Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,905.25 |
1,923.50 |
18.25 |
1.0% |
1,919.50 |
High |
1,928.25 |
1,941.00 |
12.75 |
0.7% |
1,937.50 |
Low |
1,890.25 |
1,923.25 |
33.00 |
1.7% |
1,890.25 |
Close |
1,923.75 |
1,932.50 |
8.75 |
0.5% |
1,923.75 |
Range |
38.00 |
17.75 |
-20.25 |
-53.3% |
47.25 |
ATR |
20.35 |
20.16 |
-0.19 |
-0.9% |
0.00 |
Volume |
1,904,778 |
1,178,957 |
-725,821 |
-38.1% |
9,306,684 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.50 |
1,976.75 |
1,942.25 |
|
R3 |
1,967.75 |
1,959.00 |
1,937.50 |
|
R2 |
1,950.00 |
1,950.00 |
1,935.75 |
|
R1 |
1,941.25 |
1,941.25 |
1,934.25 |
1,945.50 |
PP |
1,932.25 |
1,932.25 |
1,932.25 |
1,934.50 |
S1 |
1,923.50 |
1,923.50 |
1,930.75 |
1,928.00 |
S2 |
1,914.50 |
1,914.50 |
1,929.25 |
|
S3 |
1,896.75 |
1,905.75 |
1,927.50 |
|
S4 |
1,879.00 |
1,888.00 |
1,922.75 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,059.00 |
2,038.50 |
1,949.75 |
|
R3 |
2,011.75 |
1,991.25 |
1,936.75 |
|
R2 |
1,964.50 |
1,964.50 |
1,932.50 |
|
R1 |
1,944.00 |
1,944.00 |
1,928.00 |
1,954.25 |
PP |
1,917.25 |
1,917.25 |
1,917.25 |
1,922.25 |
S1 |
1,896.75 |
1,896.75 |
1,919.50 |
1,907.00 |
S2 |
1,870.00 |
1,870.00 |
1,915.00 |
|
S3 |
1,822.75 |
1,849.50 |
1,910.75 |
|
S4 |
1,775.50 |
1,802.25 |
1,897.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,941.00 |
1,890.25 |
50.75 |
2.6% |
25.50 |
1.3% |
83% |
True |
False |
1,776,057 |
10 |
1,979.50 |
1,890.25 |
89.25 |
4.6% |
25.00 |
1.3% |
47% |
False |
False |
1,942,242 |
20 |
1,985.75 |
1,890.25 |
95.50 |
4.9% |
20.75 |
1.1% |
44% |
False |
False |
1,734,295 |
40 |
1,985.75 |
1,890.25 |
95.50 |
4.9% |
17.00 |
0.9% |
44% |
False |
False |
1,559,422 |
60 |
1,985.75 |
1,854.00 |
131.75 |
6.8% |
15.50 |
0.8% |
60% |
False |
False |
1,090,397 |
80 |
1,985.75 |
1,836.75 |
149.00 |
7.7% |
15.75 |
0.8% |
64% |
False |
False |
818,534 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.8% |
17.00 |
0.9% |
72% |
False |
False |
655,381 |
120 |
1,985.75 |
1,796.50 |
189.25 |
9.8% |
17.00 |
0.9% |
72% |
False |
False |
546,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,016.50 |
2.618 |
1,987.50 |
1.618 |
1,969.75 |
1.000 |
1,958.75 |
0.618 |
1,952.00 |
HIGH |
1,941.00 |
0.618 |
1,934.25 |
0.500 |
1,932.00 |
0.382 |
1,930.00 |
LOW |
1,923.25 |
0.618 |
1,912.25 |
1.000 |
1,905.50 |
1.618 |
1,894.50 |
2.618 |
1,876.75 |
4.250 |
1,847.75 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,932.50 |
1,927.00 |
PP |
1,932.25 |
1,921.25 |
S1 |
1,932.00 |
1,915.50 |
|