Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
9,327.5 |
9,343.5 |
16.0 |
0.2% |
9,102.0 |
High |
9,342.0 |
9,407.5 |
65.5 |
0.7% |
9,326.0 |
Low |
9,245.5 |
9,276.5 |
31.0 |
0.3% |
9,042.5 |
Close |
9,314.5 |
9,394.0 |
79.5 |
0.9% |
9,074.0 |
Range |
96.5 |
131.0 |
34.5 |
35.8% |
283.5 |
ATR |
153.5 |
151.9 |
-1.6 |
-1.0% |
0.0 |
Volume |
85,534 |
102,184 |
16,650 |
19.5% |
502,426 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,752.3 |
9,704.2 |
9,466.1 |
|
R3 |
9,621.3 |
9,573.2 |
9,430.0 |
|
R2 |
9,490.3 |
9,490.3 |
9,418.0 |
|
R1 |
9,442.2 |
9,442.2 |
9,406.0 |
9,466.3 |
PP |
9,359.3 |
9,359.3 |
9,359.3 |
9,371.4 |
S1 |
9,311.2 |
9,311.2 |
9,382.0 |
9,335.3 |
S2 |
9,228.3 |
9,228.3 |
9,370.0 |
|
S3 |
9,097.3 |
9,180.2 |
9,358.0 |
|
S4 |
8,966.3 |
9,049.2 |
9,322.0 |
|
|
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 |
9,407.5 |
9,042.5 |
365.0 |
3.9% |
134.9 |
1.4% |
96% |
True |
False |
84,335 |
10 |
9,407.5 |
8,903.0 |
504.5 |
5.4% |
136.4 |
1.5% |
97% |
True |
False |
94,555 |
20 |
9,798.0 |
8,903.0 |
895.0 |
9.5% |
153.4 |
1.6% |
55% |
False |
False |
115,096 |
40 |
10,044.0 |
8,903.0 |
1,141.0 |
12.1% |
135.6 |
1.4% |
43% |
False |
False |
101,320 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.3% |
115.6 |
1.2% |
43% |
False |
False |
79,081 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.3% |
111.7 |
1.2% |
43% |
False |
False |
59,427 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.3% |
115.7 |
1.2% |
43% |
False |
False |
47,583 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.3% |
119.2 |
1.3% |
43% |
False |
False |
39,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,964.3 |
2.618 |
9,750.5 |
1.618 |
9,619.5 |
1.000 |
9,538.5 |
0.618 |
9,488.5 |
HIGH |
9,407.5 |
0.618 |
9,357.5 |
0.500 |
9,342.0 |
0.382 |
9,326.5 |
LOW |
9,276.5 |
0.618 |
9,195.5 |
1.000 |
9,145.5 |
1.618 |
9,064.5 |
2.618 |
8,933.5 |
4.250 |
8,719.8 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,376.7 |
9,371.5 |
PP |
9,359.3 |
9,349.0 |
S1 |
9,342.0 |
9,326.5 |
|