Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
9,173.0 |
9,099.0 |
-74.0 |
-0.8% |
9,226.5 |
High |
9,182.0 |
9,215.5 |
33.5 |
0.4% |
9,263.0 |
Low |
9,047.0 |
9,099.0 |
52.0 |
0.6% |
8,903.0 |
Close |
9,070.5 |
9,210.0 |
139.5 |
1.5% |
9,014.5 |
Range |
135.0 |
116.5 |
-18.5 |
-13.7% |
360.0 |
ATR |
153.1 |
152.5 |
-0.6 |
-0.4% |
0.0 |
Volume |
92,109 |
96,482 |
4,373 |
4.7% |
692,888 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,524.3 |
9,483.7 |
9,274.1 |
|
R3 |
9,407.8 |
9,367.2 |
9,242.0 |
|
R2 |
9,291.3 |
9,291.3 |
9,231.4 |
|
R1 |
9,250.7 |
9,250.7 |
9,220.7 |
9,271.0 |
PP |
9,174.8 |
9,174.8 |
9,174.8 |
9,185.0 |
S1 |
9,134.2 |
9,134.2 |
9,199.3 |
9,154.5 |
S2 |
9,058.3 |
9,058.3 |
9,188.6 |
|
S3 |
8,941.8 |
9,017.7 |
9,178.0 |
|
S4 |
8,825.3 |
8,901.2 |
9,145.9 |
|
|
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 |
9,215.5 |
8,903.0 |
312.5 |
3.4% |
152.3 |
1.7% |
98% |
True |
False |
108,995 |
10 |
9,607.5 |
8,903.0 |
704.5 |
7.6% |
168.8 |
1.8% |
44% |
False |
False |
128,399 |
20 |
9,853.0 |
8,903.0 |
950.0 |
10.3% |
151.1 |
1.6% |
32% |
False |
False |
114,999 |
40 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
127.4 |
1.4% |
27% |
False |
False |
99,187 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
110.4 |
1.2% |
27% |
False |
False |
69,854 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
112.4 |
1.2% |
27% |
False |
False |
52,491 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
115.1 |
1.3% |
27% |
False |
False |
42,037 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
117.4 |
1.3% |
27% |
False |
False |
35,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,710.6 |
2.618 |
9,520.5 |
1.618 |
9,404.0 |
1.000 |
9,332.0 |
0.618 |
9,287.5 |
HIGH |
9,215.5 |
0.618 |
9,171.0 |
0.500 |
9,157.3 |
0.382 |
9,143.5 |
LOW |
9,099.0 |
0.618 |
9,027.0 |
1.000 |
8,982.5 |
1.618 |
8,910.5 |
2.618 |
8,794.0 |
4.250 |
8,603.9 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,192.4 |
9,183.8 |
PP |
9,174.8 |
9,157.5 |
S1 |
9,157.3 |
9,131.3 |
|