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 |
1,140.6 |
1,143.3 |
2.7 |
0.2% |
1,126.2 |
High |
1,144.0 |
1,152.5 |
8.5 |
0.7% |
1,152.5 |
Low |
1,136.1 |
1,127.9 |
-8.2 |
-0.7% |
1,125.5 |
Close |
1,143.4 |
1,140.8 |
-2.6 |
-0.2% |
1,140.8 |
Range |
7.9 |
24.6 |
16.7 |
211.4% |
27.0 |
ATR |
16.9 |
17.5 |
0.5 |
3.3% |
0.0 |
Volume |
72,921 |
153,510 |
80,589 |
110.5% |
536,684 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,214.3 |
1,202.0 |
1,154.3 |
|
R3 |
1,189.5 |
1,177.5 |
1,147.5 |
|
R2 |
1,165.0 |
1,165.0 |
1,145.3 |
|
R1 |
1,153.0 |
1,153.0 |
1,143.0 |
1,146.8 |
PP |
1,140.5 |
1,140.5 |
1,140.5 |
1,137.3 |
S1 |
1,128.3 |
1,128.3 |
1,138.5 |
1,122.0 |
S2 |
1,115.8 |
1,115.8 |
1,136.3 |
|
S3 |
1,091.3 |
1,103.8 |
1,134.0 |
|
S4 |
1,066.5 |
1,079.0 |
1,127.3 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,220.5 |
1,207.8 |
1,155.8 |
|
R3 |
1,193.5 |
1,180.8 |
1,148.3 |
|
R2 |
1,166.5 |
1,166.5 |
1,145.8 |
|
R1 |
1,153.8 |
1,153.8 |
1,143.3 |
1,160.3 |
PP |
1,139.5 |
1,139.5 |
1,139.5 |
1,142.8 |
S1 |
1,126.8 |
1,126.8 |
1,138.3 |
1,133.3 |
S2 |
1,112.5 |
1,112.5 |
1,135.8 |
|
S3 |
1,085.5 |
1,099.8 |
1,133.5 |
|
S4 |
1,058.5 |
1,072.8 |
1,126.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,152.5 |
1,125.5 |
27.0 |
2.4% |
16.3 |
1.4% |
57% |
True |
False |
107,336 |
10 |
1,152.5 |
1,103.4 |
49.1 |
4.3% |
18.0 |
1.6% |
76% |
True |
False |
122,251 |
20 |
1,161.6 |
1,103.1 |
58.5 |
5.1% |
17.0 |
1.5% |
64% |
False |
False |
123,843 |
40 |
1,210.7 |
1,103.1 |
107.6 |
9.4% |
17.3 |
1.5% |
35% |
False |
False |
120,800 |
60 |
1,210.7 |
1,099.1 |
111.6 |
9.8% |
16.3 |
1.4% |
37% |
False |
False |
95,070 |
80 |
1,210.7 |
1,080.0 |
130.7 |
11.5% |
13.0 |
1.1% |
47% |
False |
False |
71,319 |
100 |
1,210.7 |
1,080.0 |
130.7 |
11.5% |
10.8 |
0.9% |
47% |
False |
False |
57,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,257.0 |
2.618 |
1,217.0 |
1.618 |
1,192.3 |
1.000 |
1,177.0 |
0.618 |
1,167.8 |
HIGH |
1,152.5 |
0.618 |
1,143.0 |
0.500 |
1,140.3 |
0.382 |
1,137.3 |
LOW |
1,128.0 |
0.618 |
1,112.8 |
1.000 |
1,103.3 |
1.618 |
1,088.0 |
2.618 |
1,063.5 |
4.250 |
1,023.3 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,140.5 |
1,140.5 |
PP |
1,140.5 |
1,140.5 |
S1 |
1,140.3 |
1,140.3 |
|