Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
3,991.00 |
4,017.00 |
26.00 |
0.7% |
3,874.00 |
High |
4,019.50 |
4,040.50 |
21.00 |
0.5% |
3,994.50 |
Low |
3,991.00 |
4,015.75 |
24.75 |
0.6% |
3,873.75 |
Close |
4,013.25 |
4,034.25 |
21.00 |
0.5% |
3,985.00 |
Range |
28.50 |
24.75 |
-3.75 |
-13.2% |
120.75 |
ATR |
43.40 |
42.24 |
-1.15 |
-2.7% |
0.00 |
Volume |
159,348 |
151,276 |
-8,072 |
-5.1% |
1,139,939 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,104.50 |
4,094.00 |
4,047.75 |
|
R3 |
4,079.75 |
4,069.25 |
4,041.00 |
|
R2 |
4,055.00 |
4,055.00 |
4,038.75 |
|
R1 |
4,044.50 |
4,044.50 |
4,036.50 |
4,049.75 |
PP |
4,030.25 |
4,030.25 |
4,030.25 |
4,032.75 |
S1 |
4,019.75 |
4,019.75 |
4,032.00 |
4,025.00 |
S2 |
4,005.50 |
4,005.50 |
4,029.75 |
|
S3 |
3,980.75 |
3,995.00 |
4,027.50 |
|
S4 |
3,956.00 |
3,970.25 |
4,020.75 |
|
|
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 |
4,040.50 |
3,902.25 |
138.25 |
3.4% |
36.50 |
0.9% |
95% |
True |
False |
210,304 |
10 |
4,040.50 |
3,826.50 |
214.00 |
5.3% |
42.25 |
1.0% |
97% |
True |
False |
238,804 |
20 |
4,040.50 |
3,826.50 |
214.00 |
5.3% |
42.75 |
1.1% |
97% |
True |
False |
260,799 |
40 |
4,040.50 |
3,781.25 |
259.25 |
6.4% |
41.25 |
1.0% |
98% |
True |
False |
246,587 |
60 |
4,040.50 |
3,673.00 |
367.50 |
9.1% |
37.25 |
0.9% |
98% |
True |
False |
193,653 |
80 |
4,040.50 |
3,476.00 |
564.50 |
14.0% |
38.25 |
0.9% |
99% |
True |
False |
145,330 |
100 |
4,040.50 |
3,404.00 |
636.50 |
15.8% |
41.50 |
1.0% |
99% |
True |
False |
116,274 |
120 |
4,040.50 |
3,404.00 |
636.50 |
15.8% |
41.00 |
1.0% |
99% |
True |
False |
96,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,145.75 |
2.618 |
4,105.25 |
1.618 |
4,080.50 |
1.000 |
4,065.25 |
0.618 |
4,055.75 |
HIGH |
4,040.50 |
0.618 |
4,031.00 |
0.500 |
4,028.00 |
0.382 |
4,025.25 |
LOW |
4,015.75 |
0.618 |
4,000.50 |
1.000 |
3,991.00 |
1.618 |
3,975.75 |
2.618 |
3,951.00 |
4.250 |
3,910.50 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,032.25 |
4,020.75 |
PP |
4,030.25 |
4,007.25 |
S1 |
4,028.00 |
3,994.00 |
|