Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
3,946.50 |
3,973.00 |
26.50 |
0.7% |
3,874.00 |
High |
3,974.75 |
3,994.50 |
19.75 |
0.5% |
3,994.50 |
Low |
3,939.50 |
3,947.25 |
7.75 |
0.2% |
3,873.75 |
Close |
3,968.00 |
3,985.00 |
17.00 |
0.4% |
3,985.00 |
Range |
35.25 |
47.25 |
12.00 |
34.0% |
120.75 |
ATR |
43.84 |
44.08 |
0.24 |
0.6% |
0.00 |
Volume |
176,296 |
362,617 |
186,321 |
105.7% |
1,139,939 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,117.25 |
4,098.50 |
4,011.00 |
|
R3 |
4,070.00 |
4,051.25 |
3,998.00 |
|
R2 |
4,022.75 |
4,022.75 |
3,993.75 |
|
R1 |
4,004.00 |
4,004.00 |
3,989.25 |
4,013.50 |
PP |
3,975.50 |
3,975.50 |
3,975.50 |
3,980.25 |
S1 |
3,956.75 |
3,956.75 |
3,980.75 |
3,966.00 |
S2 |
3,928.25 |
3,928.25 |
3,976.25 |
|
S3 |
3,881.00 |
3,909.50 |
3,972.00 |
|
S4 |
3,833.75 |
3,862.25 |
3,959.00 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,313.25 |
4,270.00 |
4,051.50 |
|
R3 |
4,192.50 |
4,149.25 |
4,018.25 |
|
R2 |
4,071.75 |
4,071.75 |
4,007.25 |
|
R1 |
4,028.50 |
4,028.50 |
3,996.00 |
4,050.00 |
PP |
3,951.00 |
3,951.00 |
3,951.00 |
3,962.00 |
S1 |
3,907.75 |
3,907.75 |
3,974.00 |
3,929.50 |
S2 |
3,830.25 |
3,830.25 |
3,962.75 |
|
S3 |
3,709.50 |
3,787.00 |
3,951.75 |
|
S4 |
3,588.75 |
3,666.25 |
3,918.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,994.50 |
3,873.75 |
120.75 |
3.0% |
41.50 |
1.0% |
92% |
True |
False |
227,987 |
10 |
3,994.50 |
3,826.50 |
168.00 |
4.2% |
46.50 |
1.2% |
94% |
True |
False |
268,473 |
20 |
3,994.50 |
3,826.50 |
168.00 |
4.2% |
43.25 |
1.1% |
94% |
True |
False |
266,200 |
40 |
3,994.50 |
3,781.25 |
213.25 |
5.4% |
41.00 |
1.0% |
96% |
True |
False |
246,831 |
60 |
3,994.50 |
3,625.00 |
369.50 |
9.3% |
37.50 |
0.9% |
97% |
True |
False |
188,553 |
80 |
3,994.50 |
3,476.00 |
518.50 |
13.0% |
39.25 |
1.0% |
98% |
True |
False |
141,448 |
100 |
3,994.50 |
3,404.00 |
590.50 |
14.8% |
42.00 |
1.1% |
98% |
True |
False |
113,169 |
120 |
3,994.50 |
3,404.00 |
590.50 |
14.8% |
41.00 |
1.0% |
98% |
True |
False |
94,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,195.25 |
2.618 |
4,118.25 |
1.618 |
4,071.00 |
1.000 |
4,041.75 |
0.618 |
4,023.75 |
HIGH |
3,994.50 |
0.618 |
3,976.50 |
0.500 |
3,971.00 |
0.382 |
3,965.25 |
LOW |
3,947.25 |
0.618 |
3,918.00 |
1.000 |
3,900.00 |
1.618 |
3,870.75 |
2.618 |
3,823.50 |
4.250 |
3,746.50 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3,980.25 |
3,972.75 |
PP |
3,975.50 |
3,960.50 |
S1 |
3,971.00 |
3,948.50 |
|