545 |
40 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
39.2 |
0.7% |
75% |
False |
False |
23,501 |
60 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
35.8 |
0.6% |
75% |
False |
False |
21,806 |
80 |
5,597.0 |
5,328.0 |
269.0 |
4.9% |
30.4 |
0.5% |
75% |
False |
False |
16,363 |
100 |
5,597.0 |
5,302.0 |
295.0 |
5.3% |
25.1 |
0.5% |
77% |
False |
False |
13,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,640.3 |
2.618 |
5,599.5 |
1.618 |
5,574.5 |
1.000 |
5,559.0 |
0.618 |
5,549.5 |
HIGH |
5,534.0 |
0.618 |
5,524.5 |
0.500 |
5,521.5 |
0.382 |
5,518.6 |
LOW |
5,509.0 |
0.618 |
5,493.6 |
1.000 |
5,484.0 |
1.618 |
5,468.6 |
2.618 |
5,443.6 |
4.250 |
5,402.8 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,526.5 |
5,518.7 |
PP |
5,524.0 |
5,508.3 |
S1 |
5,521.5 |
5,498.0 |
|