Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
9,102.0 |
9,173.0 |
71.0 |
0.8% |
9,226.5 |
High |
9,201.0 |
9,182.0 |
-19.0 |
-0.2% |
9,263.0 |
Low |
9,087.0 |
9,047.0 |
-40.0 |
-0.4% |
8,903.0 |
Close |
9,186.5 |
9,070.5 |
-116.0 |
-1.3% |
9,014.5 |
Range |
114.0 |
135.0 |
21.0 |
18.4% |
360.0 |
ATR |
154.1 |
153.1 |
-1.0 |
-0.7% |
0.0 |
Volume |
100,785 |
92,109 |
-8,676 |
-8.6% |
692,888 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,504.8 |
9,422.7 |
9,144.8 |
|
R3 |
9,369.8 |
9,287.7 |
9,107.6 |
|
R2 |
9,234.8 |
9,234.8 |
9,095.3 |
|
R1 |
9,152.7 |
9,152.7 |
9,082.9 |
9,126.3 |
PP |
9,099.8 |
9,099.8 |
9,099.8 |
9,086.6 |
S1 |
9,017.7 |
9,017.7 |
9,058.1 |
8,991.3 |
S2 |
8,964.8 |
8,964.8 |
9,045.8 |
|
S3 |
8,829.8 |
8,882.7 |
9,033.4 |
|
S4 |
8,694.8 |
8,747.7 |
8,996.3 |
|
|
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 |
9,201.0 |
8,903.0 |
298.0 |
3.3% |
156.5 |
1.7% |
56% |
False |
False |
122,904 |
10 |
9,710.0 |
8,903.0 |
807.0 |
8.9% |
170.7 |
1.9% |
21% |
False |
False |
135,006 |
20 |
9,877.0 |
8,903.0 |
974.0 |
10.7% |
152.4 |
1.7% |
17% |
False |
False |
116,359 |
40 |
10,056.0 |
8,903.0 |
1,153.0 |
12.7% |
127.5 |
1.4% |
15% |
False |
False |
98,767 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.7% |
110.0 |
1.2% |
15% |
False |
False |
68,277 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.7% |
113.3 |
1.2% |
15% |
False |
False |
51,287 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.7% |
115.2 |
1.3% |
15% |
False |
False |
41,074 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.7% |
117.3 |
1.3% |
15% |
False |
False |
34,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,755.8 |
2.618 |
9,535.4 |
1.618 |
9,400.4 |
1.000 |
9,317.0 |
0.618 |
9,265.4 |
HIGH |
9,182.0 |
0.618 |
9,130.4 |
0.500 |
9,114.5 |
0.382 |
9,098.6 |
LOW |
9,047.0 |
0.618 |
8,963.6 |
1.000 |
8,912.0 |
1.618 |
8,828.6 |
2.618 |
8,693.6 |
4.250 |
8,473.3 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,114.5 |
9,064.3 |
PP |
9,099.8 |
9,058.2 |
S1 |
9,085.2 |
9,052.0 |
|