Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
8,950.0 |
9,102.0 |
152.0 |
1.7% |
9,226.5 |
High |
9,101.5 |
9,201.0 |
99.5 |
1.1% |
9,263.0 |
Low |
8,903.0 |
9,087.0 |
184.0 |
2.1% |
8,903.0 |
Close |
9,014.5 |
9,186.5 |
172.0 |
1.9% |
9,014.5 |
Range |
198.5 |
114.0 |
-84.5 |
-42.6% |
360.0 |
ATR |
151.7 |
154.1 |
2.5 |
1.6% |
0.0 |
Volume |
100,308 |
100,785 |
477 |
0.5% |
692,888 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,500.2 |
9,457.3 |
9,249.2 |
|
R3 |
9,386.2 |
9,343.3 |
9,217.9 |
|
R2 |
9,272.2 |
9,272.2 |
9,207.4 |
|
R1 |
9,229.3 |
9,229.3 |
9,197.0 |
9,250.8 |
PP |
9,158.2 |
9,158.2 |
9,158.2 |
9,168.9 |
S1 |
9,115.3 |
9,115.3 |
9,176.1 |
9,136.8 |
S2 |
9,044.2 |
9,044.2 |
9,165.6 |
|
S3 |
8,930.2 |
9,001.3 |
9,155.2 |
|
S4 |
8,816.2 |
8,887.3 |
9,123.8 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,140.2 |
9,937.3 |
9,212.5 |
|
R3 |
9,780.2 |
9,577.3 |
9,113.5 |
|
R2 |
9,420.2 |
9,420.2 |
9,080.5 |
|
R1 |
9,217.3 |
9,217.3 |
9,047.5 |
9,138.8 |
PP |
9,060.2 |
9,060.2 |
9,060.2 |
9,020.9 |
S1 |
8,857.3 |
8,857.3 |
8,981.5 |
8,778.8 |
S2 |
8,700.2 |
8,700.2 |
8,948.5 |
|
S3 |
8,340.2 |
8,497.3 |
8,915.5 |
|
S4 |
7,980.2 |
8,137.3 |
8,816.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,239.5 |
8,903.0 |
336.5 |
3.7% |
161.3 |
1.8% |
84% |
False |
False |
133,161 |
10 |
9,710.0 |
8,903.0 |
807.0 |
8.8% |
169.3 |
1.8% |
35% |
False |
False |
136,221 |
20 |
9,877.0 |
8,903.0 |
974.0 |
10.6% |
150.8 |
1.6% |
29% |
False |
False |
116,177 |
40 |
10,056.0 |
8,903.0 |
1,153.0 |
12.6% |
125.5 |
1.4% |
25% |
False |
False |
98,245 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.6% |
110.0 |
1.2% |
25% |
False |
False |
66,747 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.6% |
113.1 |
1.2% |
25% |
False |
False |
50,138 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.6% |
115.1 |
1.3% |
25% |
False |
False |
40,153 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.6% |
116.9 |
1.3% |
25% |
False |
False |
33,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,685.5 |
2.618 |
9,499.5 |
1.618 |
9,385.5 |
1.000 |
9,315.0 |
0.618 |
9,271.5 |
HIGH |
9,201.0 |
0.618 |
9,157.5 |
0.500 |
9,144.0 |
0.382 |
9,130.5 |
LOW |
9,087.0 |
0.618 |
9,016.5 |
1.000 |
8,973.0 |
1.618 |
8,902.5 |
2.618 |
8,788.5 |
4.250 |
8,602.5 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,172.3 |
9,141.7 |
PP |
9,158.2 |
9,096.8 |
S1 |
9,144.0 |
9,052.0 |
|