Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,923.50 |
1,934.00 |
10.50 |
0.5% |
1,919.50 |
High |
1,941.00 |
1,938.75 |
-2.25 |
-0.1% |
1,937.50 |
Low |
1,923.25 |
1,923.50 |
0.25 |
0.0% |
1,890.25 |
Close |
1,932.50 |
1,930.50 |
-2.00 |
-0.1% |
1,923.75 |
Range |
17.75 |
15.25 |
-2.50 |
-14.1% |
47.25 |
ATR |
20.16 |
19.81 |
-0.35 |
-1.7% |
0.00 |
Volume |
1,178,957 |
1,234,217 |
55,260 |
4.7% |
9,306,684 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.75 |
1,968.75 |
1,939.00 |
|
R3 |
1,961.50 |
1,953.50 |
1,934.75 |
|
R2 |
1,946.25 |
1,946.25 |
1,933.25 |
|
R1 |
1,938.25 |
1,938.25 |
1,932.00 |
1,934.50 |
PP |
1,931.00 |
1,931.00 |
1,931.00 |
1,929.00 |
S1 |
1,923.00 |
1,923.00 |
1,929.00 |
1,919.50 |
S2 |
1,915.75 |
1,915.75 |
1,927.75 |
|
S3 |
1,900.50 |
1,907.75 |
1,926.25 |
|
S4 |
1,885.25 |
1,892.50 |
1,922.00 |
|
|
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% |
23.50 |
1.2% |
79% |
False |
False |
1,595,445 |
10 |
1,974.25 |
1,890.25 |
84.00 |
4.4% |
24.75 |
1.3% |
48% |
False |
False |
1,914,754 |
20 |
1,985.75 |
1,890.25 |
95.50 |
4.9% |
20.50 |
1.1% |
42% |
False |
False |
1,700,725 |
40 |
1,985.75 |
1,890.25 |
95.50 |
4.9% |
17.00 |
0.9% |
42% |
False |
False |
1,546,788 |
60 |
1,985.75 |
1,857.50 |
128.25 |
6.6% |
15.50 |
0.8% |
57% |
False |
False |
1,110,904 |
80 |
1,985.75 |
1,836.75 |
149.00 |
7.7% |
15.75 |
0.8% |
63% |
False |
False |
833,930 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.8% |
16.75 |
0.9% |
71% |
False |
False |
667,716 |
120 |
1,985.75 |
1,796.50 |
189.25 |
9.8% |
17.00 |
0.9% |
71% |
False |
False |
556,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,003.50 |
2.618 |
1,978.75 |
1.618 |
1,963.50 |
1.000 |
1,954.00 |
0.618 |
1,948.25 |
HIGH |
1,938.75 |
0.618 |
1,933.00 |
0.500 |
1,931.00 |
0.382 |
1,929.25 |
LOW |
1,923.50 |
0.618 |
1,914.00 |
1.000 |
1,908.25 |
1.618 |
1,898.75 |
2.618 |
1,883.50 |
4.250 |
1,858.75 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,931.00 |
1,925.50 |
PP |
1,931.00 |
1,920.50 |
S1 |
1,930.75 |
1,915.50 |
|