Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
3,973.00 |
3,991.00 |
18.00 |
0.5% |
3,874.00 |
High |
3,994.50 |
4,019.50 |
25.00 |
0.6% |
3,994.50 |
Low |
3,947.25 |
3,991.00 |
43.75 |
1.1% |
3,873.75 |
Close |
3,985.00 |
4,013.25 |
28.25 |
0.7% |
3,985.00 |
Range |
47.25 |
28.50 |
-18.75 |
-39.7% |
120.75 |
ATR |
44.08 |
43.40 |
-0.68 |
-1.6% |
0.00 |
Volume |
362,617 |
159,348 |
-203,269 |
-56.1% |
1,139,939 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,093.50 |
4,081.75 |
4,029.00 |
|
R3 |
4,065.00 |
4,053.25 |
4,021.00 |
|
R2 |
4,036.50 |
4,036.50 |
4,018.50 |
|
R1 |
4,024.75 |
4,024.75 |
4,015.75 |
4,030.50 |
PP |
4,008.00 |
4,008.00 |
4,008.00 |
4,010.75 |
S1 |
3,996.25 |
3,996.25 |
4,010.75 |
4,002.00 |
S2 |
3,979.50 |
3,979.50 |
4,008.00 |
|
S3 |
3,951.00 |
3,967.75 |
4,005.50 |
|
S4 |
3,922.50 |
3,939.25 |
3,997.50 |
|
|
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 |
4,019.50 |
3,883.25 |
136.25 |
3.4% |
38.50 |
1.0% |
95% |
True |
False |
224,166 |
10 |
4,019.50 |
3,826.50 |
193.00 |
4.8% |
44.50 |
1.1% |
97% |
True |
False |
259,331 |
20 |
4,019.50 |
3,826.50 |
193.00 |
4.8% |
43.25 |
1.1% |
97% |
True |
False |
263,177 |
40 |
4,019.50 |
3,781.25 |
238.25 |
5.9% |
41.25 |
1.0% |
97% |
True |
False |
246,841 |
60 |
4,019.50 |
3,639.25 |
380.25 |
9.5% |
37.50 |
0.9% |
98% |
True |
False |
191,153 |
80 |
4,019.50 |
3,476.00 |
543.50 |
13.5% |
38.75 |
1.0% |
99% |
True |
False |
143,440 |
100 |
4,019.50 |
3,404.00 |
615.50 |
15.3% |
41.50 |
1.0% |
99% |
True |
False |
114,762 |
120 |
4,019.50 |
3,404.00 |
615.50 |
15.3% |
41.00 |
1.0% |
99% |
True |
False |
95,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,140.50 |
2.618 |
4,094.00 |
1.618 |
4,065.50 |
1.000 |
4,048.00 |
0.618 |
4,037.00 |
HIGH |
4,019.50 |
0.618 |
4,008.50 |
0.500 |
4,005.25 |
0.382 |
4,002.00 |
LOW |
3,991.00 |
0.618 |
3,973.50 |
1.000 |
3,962.50 |
1.618 |
3,945.00 |
2.618 |
3,916.50 |
4.250 |
3,870.00 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,010.50 |
4,002.00 |
PP |
4,008.00 |
3,990.75 |
S1 |
4,005.25 |
3,979.50 |
|