Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
5,628.0 |
5,621.0 |
-7.0 |
-0.1% |
5,527.0 |
High |
5,647.0 |
5,627.0 |
-20.0 |
-0.4% |
5,647.0 |
Low |
5,598.0 |
5,606.0 |
8.0 |
0.1% |
5,509.0 |
Close |
5,605.0 |
5,609.0 |
4.0 |
0.1% |
5,609.0 |
Range |
49.0 |
21.0 |
-28.0 |
-57.1% |
138.0 |
ATR |
44.0 |
42.4 |
-1.6 |
-3.6% |
0.0 |
Volume |
28,037 |
14,594 |
-13,443 |
-47.9% |
114,603 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,677.0 |
5,664.0 |
5,620.6 |
|
R3 |
5,656.0 |
5,643.0 |
5,614.8 |
|
R2 |
5,635.0 |
5,635.0 |
5,612.9 |
|
R1 |
5,622.0 |
5,622.0 |
5,610.9 |
5,618.0 |
PP |
5,614.0 |
5,614.0 |
5,614.0 |
5,612.0 |
S1 |
5,601.0 |
5,601.0 |
5,607.1 |
5,597.0 |
S2 |
5,593.0 |
5,593.0 |
5,605.2 |
|
S3 |
5,572.0 |
5,580.0 |
5,603.2 |
|
S4 |
5,551.0 |
5,559.0 |
5,597.5 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,002.3 |
5,943.7 |
5,684.9 |
|
R3 |
5,864.3 |
5,805.7 |
5,647.0 |
|
R2 |
5,726.3 |
5,726.3 |
5,634.3 |
|
R1 |
5,667.7 |
5,667.7 |
5,621.7 |
5,697.0 |
PP |
5,588.3 |
5,588.3 |
5,588.3 |
5,603.0 |
S1 |
5,529.7 |
5,529.7 |
5,596.4 |
5,559.0 |
S2 |
5,450.3 |
5,450.3 |
5,583.7 |
|
S3 |
5,312.3 |
5,391.7 |
5,571.1 |
|
S4 |
5,174.3 |
5,253.7 |
5,533.1 |
|
|
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 |
5,509.0 |
138.0 |
2.5% |
35.2 |
0.6% |
72% |
False |
False |
22,920 |
10 |
5,647.0 |
5,393.0 |
254.0 |
4.5% |
36.8 |
0.7% |
85% |
False |
False |
23,930 |
20 |
5,647.0 |
5,365.0 |
282.0 |
5.0% |
37.9 |
0.7% |
87% |
False |
False |
24,161 |
40 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
38.3 |
0.7% |
88% |
False |
False |
23,404 |
60 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
37.6 |
0.7% |
88% |
False |
False |
23,452 |
80 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
31.8 |
0.6% |
88% |
False |
False |
17,601 |
100 |
5,647.0 |
5,328.0 |
319.0 |
5.7% |
26.6 |
0.5% |
88% |
False |
False |
14,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,716.3 |
2.618 |
5,682.0 |
1.618 |
5,661.0 |
1.000 |
5,648.0 |
0.618 |
5,640.0 |
HIGH |
5,627.0 |
0.618 |
5,619.0 |
0.500 |
5,616.5 |
0.382 |
5,614.0 |
LOW |
5,606.0 |
0.618 |
5,593.0 |
1.000 |
5,585.0 |
1.618 |
5,572.0 |
2.618 |
5,551.0 |
4.250 |
5,516.8 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
5,616.5 |
5,608.8 |
PP |
5,614.0 |
5,608.7 |
S1 |
5,611.5 |
5,608.5 |
|