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 |
1,946.00 |
1,954.25 |
8.25 |
0.4% |
1,923.50 |
High |
1,955.00 |
1,961.00 |
6.00 |
0.3% |
1,961.00 |
Low |
1,942.00 |
1,937.25 |
-4.75 |
-0.2% |
1,923.25 |
Close |
1,953.50 |
1,952.50 |
-1.00 |
-0.1% |
1,952.50 |
Range |
13.00 |
23.75 |
10.75 |
82.7% |
37.75 |
ATR |
19.07 |
19.41 |
0.33 |
1.8% |
0.00 |
Volume |
967,191 |
1,813,411 |
846,220 |
87.5% |
6,313,830 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,021.50 |
2,010.75 |
1,965.50 |
|
R3 |
1,997.75 |
1,987.00 |
1,959.00 |
|
R2 |
1,974.00 |
1,974.00 |
1,956.75 |
|
R1 |
1,963.25 |
1,963.25 |
1,954.75 |
1,956.75 |
PP |
1,950.25 |
1,950.25 |
1,950.25 |
1,947.00 |
S1 |
1,939.50 |
1,939.50 |
1,950.25 |
1,933.00 |
S2 |
1,926.50 |
1,926.50 |
1,948.25 |
|
S3 |
1,902.75 |
1,915.75 |
1,946.00 |
|
S4 |
1,879.00 |
1,892.00 |
1,939.50 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.75 |
2,043.50 |
1,973.25 |
|
R3 |
2,021.00 |
2,005.75 |
1,963.00 |
|
R2 |
1,983.25 |
1,983.25 |
1,959.50 |
|
R1 |
1,968.00 |
1,968.00 |
1,956.00 |
1,975.50 |
PP |
1,945.50 |
1,945.50 |
1,945.50 |
1,949.50 |
S1 |
1,930.25 |
1,930.25 |
1,949.00 |
1,938.00 |
S2 |
1,907.75 |
1,907.75 |
1,945.50 |
|
S3 |
1,870.00 |
1,892.50 |
1,942.00 |
|
S4 |
1,832.25 |
1,854.75 |
1,931.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,961.00 |
1,923.25 |
37.75 |
1.9% |
17.00 |
0.9% |
77% |
True |
False |
1,262,766 |
10 |
1,961.00 |
1,890.25 |
70.75 |
3.6% |
21.75 |
1.1% |
88% |
True |
False |
1,562,051 |
20 |
1,985.75 |
1,890.25 |
95.50 |
4.9% |
19.75 |
1.0% |
65% |
False |
False |
1,617,829 |
40 |
1,985.75 |
1,890.25 |
95.50 |
4.9% |
17.25 |
0.9% |
65% |
False |
False |
1,519,331 |
60 |
1,985.75 |
1,875.75 |
110.00 |
5.6% |
15.50 |
0.8% |
70% |
False |
False |
1,175,639 |
80 |
1,985.75 |
1,836.75 |
149.00 |
7.6% |
16.00 |
0.8% |
78% |
False |
False |
882,590 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.7% |
16.75 |
0.9% |
82% |
False |
False |
706,687 |
120 |
1,985.75 |
1,796.50 |
189.25 |
9.7% |
17.00 |
0.9% |
82% |
False |
False |
588,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,062.00 |
2.618 |
2,023.25 |
1.618 |
1,999.50 |
1.000 |
1,984.75 |
0.618 |
1,975.75 |
HIGH |
1,961.00 |
0.618 |
1,952.00 |
0.500 |
1,949.00 |
0.382 |
1,946.25 |
LOW |
1,937.25 |
0.618 |
1,922.50 |
1.000 |
1,913.50 |
1.618 |
1,898.75 |
2.618 |
1,875.00 |
4.250 |
1,836.25 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,951.50 |
1,950.25 |
PP |
1,950.25 |
1,948.00 |
S1 |
1,949.00 |
1,946.00 |
|