Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,310.4 |
1,309.2 |
-1.2 |
-0.1% |
1,295.4 |
High |
1,312.9 |
1,319.3 |
6.4 |
0.5% |
1,324.3 |
Low |
1,306.4 |
1,306.8 |
0.4 |
0.0% |
1,283.3 |
Close |
1,310.5 |
1,310.6 |
0.1 |
0.0% |
1,311.0 |
Range |
6.5 |
12.5 |
6.0 |
92.3% |
41.0 |
ATR |
15.0 |
14.8 |
-0.2 |
-1.2% |
0.0 |
Volume |
63,069 |
98,609 |
35,540 |
56.4% |
604,251 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.7 |
1,342.7 |
1,317.5 |
|
R3 |
1,337.2 |
1,330.2 |
1,314.0 |
|
R2 |
1,324.7 |
1,324.7 |
1,312.9 |
|
R1 |
1,317.7 |
1,317.7 |
1,311.7 |
1,321.2 |
PP |
1,312.2 |
1,312.2 |
1,312.2 |
1,314.0 |
S1 |
1,305.2 |
1,305.2 |
1,309.5 |
1,308.7 |
S2 |
1,299.7 |
1,299.7 |
1,308.3 |
|
S3 |
1,287.2 |
1,292.7 |
1,307.2 |
|
S4 |
1,274.7 |
1,280.2 |
1,303.7 |
|
|
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 |
1,288.5 |
35.8 |
2.7% |
14.7 |
1.1% |
62% |
False |
False |
118,474 |
10 |
1,324.3 |
1,281.0 |
43.3 |
3.3% |
14.2 |
1.1% |
68% |
False |
False |
118,514 |
20 |
1,327.3 |
1,281.0 |
46.3 |
3.5% |
14.5 |
1.1% |
64% |
False |
False |
78,819 |
40 |
1,347.5 |
1,259.6 |
87.9 |
6.7% |
15.2 |
1.2% |
58% |
False |
False |
45,244 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.0 |
1.1% |
65% |
False |
False |
31,122 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.2 |
1.1% |
65% |
False |
False |
23,857 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.2 |
1.1% |
65% |
False |
False |
19,436 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.6 |
1.1% |
46% |
False |
False |
16,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.4 |
2.618 |
1,352.0 |
1.618 |
1,339.5 |
1.000 |
1,331.8 |
0.618 |
1,327.0 |
HIGH |
1,319.3 |
0.618 |
1,314.5 |
0.500 |
1,313.1 |
0.382 |
1,311.6 |
LOW |
1,306.8 |
0.618 |
1,299.1 |
1.000 |
1,294.3 |
1.618 |
1,286.6 |
2.618 |
1,274.1 |
4.250 |
1,253.7 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,313.1 |
1,315.0 |
PP |
1,312.2 |
1,313.5 |
S1 |
1,311.4 |
1,312.1 |
|