Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4,036.50 |
4,039.75 |
3.25 |
0.1% |
3,874.00 |
High |
4,046.50 |
4,049.00 |
2.50 |
0.1% |
3,994.50 |
Low |
4,028.75 |
4,032.75 |
4.00 |
0.1% |
3,873.75 |
Close |
4,039.50 |
4,047.50 |
8.00 |
0.2% |
3,985.00 |
Range |
17.75 |
16.25 |
-1.50 |
-8.5% |
120.75 |
ATR |
40.49 |
38.76 |
-1.73 |
-4.3% |
0.00 |
Volume |
163,157 |
145,148 |
-18,009 |
-11.0% |
1,139,939 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,091.75 |
4,086.00 |
4,056.50 |
|
R3 |
4,075.50 |
4,069.75 |
4,052.00 |
|
R2 |
4,059.25 |
4,059.25 |
4,050.50 |
|
R1 |
4,053.50 |
4,053.50 |
4,049.00 |
4,056.50 |
PP |
4,043.00 |
4,043.00 |
4,043.00 |
4,044.50 |
S1 |
4,037.25 |
4,037.25 |
4,046.00 |
4,040.00 |
S2 |
4,026.75 |
4,026.75 |
4,044.50 |
|
S3 |
4,010.50 |
4,021.00 |
4,043.00 |
|
S4 |
3,994.25 |
4,004.75 |
4,038.50 |
|
|
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 |
4,049.00 |
3,947.25 |
101.75 |
2.5% |
27.00 |
0.7% |
99% |
True |
False |
196,309 |
10 |
4,049.00 |
3,826.50 |
222.50 |
5.5% |
35.50 |
0.9% |
99% |
True |
False |
207,429 |
20 |
4,049.00 |
3,826.50 |
222.50 |
5.5% |
41.25 |
1.0% |
99% |
True |
False |
255,254 |
40 |
4,049.00 |
3,789.00 |
260.00 |
6.4% |
40.00 |
1.0% |
99% |
True |
False |
241,010 |
60 |
4,049.00 |
3,700.25 |
348.75 |
8.6% |
36.75 |
0.9% |
100% |
True |
False |
198,660 |
80 |
4,049.00 |
3,500.00 |
549.00 |
13.6% |
37.25 |
0.9% |
100% |
True |
False |
149,180 |
100 |
4,049.00 |
3,404.00 |
645.00 |
15.9% |
41.25 |
1.0% |
100% |
True |
False |
119,355 |
120 |
4,049.00 |
3,404.00 |
645.00 |
15.9% |
41.25 |
1.0% |
100% |
True |
False |
99,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,118.00 |
2.618 |
4,091.50 |
1.618 |
4,075.25 |
1.000 |
4,065.25 |
0.618 |
4,059.00 |
HIGH |
4,049.00 |
0.618 |
4,042.75 |
0.500 |
4,041.00 |
0.382 |
4,039.00 |
LOW |
4,032.75 |
0.618 |
4,022.75 |
1.000 |
4,016.50 |
1.618 |
4,006.50 |
2.618 |
3,990.25 |
4.250 |
3,963.75 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,045.25 |
4,042.50 |
PP |
4,043.00 |
4,037.50 |
S1 |
4,041.00 |
4,032.50 |
|