Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,968.50 |
1,977.75 |
9.25 |
0.5% |
1,923.50 |
High |
1,979.75 |
1,986.00 |
6.25 |
0.3% |
1,961.00 |
Low |
1,968.25 |
1,973.00 |
4.75 |
0.2% |
1,923.25 |
Close |
1,977.25 |
1,983.25 |
6.00 |
0.3% |
1,952.50 |
Range |
11.50 |
13.00 |
1.50 |
13.0% |
37.75 |
ATR |
18.70 |
18.30 |
-0.41 |
-2.2% |
0.00 |
Volume |
868,384 |
1,058,754 |
190,370 |
21.9% |
6,313,830 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,019.75 |
2,014.50 |
1,990.50 |
|
R3 |
2,006.75 |
2,001.50 |
1,986.75 |
|
R2 |
1,993.75 |
1,993.75 |
1,985.75 |
|
R1 |
1,988.50 |
1,988.50 |
1,984.50 |
1,991.00 |
PP |
1,980.75 |
1,980.75 |
1,980.75 |
1,982.00 |
S1 |
1,975.50 |
1,975.50 |
1,982.00 |
1,978.00 |
S2 |
1,967.75 |
1,967.75 |
1,980.75 |
|
S3 |
1,954.75 |
1,962.50 |
1,979.75 |
|
S4 |
1,941.75 |
1,949.50 |
1,976.00 |
|
|
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 |
1,986.00 |
1,937.25 |
48.75 |
2.5% |
15.00 |
0.8% |
94% |
True |
False |
1,119,641 |
10 |
1,986.00 |
1,890.25 |
95.75 |
4.8% |
18.75 |
0.9% |
97% |
True |
False |
1,299,025 |
20 |
1,986.00 |
1,890.25 |
95.75 |
4.8% |
19.50 |
1.0% |
97% |
True |
False |
1,566,773 |
40 |
1,986.00 |
1,890.25 |
95.75 |
4.8% |
17.25 |
0.9% |
97% |
True |
False |
1,496,845 |
60 |
1,986.00 |
1,890.25 |
95.75 |
4.8% |
15.50 |
0.8% |
97% |
True |
False |
1,222,171 |
80 |
1,986.00 |
1,847.25 |
138.75 |
7.0% |
15.50 |
0.8% |
98% |
True |
False |
917,715 |
100 |
1,986.00 |
1,796.50 |
189.50 |
9.6% |
16.50 |
0.8% |
99% |
True |
False |
734,806 |
120 |
1,986.00 |
1,796.50 |
189.50 |
9.6% |
17.00 |
0.9% |
99% |
True |
False |
612,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,041.25 |
2.618 |
2,020.00 |
1.618 |
2,007.00 |
1.000 |
1,999.00 |
0.618 |
1,994.00 |
HIGH |
1,986.00 |
0.618 |
1,981.00 |
0.500 |
1,979.50 |
0.382 |
1,978.00 |
LOW |
1,973.00 |
0.618 |
1,965.00 |
1.000 |
1,960.00 |
1.618 |
1,952.00 |
2.618 |
1,939.00 |
4.250 |
1,917.75 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,982.00 |
1,979.00 |
PP |
1,980.75 |
1,975.00 |
S1 |
1,979.50 |
1,971.00 |
|