Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,982.75 |
1,989.75 |
7.00 |
0.4% |
1,955.75 |
High |
1,992.00 |
1,991.50 |
-0.50 |
0.0% |
1,992.00 |
Low |
1,980.75 |
1,981.50 |
0.75 |
0.0% |
1,955.75 |
Close |
1,989.50 |
1,987.75 |
-1.75 |
-0.1% |
1,987.75 |
Range |
11.25 |
10.00 |
-1.25 |
-11.1% |
36.25 |
ATR |
17.79 |
17.24 |
-0.56 |
-3.1% |
0.00 |
Volume |
841,545 |
1,115,885 |
274,340 |
32.6% |
4,775,033 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,017.00 |
2,012.25 |
1,993.25 |
|
R3 |
2,007.00 |
2,002.25 |
1,990.50 |
|
R2 |
1,997.00 |
1,997.00 |
1,989.50 |
|
R1 |
1,992.25 |
1,992.25 |
1,988.75 |
1,989.50 |
PP |
1,987.00 |
1,987.00 |
1,987.00 |
1,985.50 |
S1 |
1,982.25 |
1,982.25 |
1,986.75 |
1,979.50 |
S2 |
1,977.00 |
1,977.00 |
1,986.00 |
|
S3 |
1,967.00 |
1,972.25 |
1,985.00 |
|
S4 |
1,957.00 |
1,962.25 |
1,982.25 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,087.25 |
2,073.75 |
2,007.75 |
|
R3 |
2,051.00 |
2,037.50 |
1,997.75 |
|
R2 |
2,014.75 |
2,014.75 |
1,994.50 |
|
R1 |
2,001.25 |
2,001.25 |
1,991.00 |
2,008.00 |
PP |
1,978.50 |
1,978.50 |
1,978.50 |
1,982.00 |
S1 |
1,965.00 |
1,965.00 |
1,984.50 |
1,971.75 |
S2 |
1,942.25 |
1,942.25 |
1,981.00 |
|
S3 |
1,906.00 |
1,928.75 |
1,977.75 |
|
S4 |
1,869.75 |
1,892.50 |
1,967.75 |
|
|
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 |
1,955.75 |
36.25 |
1.8% |
11.75 |
0.6% |
88% |
False |
False |
955,006 |
10 |
1,992.00 |
1,923.25 |
68.75 |
3.5% |
14.50 |
0.7% |
94% |
False |
False |
1,108,886 |
20 |
1,992.00 |
1,890.25 |
101.75 |
5.1% |
19.50 |
1.0% |
96% |
False |
False |
1,535,017 |
40 |
1,992.00 |
1,890.25 |
101.75 |
5.1% |
17.00 |
0.9% |
96% |
False |
False |
1,470,312 |
60 |
1,992.00 |
1,890.25 |
101.75 |
5.1% |
15.50 |
0.8% |
96% |
False |
False |
1,254,423 |
80 |
1,992.00 |
1,847.25 |
144.75 |
7.3% |
15.50 |
0.8% |
97% |
False |
False |
942,112 |
100 |
1,992.00 |
1,796.50 |
195.50 |
9.8% |
16.50 |
0.8% |
98% |
False |
False |
754,322 |
120 |
1,992.00 |
1,796.50 |
195.50 |
9.8% |
16.75 |
0.8% |
98% |
False |
False |
628,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,034.00 |
2.618 |
2,017.75 |
1.618 |
2,007.75 |
1.000 |
2,001.50 |
0.618 |
1,997.75 |
HIGH |
1,991.50 |
0.618 |
1,987.75 |
0.500 |
1,986.50 |
0.382 |
1,985.25 |
LOW |
1,981.50 |
0.618 |
1,975.25 |
1.000 |
1,971.50 |
1.618 |
1,965.25 |
2.618 |
1,955.25 |
4.250 |
1,939.00 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,987.25 |
1,986.00 |
PP |
1,987.00 |
1,984.25 |
S1 |
1,986.50 |
1,982.50 |
|