Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,954.25 |
1,955.75 |
1.50 |
0.1% |
1,923.50 |
High |
1,961.00 |
1,969.00 |
8.00 |
0.4% |
1,961.00 |
Low |
1,937.25 |
1,955.75 |
18.50 |
1.0% |
1,923.25 |
Close |
1,952.50 |
1,967.50 |
15.00 |
0.8% |
1,952.50 |
Range |
23.75 |
13.25 |
-10.50 |
-44.2% |
37.75 |
ATR |
19.41 |
19.20 |
-0.21 |
-1.1% |
0.00 |
Volume |
1,813,411 |
890,465 |
-922,946 |
-50.9% |
6,313,830 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.75 |
1,999.00 |
1,974.75 |
|
R3 |
1,990.50 |
1,985.75 |
1,971.25 |
|
R2 |
1,977.25 |
1,977.25 |
1,970.00 |
|
R1 |
1,972.50 |
1,972.50 |
1,968.75 |
1,975.00 |
PP |
1,964.00 |
1,964.00 |
1,964.00 |
1,965.25 |
S1 |
1,959.25 |
1,959.25 |
1,966.25 |
1,961.50 |
S2 |
1,950.75 |
1,950.75 |
1,965.00 |
|
S3 |
1,937.50 |
1,946.00 |
1,963.75 |
|
S4 |
1,924.25 |
1,932.75 |
1,960.25 |
|
|
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 |
1,969.00 |
1,923.50 |
45.50 |
2.3% |
16.25 |
0.8% |
97% |
True |
False |
1,205,067 |
10 |
1,969.00 |
1,890.25 |
78.75 |
4.0% |
21.00 |
1.1% |
98% |
True |
False |
1,490,562 |
20 |
1,985.75 |
1,890.25 |
95.50 |
4.9% |
19.75 |
1.0% |
81% |
False |
False |
1,591,640 |
40 |
1,985.75 |
1,890.25 |
95.50 |
4.9% |
17.50 |
0.9% |
81% |
False |
False |
1,512,541 |
60 |
1,985.75 |
1,882.25 |
103.50 |
5.3% |
15.50 |
0.8% |
82% |
False |
False |
1,190,311 |
80 |
1,985.75 |
1,836.75 |
149.00 |
7.6% |
15.75 |
0.8% |
88% |
False |
False |
893,690 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
16.75 |
0.8% |
90% |
False |
False |
715,583 |
120 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
17.00 |
0.9% |
90% |
False |
False |
596,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.25 |
2.618 |
2,003.75 |
1.618 |
1,990.50 |
1.000 |
1,982.25 |
0.618 |
1,977.25 |
HIGH |
1,969.00 |
0.618 |
1,964.00 |
0.500 |
1,962.50 |
0.382 |
1,960.75 |
LOW |
1,955.75 |
0.618 |
1,947.50 |
1.000 |
1,942.50 |
1.618 |
1,934.25 |
2.618 |
1,921.00 |
4.250 |
1,899.50 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,965.75 |
1,962.75 |
PP |
1,964.00 |
1,958.00 |
S1 |
1,962.50 |
1,953.00 |
|