Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4,017.00 |
4,036.50 |
19.50 |
0.5% |
3,874.00 |
High |
4,040.50 |
4,046.50 |
6.00 |
0.1% |
3,994.50 |
Low |
4,015.75 |
4,028.75 |
13.00 |
0.3% |
3,873.75 |
Close |
4,034.25 |
4,039.50 |
5.25 |
0.1% |
3,985.00 |
Range |
24.75 |
17.75 |
-7.00 |
-28.3% |
120.75 |
ATR |
42.24 |
40.49 |
-1.75 |
-4.1% |
0.00 |
Volume |
151,276 |
163,157 |
11,881 |
7.9% |
1,139,939 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,091.50 |
4,083.25 |
4,049.25 |
|
R3 |
4,073.75 |
4,065.50 |
4,044.50 |
|
R2 |
4,056.00 |
4,056.00 |
4,042.75 |
|
R1 |
4,047.75 |
4,047.75 |
4,041.25 |
4,052.00 |
PP |
4,038.25 |
4,038.25 |
4,038.25 |
4,040.25 |
S1 |
4,030.00 |
4,030.00 |
4,037.75 |
4,034.00 |
S2 |
4,020.50 |
4,020.50 |
4,036.25 |
|
S3 |
4,002.75 |
4,012.25 |
4,034.50 |
|
S4 |
3,985.00 |
3,994.50 |
4,029.75 |
|
|
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 |
4,046.50 |
3,939.50 |
107.00 |
2.6% |
30.75 |
0.8% |
93% |
True |
False |
202,538 |
10 |
4,046.50 |
3,826.50 |
220.00 |
5.4% |
39.00 |
1.0% |
97% |
True |
False |
225,873 |
20 |
4,046.50 |
3,826.50 |
220.00 |
5.4% |
41.75 |
1.0% |
97% |
True |
False |
258,481 |
40 |
4,046.50 |
3,783.00 |
263.50 |
6.5% |
40.50 |
1.0% |
97% |
True |
False |
243,626 |
60 |
4,046.50 |
3,700.25 |
346.25 |
8.6% |
37.00 |
0.9% |
98% |
True |
False |
196,361 |
80 |
4,046.50 |
3,500.00 |
546.50 |
13.5% |
37.50 |
0.9% |
99% |
True |
False |
147,370 |
100 |
4,046.50 |
3,404.00 |
642.50 |
15.9% |
41.25 |
1.0% |
99% |
True |
False |
117,905 |
120 |
4,046.50 |
3,404.00 |
642.50 |
15.9% |
41.00 |
1.0% |
99% |
True |
False |
98,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,122.00 |
2.618 |
4,093.00 |
1.618 |
4,075.25 |
1.000 |
4,064.25 |
0.618 |
4,057.50 |
HIGH |
4,046.50 |
0.618 |
4,039.75 |
0.500 |
4,037.50 |
0.382 |
4,035.50 |
LOW |
4,028.75 |
0.618 |
4,017.75 |
1.000 |
4,011.00 |
1.618 |
4,000.00 |
2.618 |
3,982.25 |
4.250 |
3,953.25 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,039.00 |
4,032.50 |
PP |
4,038.25 |
4,025.75 |
S1 |
4,037.50 |
4,018.75 |
|