Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
9,343.5 |
9,388.5 |
45.0 |
0.5% |
9,222.0 |
High |
9,407.5 |
9,415.5 |
8.0 |
0.1% |
9,415.5 |
Low |
9,276.5 |
9,288.0 |
11.5 |
0.1% |
9,191.5 |
Close |
9,394.0 |
9,347.5 |
-46.5 |
-0.5% |
9,347.5 |
Range |
131.0 |
127.5 |
-3.5 |
-2.7% |
224.0 |
ATR |
151.9 |
150.2 |
-1.7 |
-1.1% |
0.0 |
Volume |
102,184 |
68,793 |
-33,391 |
-32.7% |
411,614 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,732.8 |
9,667.7 |
9,417.6 |
|
R3 |
9,605.3 |
9,540.2 |
9,382.6 |
|
R2 |
9,477.8 |
9,477.8 |
9,370.9 |
|
R1 |
9,412.7 |
9,412.7 |
9,359.2 |
9,381.5 |
PP |
9,350.3 |
9,350.3 |
9,350.3 |
9,334.8 |
S1 |
9,285.2 |
9,285.2 |
9,335.8 |
9,254.0 |
S2 |
9,222.8 |
9,222.8 |
9,324.1 |
|
S3 |
9,095.3 |
9,157.7 |
9,312.4 |
|
S4 |
8,967.8 |
9,030.2 |
9,277.4 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,990.2 |
9,892.8 |
9,470.7 |
|
R3 |
9,766.2 |
9,668.8 |
9,409.1 |
|
R2 |
9,542.2 |
9,542.2 |
9,388.6 |
|
R1 |
9,444.8 |
9,444.8 |
9,368.0 |
9,493.5 |
PP |
9,318.2 |
9,318.2 |
9,318.2 |
9,342.5 |
S1 |
9,220.8 |
9,220.8 |
9,327.0 |
9,269.5 |
S2 |
9,094.2 |
9,094.2 |
9,306.4 |
|
S3 |
8,870.2 |
8,996.8 |
9,285.9 |
|
S4 |
8,646.2 |
8,772.8 |
9,224.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,415.5 |
9,191.5 |
224.0 |
2.4% |
103.7 |
1.1% |
70% |
True |
False |
82,322 |
10 |
9,415.5 |
9,042.5 |
373.0 |
4.0% |
129.3 |
1.4% |
82% |
True |
False |
91,404 |
20 |
9,710.0 |
8,903.0 |
807.0 |
8.6% |
151.0 |
1.6% |
55% |
False |
False |
113,562 |
40 |
10,044.0 |
8,903.0 |
1,141.0 |
12.2% |
134.9 |
1.4% |
39% |
False |
False |
101,481 |
60 |
10,056.0 |
8,903.0 |
1,153.0 |
12.3% |
117.0 |
1.3% |
39% |
False |
False |
80,224 |
80 |
10,056.0 |
8,903.0 |
1,153.0 |
12.3% |
112.6 |
1.2% |
39% |
False |
False |
60,283 |
100 |
10,056.0 |
8,903.0 |
1,153.0 |
12.3% |
116.2 |
1.2% |
39% |
False |
False |
48,269 |
120 |
10,056.0 |
8,903.0 |
1,153.0 |
12.3% |
118.4 |
1.3% |
39% |
False |
False |
40,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,957.4 |
2.618 |
9,749.3 |
1.618 |
9,621.8 |
1.000 |
9,543.0 |
0.618 |
9,494.3 |
HIGH |
9,415.5 |
0.618 |
9,366.8 |
0.500 |
9,351.8 |
0.382 |
9,336.7 |
LOW |
9,288.0 |
0.618 |
9,209.2 |
1.000 |
9,160.5 |
1.618 |
9,081.7 |
2.618 |
8,954.2 |
4.250 |
8,746.1 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
9,351.8 |
9,341.8 |
PP |
9,350.3 |
9,336.2 |
S1 |
9,348.9 |
9,330.5 |
|