Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
9,210.5 |
9,244.5 |
34.0 |
0.4% |
9,102.0 |
High |
9,266.0 |
9,326.0 |
60.0 |
0.6% |
9,326.0 |
Low |
9,141.0 |
9,042.5 |
-98.5 |
-1.1% |
9,042.5 |
Close |
9,228.5 |
9,074.0 |
-154.5 |
-1.7% |
9,074.0 |
Range |
125.0 |
283.5 |
158.5 |
126.8% |
283.5 |
ATR |
150.6 |
160.0 |
9.5 |
6.3% |
0.0 |
Volume |
134,195 |
78,855 |
-55,340 |
-41.2% |
502,426 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,998.0 |
9,819.5 |
9,229.9 |
|
R3 |
9,714.5 |
9,536.0 |
9,152.0 |
|
R2 |
9,431.0 |
9,431.0 |
9,126.0 |
|
R1 |
9,252.5 |
9,252.5 |
9,100.0 |
9,200.0 |
PP |
9,147.5 |
9,147.5 |
9,147.5 |
9,121.3 |
S1 |
8,969.0 |
8,969.0 |
9,048.0 |
8,916.5 |
S2 |
8,864.0 |
8,864.0 |
9,022.0 |
|
S3 |
8,580.5 |
8,685.5 |
8,996.0 |
|
S4 |
8,297.0 |
8,402.0 |
8,918.1 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,998.0 |
9,819.5 |
9,229.9 |
|
R3 |
9,714.5 |
9,536.0 |
9,152.0 |
|
R2 |
9,431.0 |
9,431.0 |
9,126.0 |
|
R1 |
9,252.5 |
9,252.5 |
9,100.0 |
9,200.0 |
PP |
9,147.5 |
9,147.5 |
9,147.5 |
9,121.3 |
S1 |
8,969.0 |
8,969.0 |
9,048.0 |
8,916.5 |
S2 |
8,864.0 |
8,864.0 |
9,022.0 |
|
S3 |
8,580.5 |
8,685.5 |
8,996.0 |
|
S4 |
8,297.0 |
8,402.0 |
8,918.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,326.0 |
9,042.5 |
283.5 |
3.1% |
154.8 |
1.7% |
11% |
True |
True |
100,485 |
10 |
9,326.0 |
8,903.0 |
423.0 |
4.7% |
159.9 |
1.8% |
40% |
True |
False |
119,531 |
20 |
9,819.0 |
8,903.0 |
916.0 |
10.1% |
158.3 |
1.7% |
19% |
False |
False |
115,641 |
40 |
10,056.0 |
8,903.0 |
1,153.0 |
12.7% |
134.7 |
1.5% |
15% |
False |
False |
101,387 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.7% |
114.3 |
1.3% |
15% |
False |
False |
73,388 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.7% |
114.5 |
1.3% |
15% |
False |
False |
55,151 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.7% |
116.5 |
1.3% |
15% |
False |
False |
44,164 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.7% |
119.4 |
1.3% |
15% |
False |
False |
36,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,530.9 |
2.618 |
10,068.2 |
1.618 |
9,784.7 |
1.000 |
9,609.5 |
0.618 |
9,501.2 |
HIGH |
9,326.0 |
0.618 |
9,217.7 |
0.500 |
9,184.3 |
0.382 |
9,150.8 |
LOW |
9,042.5 |
0.618 |
8,867.3 |
1.000 |
8,759.0 |
1.618 |
8,583.8 |
2.618 |
8,300.3 |
4.250 |
7,837.6 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,184.3 |
9,184.3 |
PP |
9,147.5 |
9,147.5 |
S1 |
9,110.8 |
9,110.8 |
|