Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,527.0 |
5,547.0 |
20.0 |
0.4% |
5,414.0 |
High |
5,534.0 |
5,588.0 |
54.0 |
1.0% |
5,523.0 |
Low |
5,509.0 |
5,543.0 |
34.0 |
0.6% |
5,393.0 |
Close |
5,529.0 |
5,583.0 |
54.0 |
1.0% |
5,506.0 |
Range |
25.0 |
45.0 |
20.0 |
80.0% |
130.0 |
ATR |
43.0 |
44.2 |
1.1 |
2.7% |
0.0 |
Volume |
15,535 |
29,838 |
14,303 |
92.1% |
124,704 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,706.3 |
5,689.7 |
5,607.8 |
|
R3 |
5,661.3 |
5,644.7 |
5,595.4 |
|
R2 |
5,616.3 |
5,616.3 |
5,591.3 |
|
R1 |
5,599.7 |
5,599.7 |
5,587.1 |
5,608.0 |
PP |
5,571.3 |
5,571.3 |
5,571.3 |
5,575.5 |
S1 |
5,554.7 |
5,554.7 |
5,578.9 |
5,563.0 |
S2 |
5,526.3 |
5,526.3 |
5,574.8 |
|
S3 |
5,481.3 |
5,509.7 |
5,570.6 |
|
S4 |
5,436.3 |
5,464.7 |
5,558.3 |
|
|
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 |
5,588.0 |
5,443.0 |
145.0 |
2.6% |
32.4 |
0.6% |
97% |
True |
False |
22,370 |
10 |
5,588.0 |
5,365.0 |
223.0 |
4.0% |
39.4 |
0.7% |
98% |
True |
False |
26,350 |
20 |
5,597.0 |
5,365.0 |
232.0 |
4.2% |
36.8 |
0.7% |
94% |
False |
False |
24,028 |
40 |
5,597.0 |
5,328.0 |
269.0 |
4.8% |
39.6 |
0.7% |
95% |
False |
False |
23,842 |
60 |
5,597.0 |
5,328.0 |
269.0 |
4.8% |
36.5 |
0.7% |
95% |
False |
False |
22,303 |
80 |
5,597.0 |
5,328.0 |
269.0 |
4.8% |
31.0 |
0.6% |
95% |
False |
False |
16,736 |
100 |
5,597.0 |
5,313.0 |
284.0 |
5.1% |
25.5 |
0.5% |
95% |
False |
False |
13,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,779.3 |
2.618 |
5,705.8 |
1.618 |
5,660.8 |
1.000 |
5,633.0 |
0.618 |
5,615.8 |
HIGH |
5,588.0 |
0.618 |
5,570.8 |
0.500 |
5,565.5 |
0.382 |
5,560.2 |
LOW |
5,543.0 |
0.618 |
5,515.2 |
1.000 |
5,498.0 |
1.618 |
5,470.2 |
2.618 |
5,425.2 |
4.250 |
5,351.8 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,577.2 |
5,569.8 |
PP |
5,571.3 |
5,556.7 |
S1 |
5,565.5 |
5,543.5 |
|