Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,932.25 |
1,946.00 |
13.75 |
0.7% |
1,919.50 |
High |
1,946.50 |
1,955.00 |
8.50 |
0.4% |
1,937.50 |
Low |
1,930.75 |
1,942.00 |
11.25 |
0.6% |
1,890.25 |
Close |
1,944.75 |
1,953.50 |
8.75 |
0.4% |
1,923.75 |
Range |
15.75 |
13.00 |
-2.75 |
-17.5% |
47.25 |
ATR |
19.54 |
19.07 |
-0.47 |
-2.4% |
0.00 |
Volume |
1,120,054 |
967,191 |
-152,863 |
-13.6% |
9,306,684 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,989.25 |
1,984.25 |
1,960.75 |
|
R3 |
1,976.25 |
1,971.25 |
1,957.00 |
|
R2 |
1,963.25 |
1,963.25 |
1,956.00 |
|
R1 |
1,958.25 |
1,958.25 |
1,954.75 |
1,960.75 |
PP |
1,950.25 |
1,950.25 |
1,950.25 |
1,951.50 |
S1 |
1,945.25 |
1,945.25 |
1,952.25 |
1,947.75 |
S2 |
1,937.25 |
1,937.25 |
1,951.00 |
|
S3 |
1,924.25 |
1,932.25 |
1,950.00 |
|
S4 |
1,911.25 |
1,919.25 |
1,946.25 |
|
|
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 |
1,955.00 |
1,890.25 |
64.75 |
3.3% |
20.00 |
1.0% |
98% |
True |
False |
1,281,039 |
10 |
1,955.00 |
1,890.25 |
64.75 |
3.3% |
21.75 |
1.1% |
98% |
True |
False |
1,669,342 |
20 |
1,985.75 |
1,890.25 |
95.50 |
4.9% |
20.00 |
1.0% |
66% |
False |
False |
1,616,990 |
40 |
1,985.75 |
1,890.25 |
95.50 |
4.9% |
17.00 |
0.9% |
66% |
False |
False |
1,509,561 |
60 |
1,985.75 |
1,859.25 |
126.50 |
6.5% |
15.50 |
0.8% |
75% |
False |
False |
1,145,548 |
80 |
1,985.75 |
1,836.75 |
149.00 |
7.6% |
15.75 |
0.8% |
78% |
False |
False |
859,941 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.7% |
16.75 |
0.9% |
83% |
False |
False |
688,567 |
120 |
1,985.75 |
1,796.50 |
189.25 |
9.7% |
17.00 |
0.9% |
83% |
False |
False |
573,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.25 |
2.618 |
1,989.00 |
1.618 |
1,976.00 |
1.000 |
1,968.00 |
0.618 |
1,963.00 |
HIGH |
1,955.00 |
0.618 |
1,950.00 |
0.500 |
1,948.50 |
0.382 |
1,947.00 |
LOW |
1,942.00 |
0.618 |
1,934.00 |
1.000 |
1,929.00 |
1.618 |
1,921.00 |
2.618 |
1,908.00 |
4.250 |
1,886.75 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,951.75 |
1,948.75 |
PP |
1,950.25 |
1,944.00 |
S1 |
1,948.50 |
1,939.25 |
|