Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4,039.75 |
4,047.75 |
8.00 |
0.2% |
3,991.00 |
High |
4,049.00 |
4,061.00 |
12.00 |
0.3% |
4,061.00 |
Low |
4,032.75 |
4,036.50 |
3.75 |
0.1% |
3,991.00 |
Close |
4,047.50 |
4,054.75 |
7.25 |
0.2% |
4,054.75 |
Range |
16.25 |
24.50 |
8.25 |
50.8% |
70.00 |
ATR |
38.76 |
37.74 |
-1.02 |
-2.6% |
0.00 |
Volume |
145,148 |
211,674 |
66,526 |
45.8% |
830,603 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,124.25 |
4,114.00 |
4,068.25 |
|
R3 |
4,099.75 |
4,089.50 |
4,061.50 |
|
R2 |
4,075.25 |
4,075.25 |
4,059.25 |
|
R1 |
4,065.00 |
4,065.00 |
4,057.00 |
4,070.00 |
PP |
4,050.75 |
4,050.75 |
4,050.75 |
4,053.25 |
S1 |
4,040.50 |
4,040.50 |
4,052.50 |
4,045.50 |
S2 |
4,026.25 |
4,026.25 |
4,050.25 |
|
S3 |
4,001.75 |
4,016.00 |
4,048.00 |
|
S4 |
3,977.25 |
3,991.50 |
4,041.25 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,245.50 |
4,220.25 |
4,093.25 |
|
R3 |
4,175.50 |
4,150.25 |
4,074.00 |
|
R2 |
4,105.50 |
4,105.50 |
4,067.50 |
|
R1 |
4,080.25 |
4,080.25 |
4,061.25 |
4,093.00 |
PP |
4,035.50 |
4,035.50 |
4,035.50 |
4,042.00 |
S1 |
4,010.25 |
4,010.25 |
4,048.25 |
4,023.00 |
S2 |
3,965.50 |
3,965.50 |
4,042.00 |
|
S3 |
3,895.50 |
3,940.25 |
4,035.50 |
|
S4 |
3,825.50 |
3,870.25 |
4,016.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,061.00 |
3,991.00 |
70.00 |
1.7% |
22.25 |
0.6% |
91% |
True |
False |
166,120 |
10 |
4,061.00 |
3,873.75 |
187.25 |
4.6% |
32.00 |
0.8% |
97% |
True |
False |
197,054 |
20 |
4,061.00 |
3,826.50 |
234.50 |
5.8% |
41.00 |
1.0% |
97% |
True |
False |
255,326 |
40 |
4,061.00 |
3,808.00 |
253.00 |
6.2% |
39.75 |
1.0% |
98% |
True |
False |
240,317 |
60 |
4,061.00 |
3,700.25 |
360.75 |
8.9% |
36.75 |
0.9% |
98% |
True |
False |
202,168 |
80 |
4,061.00 |
3,500.00 |
561.00 |
13.8% |
37.25 |
0.9% |
99% |
True |
False |
151,825 |
100 |
4,061.00 |
3,404.00 |
657.00 |
16.2% |
40.75 |
1.0% |
99% |
True |
False |
121,472 |
120 |
4,061.00 |
3,404.00 |
657.00 |
16.2% |
41.25 |
1.0% |
99% |
True |
False |
101,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,165.00 |
2.618 |
4,125.25 |
1.618 |
4,100.75 |
1.000 |
4,085.50 |
0.618 |
4,076.25 |
HIGH |
4,061.00 |
0.618 |
4,051.75 |
0.500 |
4,048.75 |
0.382 |
4,045.75 |
LOW |
4,036.50 |
0.618 |
4,021.25 |
1.000 |
4,012.00 |
1.618 |
3,996.75 |
2.618 |
3,972.25 |
4.250 |
3,932.50 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4,052.75 |
4,051.50 |
PP |
4,050.75 |
4,048.25 |
S1 |
4,048.75 |
4,045.00 |
|