Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,314.5 |
1,310.4 |
-4.1 |
-0.3% |
1,295.4 |
High |
1,324.3 |
1,312.9 |
-11.4 |
-0.9% |
1,324.3 |
Low |
1,305.7 |
1,306.4 |
0.7 |
0.1% |
1,283.3 |
Close |
1,311.0 |
1,310.5 |
-0.5 |
0.0% |
1,311.0 |
Range |
18.6 |
6.5 |
-12.1 |
-65.1% |
41.0 |
ATR |
15.6 |
15.0 |
-0.7 |
-4.2% |
0.0 |
Volume |
147,901 |
63,069 |
-84,832 |
-57.4% |
604,251 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.4 |
1,326.5 |
1,314.1 |
|
R3 |
1,322.9 |
1,320.0 |
1,312.3 |
|
R2 |
1,316.4 |
1,316.4 |
1,311.7 |
|
R1 |
1,313.5 |
1,313.5 |
1,311.1 |
1,315.0 |
PP |
1,309.9 |
1,309.9 |
1,309.9 |
1,310.7 |
S1 |
1,307.0 |
1,307.0 |
1,309.9 |
1,308.5 |
S2 |
1,303.4 |
1,303.4 |
1,309.3 |
|
S3 |
1,296.9 |
1,300.5 |
1,308.7 |
|
S4 |
1,290.4 |
1,294.0 |
1,306.9 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.2 |
1,411.1 |
1,333.6 |
|
R3 |
1,388.2 |
1,370.1 |
1,322.3 |
|
R2 |
1,347.2 |
1,347.2 |
1,318.5 |
|
R1 |
1,329.1 |
1,329.1 |
1,314.8 |
1,338.2 |
PP |
1,306.2 |
1,306.2 |
1,306.2 |
1,310.7 |
S1 |
1,288.1 |
1,288.1 |
1,307.2 |
1,297.2 |
S2 |
1,265.2 |
1,265.2 |
1,303.5 |
|
S3 |
1,224.2 |
1,247.1 |
1,299.7 |
|
S4 |
1,183.2 |
1,206.1 |
1,288.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,324.3 |
1,283.3 |
41.0 |
3.1% |
14.5 |
1.1% |
66% |
False |
False |
119,889 |
10 |
1,324.3 |
1,281.0 |
43.3 |
3.3% |
14.6 |
1.1% |
68% |
False |
False |
123,738 |
20 |
1,327.3 |
1,281.0 |
46.3 |
3.5% |
14.9 |
1.1% |
64% |
False |
False |
75,131 |
40 |
1,347.5 |
1,259.6 |
87.9 |
6.7% |
15.2 |
1.2% |
58% |
False |
False |
42,811 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
13.9 |
1.1% |
65% |
False |
False |
29,509 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.2 |
1.1% |
65% |
False |
False |
22,637 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.2 |
1.1% |
65% |
False |
False |
18,463 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.6 |
1.1% |
46% |
False |
False |
15,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.5 |
2.618 |
1,329.9 |
1.618 |
1,323.4 |
1.000 |
1,319.4 |
0.618 |
1,316.9 |
HIGH |
1,312.9 |
0.618 |
1,310.4 |
0.500 |
1,309.7 |
0.382 |
1,308.9 |
LOW |
1,306.4 |
0.618 |
1,302.4 |
1.000 |
1,299.9 |
1.618 |
1,295.9 |
2.618 |
1,289.4 |
4.250 |
1,278.8 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,310.2 |
1,313.7 |
PP |
1,309.9 |
1,312.6 |
S1 |
1,309.7 |
1,311.6 |
|