Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,547.0 |
5,574.0 |
27.0 |
0.5% |
5,414.0 |
High |
5,588.0 |
5,606.0 |
18.0 |
0.3% |
5,523.0 |
Low |
5,543.0 |
5,570.0 |
27.0 |
0.5% |
5,393.0 |
Close |
5,583.0 |
5,606.0 |
23.0 |
0.4% |
5,506.0 |
Range |
45.0 |
36.0 |
-9.0 |
-20.0% |
130.0 |
ATR |
44.2 |
43.6 |
-0.6 |
-1.3% |
0.0 |
Volume |
29,838 |
26,599 |
-3,239 |
-10.9% |
124,704 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,702.0 |
5,690.0 |
5,625.8 |
|
R3 |
5,666.0 |
5,654.0 |
5,615.9 |
|
R2 |
5,630.0 |
5,630.0 |
5,612.6 |
|
R1 |
5,618.0 |
5,618.0 |
5,609.3 |
5,624.0 |
PP |
5,594.0 |
5,594.0 |
5,594.0 |
5,597.0 |
S1 |
5,582.0 |
5,582.0 |
5,602.7 |
5,588.0 |
S2 |
5,558.0 |
5,558.0 |
5,599.4 |
|
S3 |
5,522.0 |
5,546.0 |
5,596.1 |
|
S4 |
5,486.0 |
5,510.0 |
5,586.2 |
|
|
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 |
5,606.0 |
5,462.0 |
144.0 |
2.6% |
34.0 |
0.6% |
100% |
True |
False |
23,662 |
10 |
5,606.0 |
5,365.0 |
241.0 |
4.3% |
40.5 |
0.7% |
100% |
True |
False |
26,718 |
20 |
5,606.0 |
5,365.0 |
241.0 |
4.3% |
36.5 |
0.7% |
100% |
True |
False |
23,854 |
40 |
5,606.0 |
5,328.0 |
278.0 |
5.0% |
39.6 |
0.7% |
100% |
True |
False |
23,783 |
60 |
5,606.0 |
5,328.0 |
278.0 |
5.0% |
36.9 |
0.7% |
100% |
True |
False |
22,746 |
80 |
5,606.0 |
5,328.0 |
278.0 |
5.0% |
31.0 |
0.6% |
100% |
True |
False |
17,068 |
100 |
5,606.0 |
5,328.0 |
278.0 |
5.0% |
25.9 |
0.5% |
100% |
True |
False |
13,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,759.0 |
2.618 |
5,700.2 |
1.618 |
5,664.2 |
1.000 |
5,642.0 |
0.618 |
5,628.2 |
HIGH |
5,606.0 |
0.618 |
5,592.2 |
0.500 |
5,588.0 |
0.382 |
5,583.8 |
LOW |
5,570.0 |
0.618 |
5,547.8 |
1.000 |
5,534.0 |
1.618 |
5,511.8 |
2.618 |
5,475.8 |
4.250 |
5,417.0 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,600.0 |
5,589.8 |
PP |
5,594.0 |
5,573.7 |
S1 |
5,588.0 |
5,557.5 |
|