Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,934.00 |
1,932.25 |
-1.75 |
-0.1% |
1,919.50 |
High |
1,938.75 |
1,946.50 |
7.75 |
0.4% |
1,937.50 |
Low |
1,923.50 |
1,930.75 |
7.25 |
0.4% |
1,890.25 |
Close |
1,930.50 |
1,944.75 |
14.25 |
0.7% |
1,923.75 |
Range |
15.25 |
15.75 |
0.50 |
3.3% |
47.25 |
ATR |
19.81 |
19.54 |
-0.27 |
-1.4% |
0.00 |
Volume |
1,234,217 |
1,120,054 |
-114,163 |
-9.2% |
9,306,684 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,988.00 |
1,982.00 |
1,953.50 |
|
R3 |
1,972.25 |
1,966.25 |
1,949.00 |
|
R2 |
1,956.50 |
1,956.50 |
1,947.75 |
|
R1 |
1,950.50 |
1,950.50 |
1,946.25 |
1,953.50 |
PP |
1,940.75 |
1,940.75 |
1,940.75 |
1,942.00 |
S1 |
1,934.75 |
1,934.75 |
1,943.25 |
1,937.75 |
S2 |
1,925.00 |
1,925.00 |
1,941.75 |
|
S3 |
1,909.25 |
1,919.00 |
1,940.50 |
|
S4 |
1,893.50 |
1,903.25 |
1,936.00 |
|
|
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 |
1,946.50 |
1,890.25 |
56.25 |
2.9% |
22.50 |
1.2% |
97% |
True |
False |
1,478,410 |
10 |
1,965.50 |
1,890.25 |
75.25 |
3.9% |
24.50 |
1.3% |
72% |
False |
False |
1,849,863 |
20 |
1,985.75 |
1,890.25 |
95.50 |
4.9% |
20.75 |
1.1% |
57% |
False |
False |
1,690,708 |
40 |
1,985.75 |
1,890.25 |
95.50 |
4.9% |
17.00 |
0.9% |
57% |
False |
False |
1,529,359 |
60 |
1,985.75 |
1,857.50 |
128.25 |
6.6% |
15.50 |
0.8% |
68% |
False |
False |
1,129,490 |
80 |
1,985.75 |
1,836.75 |
149.00 |
7.7% |
15.75 |
0.8% |
72% |
False |
False |
847,871 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.7% |
16.75 |
0.9% |
78% |
False |
False |
678,908 |
120 |
1,985.75 |
1,796.50 |
189.25 |
9.7% |
17.00 |
0.9% |
78% |
False |
False |
565,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.50 |
2.618 |
1,987.75 |
1.618 |
1,972.00 |
1.000 |
1,962.25 |
0.618 |
1,956.25 |
HIGH |
1,946.50 |
0.618 |
1,940.50 |
0.500 |
1,938.50 |
0.382 |
1,936.75 |
LOW |
1,930.75 |
0.618 |
1,921.00 |
1.000 |
1,915.00 |
1.618 |
1,905.25 |
2.618 |
1,889.50 |
4.250 |
1,863.75 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,942.75 |
1,941.50 |
PP |
1,940.75 |
1,938.25 |
S1 |
1,938.50 |
1,935.00 |
|