Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,574.0 |
5,628.0 |
54.0 |
1.0% |
5,414.0 |
High |
5,606.0 |
5,647.0 |
41.0 |
0.7% |
5,523.0 |
Low |
5,570.0 |
5,598.0 |
28.0 |
0.5% |
5,393.0 |
Close |
5,606.0 |
5,605.0 |
-1.0 |
0.0% |
5,506.0 |
Range |
36.0 |
49.0 |
13.0 |
36.1% |
130.0 |
ATR |
43.6 |
44.0 |
0.4 |
0.9% |
0.0 |
Volume |
26,599 |
28,037 |
1,438 |
5.4% |
124,704 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,763.7 |
5,733.3 |
5,632.0 |
|
R3 |
5,714.7 |
5,684.3 |
5,618.5 |
|
R2 |
5,665.7 |
5,665.7 |
5,614.0 |
|
R1 |
5,635.3 |
5,635.3 |
5,609.5 |
5,626.0 |
PP |
5,616.7 |
5,616.7 |
5,616.7 |
5,612.0 |
S1 |
5,586.3 |
5,586.3 |
5,600.5 |
5,577.0 |
S2 |
5,567.7 |
5,567.7 |
5,596.0 |
|
S3 |
5,518.7 |
5,537.3 |
5,591.5 |
|
S4 |
5,469.7 |
5,488.3 |
5,578.1 |
|
|
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 |
5,647.0 |
5,499.0 |
148.0 |
2.6% |
35.8 |
0.6% |
72% |
True |
False |
23,709 |
10 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
42.1 |
0.8% |
85% |
True |
False |
26,868 |
20 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
37.9 |
0.7% |
85% |
True |
False |
24,405 |
40 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
38.9 |
0.7% |
87% |
True |
False |
23,663 |
60 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
37.4 |
0.7% |
87% |
True |
False |
23,211 |
80 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
31.6 |
0.6% |
87% |
True |
False |
17,418 |
100 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
26.4 |
0.5% |
87% |
True |
False |
13,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,855.3 |
2.618 |
5,775.3 |
1.618 |
5,726.3 |
1.000 |
5,696.0 |
0.618 |
5,677.3 |
HIGH |
5,647.0 |
0.618 |
5,628.3 |
0.500 |
5,622.5 |
0.382 |
5,616.7 |
LOW |
5,598.0 |
0.618 |
5,567.7 |
1.000 |
5,549.0 |
1.618 |
5,518.7 |
2.618 |
5,469.7 |
4.250 |
5,389.8 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,622.5 |
5,601.7 |
PP |
5,616.7 |
5,598.3 |
S1 |
5,610.8 |
5,595.0 |
|