Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
9,099.0 |
9,210.5 |
111.5 |
1.2% |
9,226.5 |
High |
9,215.5 |
9,266.0 |
50.5 |
0.5% |
9,263.0 |
Low |
9,099.0 |
9,141.0 |
42.0 |
0.5% |
8,903.0 |
Close |
9,210.0 |
9,228.5 |
18.5 |
0.2% |
9,014.5 |
Range |
116.5 |
125.0 |
8.5 |
7.3% |
360.0 |
ATR |
152.5 |
150.6 |
-2.0 |
-1.3% |
0.0 |
Volume |
96,482 |
134,195 |
37,713 |
39.1% |
692,888 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,586.8 |
9,532.7 |
9,297.3 |
|
R3 |
9,461.8 |
9,407.7 |
9,262.9 |
|
R2 |
9,336.8 |
9,336.8 |
9,251.4 |
|
R1 |
9,282.7 |
9,282.7 |
9,240.0 |
9,309.8 |
PP |
9,211.8 |
9,211.8 |
9,211.8 |
9,225.4 |
S1 |
9,157.7 |
9,157.7 |
9,217.0 |
9,184.8 |
S2 |
9,086.8 |
9,086.8 |
9,205.6 |
|
S3 |
8,961.8 |
9,032.7 |
9,194.1 |
|
S4 |
8,836.8 |
8,907.7 |
9,159.8 |
|
|
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 |
9,266.0 |
8,903.0 |
363.0 |
3.9% |
137.8 |
1.5% |
90% |
True |
False |
104,775 |
10 |
9,409.5 |
8,903.0 |
506.5 |
5.5% |
157.3 |
1.7% |
64% |
False |
False |
125,010 |
20 |
9,819.0 |
8,903.0 |
916.0 |
9.9% |
149.0 |
1.6% |
36% |
False |
False |
116,676 |
40 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
128.4 |
1.4% |
28% |
False |
False |
101,305 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
110.4 |
1.2% |
28% |
False |
False |
72,077 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
111.8 |
1.2% |
28% |
False |
False |
54,167 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
115.5 |
1.3% |
28% |
False |
False |
43,378 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.5% |
117.9 |
1.3% |
28% |
False |
False |
36,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,797.3 |
2.618 |
9,593.3 |
1.618 |
9,468.3 |
1.000 |
9,391.0 |
0.618 |
9,343.3 |
HIGH |
9,266.0 |
0.618 |
9,218.3 |
0.500 |
9,203.5 |
0.382 |
9,188.8 |
LOW |
9,141.0 |
0.618 |
9,063.8 |
1.000 |
9,016.0 |
1.618 |
8,938.8 |
2.618 |
8,813.8 |
4.250 |
8,609.8 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,220.2 |
9,204.5 |
PP |
9,211.8 |
9,180.5 |
S1 |
9,203.5 |
9,156.5 |
|