Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,977.75 |
1,982.75 |
5.00 |
0.3% |
1,923.50 |
High |
1,986.00 |
1,992.00 |
6.00 |
0.3% |
1,961.00 |
Low |
1,973.00 |
1,980.75 |
7.75 |
0.4% |
1,923.25 |
Close |
1,983.25 |
1,989.50 |
6.25 |
0.3% |
1,952.50 |
Range |
13.00 |
11.25 |
-1.75 |
-13.5% |
37.75 |
ATR |
18.30 |
17.79 |
-0.50 |
-2.8% |
0.00 |
Volume |
1,058,754 |
841,545 |
-217,209 |
-20.5% |
6,313,830 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,021.25 |
2,016.50 |
1,995.75 |
|
R3 |
2,010.00 |
2,005.25 |
1,992.50 |
|
R2 |
1,998.75 |
1,998.75 |
1,991.50 |
|
R1 |
1,994.00 |
1,994.00 |
1,990.50 |
1,996.50 |
PP |
1,987.50 |
1,987.50 |
1,987.50 |
1,988.50 |
S1 |
1,982.75 |
1,982.75 |
1,988.50 |
1,985.00 |
S2 |
1,976.25 |
1,976.25 |
1,987.50 |
|
S3 |
1,965.00 |
1,971.50 |
1,986.50 |
|
S4 |
1,953.75 |
1,960.25 |
1,983.25 |
|
|
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 |
1,992.00 |
1,937.25 |
54.75 |
2.8% |
14.50 |
0.7% |
95% |
True |
False |
1,094,511 |
10 |
1,992.00 |
1,890.25 |
101.75 |
5.1% |
17.25 |
0.9% |
98% |
True |
False |
1,187,775 |
20 |
1,992.00 |
1,890.25 |
101.75 |
5.1% |
19.75 |
1.0% |
98% |
True |
False |
1,550,568 |
40 |
1,992.00 |
1,890.25 |
101.75 |
5.1% |
17.25 |
0.9% |
98% |
True |
False |
1,479,581 |
60 |
1,992.00 |
1,890.25 |
101.75 |
5.1% |
15.75 |
0.8% |
98% |
True |
False |
1,236,054 |
80 |
1,992.00 |
1,847.25 |
144.75 |
7.3% |
15.50 |
0.8% |
98% |
True |
False |
928,186 |
100 |
1,992.00 |
1,796.50 |
195.50 |
9.8% |
16.50 |
0.8% |
99% |
True |
False |
743,205 |
120 |
1,992.00 |
1,796.50 |
195.50 |
9.8% |
17.00 |
0.9% |
99% |
True |
False |
619,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,039.75 |
2.618 |
2,021.50 |
1.618 |
2,010.25 |
1.000 |
2,003.25 |
0.618 |
1,999.00 |
HIGH |
1,992.00 |
0.618 |
1,987.75 |
0.500 |
1,986.50 |
0.382 |
1,985.00 |
LOW |
1,980.75 |
0.618 |
1,973.75 |
1.000 |
1,969.50 |
1.618 |
1,962.50 |
2.618 |
1,951.25 |
4.250 |
1,933.00 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,988.50 |
1,986.50 |
PP |
1,987.50 |
1,983.25 |
S1 |
1,986.50 |
1,980.00 |
|