Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
9,271.5 |
9,327.5 |
56.0 |
0.6% |
9,102.0 |
High |
9,353.0 |
9,342.0 |
-11.0 |
-0.1% |
9,326.0 |
Low |
9,268.0 |
9,245.5 |
-22.5 |
-0.2% |
9,042.5 |
Close |
9,338.0 |
9,314.5 |
-23.5 |
-0.3% |
9,074.0 |
Range |
85.0 |
96.5 |
11.5 |
13.5% |
283.5 |
ATR |
157.9 |
153.5 |
-4.4 |
-2.8% |
0.0 |
Volume |
84,129 |
85,534 |
1,405 |
1.7% |
502,426 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,590.2 |
9,548.8 |
9,367.6 |
|
R3 |
9,493.7 |
9,452.3 |
9,341.0 |
|
R2 |
9,397.2 |
9,397.2 |
9,332.2 |
|
R1 |
9,355.8 |
9,355.8 |
9,323.3 |
9,328.3 |
PP |
9,300.7 |
9,300.7 |
9,300.7 |
9,286.9 |
S1 |
9,259.3 |
9,259.3 |
9,305.7 |
9,231.8 |
S2 |
9,204.2 |
9,204.2 |
9,296.8 |
|
S3 |
9,107.7 |
9,162.8 |
9,288.0 |
|
S4 |
9,011.2 |
9,066.3 |
9,261.4 |
|
|
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% |
133.7 |
1.4% |
88% |
False |
False |
90,737 |
10 |
9,353.0 |
8,903.0 |
450.0 |
4.8% |
143.0 |
1.5% |
91% |
False |
False |
99,866 |
20 |
9,819.0 |
8,903.0 |
916.0 |
9.8% |
154.1 |
1.7% |
45% |
False |
False |
114,960 |
40 |
10,044.0 |
8,903.0 |
1,141.0 |
12.2% |
134.4 |
1.4% |
36% |
False |
False |
101,164 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.4% |
114.4 |
1.2% |
36% |
False |
False |
77,383 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.4% |
111.6 |
1.2% |
36% |
False |
False |
58,152 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.4% |
115.6 |
1.2% |
36% |
False |
False |
46,561 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.4% |
119.2 |
1.3% |
36% |
False |
False |
38,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,752.1 |
2.618 |
9,594.6 |
1.618 |
9,498.1 |
1.000 |
9,438.5 |
0.618 |
9,401.6 |
HIGH |
9,342.0 |
0.618 |
9,305.1 |
0.500 |
9,293.8 |
0.382 |
9,282.4 |
LOW |
9,245.5 |
0.618 |
9,185.9 |
1.000 |
9,149.0 |
1.618 |
9,089.4 |
2.618 |
8,992.9 |
4.250 |
8,835.4 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,307.6 |
9,300.4 |
PP |
9,300.7 |
9,286.3 |
S1 |
9,293.8 |
9,272.3 |
|