Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
9,222.0 |
9,271.5 |
49.5 |
0.5% |
9,102.0 |
High |
9,270.0 |
9,353.0 |
83.0 |
0.9% |
9,326.0 |
Low |
9,191.5 |
9,268.0 |
76.5 |
0.8% |
9,042.5 |
Close |
9,256.0 |
9,338.0 |
82.0 |
0.9% |
9,074.0 |
Range |
78.5 |
85.0 |
6.5 |
8.3% |
283.5 |
ATR |
162.6 |
157.9 |
-4.7 |
-2.9% |
0.0 |
Volume |
70,974 |
84,129 |
13,155 |
18.5% |
502,426 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,574.7 |
9,541.3 |
9,384.8 |
|
R3 |
9,489.7 |
9,456.3 |
9,361.4 |
|
R2 |
9,404.7 |
9,404.7 |
9,353.6 |
|
R1 |
9,371.3 |
9,371.3 |
9,345.8 |
9,388.0 |
PP |
9,319.7 |
9,319.7 |
9,319.7 |
9,328.0 |
S1 |
9,286.3 |
9,286.3 |
9,330.2 |
9,303.0 |
S2 |
9,234.7 |
9,234.7 |
9,322.4 |
|
S3 |
9,149.7 |
9,201.3 |
9,314.6 |
|
S4 |
9,064.7 |
9,116.3 |
9,291.3 |
|
|
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 |
9,353.0 |
9,042.5 |
310.5 |
3.3% |
137.7 |
1.5% |
95% |
True |
False |
92,927 |
10 |
9,353.0 |
8,903.0 |
450.0 |
4.8% |
147.1 |
1.6% |
97% |
True |
False |
107,915 |
20 |
9,819.0 |
8,903.0 |
916.0 |
9.8% |
154.7 |
1.7% |
47% |
False |
False |
115,291 |
40 |
10,044.0 |
8,903.0 |
1,141.0 |
12.2% |
133.4 |
1.4% |
38% |
False |
False |
101,301 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.3% |
114.1 |
1.2% |
38% |
False |
False |
75,966 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.3% |
111.9 |
1.2% |
38% |
False |
False |
57,085 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.3% |
115.3 |
1.2% |
38% |
False |
False |
45,712 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.3% |
119.4 |
1.3% |
38% |
False |
False |
38,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,714.3 |
2.618 |
9,575.5 |
1.618 |
9,490.5 |
1.000 |
9,438.0 |
0.618 |
9,405.5 |
HIGH |
9,353.0 |
0.618 |
9,320.5 |
0.500 |
9,310.5 |
0.382 |
9,300.5 |
LOW |
9,268.0 |
0.618 |
9,215.5 |
1.000 |
9,183.0 |
1.618 |
9,130.5 |
2.618 |
9,045.5 |
4.250 |
8,906.8 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,328.8 |
9,291.3 |
PP |
9,319.7 |
9,244.5 |
S1 |
9,310.5 |
9,197.8 |
|