Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,955.75 |
1,968.50 |
12.75 |
0.7% |
1,923.50 |
High |
1,969.00 |
1,979.75 |
10.75 |
0.5% |
1,961.00 |
Low |
1,955.75 |
1,968.25 |
12.50 |
0.6% |
1,923.25 |
Close |
1,967.50 |
1,977.25 |
9.75 |
0.5% |
1,952.50 |
Range |
13.25 |
11.50 |
-1.75 |
-13.2% |
37.75 |
ATR |
19.20 |
18.70 |
-0.50 |
-2.6% |
0.00 |
Volume |
890,465 |
868,384 |
-22,081 |
-2.5% |
6,313,830 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.50 |
2,005.00 |
1,983.50 |
|
R3 |
1,998.00 |
1,993.50 |
1,980.50 |
|
R2 |
1,986.50 |
1,986.50 |
1,979.25 |
|
R1 |
1,982.00 |
1,982.00 |
1,978.25 |
1,984.25 |
PP |
1,975.00 |
1,975.00 |
1,975.00 |
1,976.25 |
S1 |
1,970.50 |
1,970.50 |
1,976.25 |
1,972.75 |
S2 |
1,963.50 |
1,963.50 |
1,975.25 |
|
S3 |
1,952.00 |
1,959.00 |
1,974.00 |
|
S4 |
1,940.50 |
1,947.50 |
1,971.00 |
|
|
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 |
1,979.75 |
1,930.75 |
49.00 |
2.5% |
15.50 |
0.8% |
95% |
True |
False |
1,131,901 |
10 |
1,979.75 |
1,890.25 |
89.50 |
4.5% |
19.50 |
1.0% |
97% |
True |
False |
1,363,673 |
20 |
1,985.75 |
1,890.25 |
95.50 |
4.8% |
19.50 |
1.0% |
91% |
False |
False |
1,571,316 |
40 |
1,985.75 |
1,890.25 |
95.50 |
4.8% |
17.50 |
0.9% |
91% |
False |
False |
1,508,640 |
60 |
1,985.75 |
1,889.50 |
96.25 |
4.9% |
15.50 |
0.8% |
91% |
False |
False |
1,204,687 |
80 |
1,985.75 |
1,836.75 |
149.00 |
7.5% |
15.75 |
0.8% |
94% |
False |
False |
904,508 |
100 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
16.50 |
0.8% |
96% |
False |
False |
724,243 |
120 |
1,985.75 |
1,796.50 |
189.25 |
9.6% |
17.00 |
0.9% |
96% |
False |
False |
603,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,028.50 |
2.618 |
2,009.75 |
1.618 |
1,998.25 |
1.000 |
1,991.25 |
0.618 |
1,986.75 |
HIGH |
1,979.75 |
0.618 |
1,975.25 |
0.500 |
1,974.00 |
0.382 |
1,972.75 |
LOW |
1,968.25 |
0.618 |
1,961.25 |
1.000 |
1,956.75 |
1.618 |
1,949.75 |
2.618 |
1,938.25 |
4.250 |
1,919.50 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,976.25 |
1,971.00 |
PP |
1,975.00 |
1,964.75 |
S1 |
1,974.00 |
1,958.50 |
|