Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,309.2 |
1,309.6 |
0.4 |
0.0% |
1,295.4 |
High |
1,319.3 |
1,316.4 |
-2.9 |
-0.2% |
1,324.3 |
Low |
1,306.8 |
1,306.0 |
-0.8 |
-0.1% |
1,283.3 |
Close |
1,310.6 |
1,314.5 |
3.9 |
0.3% |
1,311.0 |
Range |
12.5 |
10.4 |
-2.1 |
-16.8% |
41.0 |
ATR |
14.8 |
14.5 |
-0.3 |
-2.1% |
0.0 |
Volume |
98,609 |
98,471 |
-138 |
-0.1% |
604,251 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.5 |
1,339.4 |
1,320.2 |
|
R3 |
1,333.1 |
1,329.0 |
1,317.4 |
|
R2 |
1,322.7 |
1,322.7 |
1,316.4 |
|
R1 |
1,318.6 |
1,318.6 |
1,315.5 |
1,320.7 |
PP |
1,312.3 |
1,312.3 |
1,312.3 |
1,313.3 |
S1 |
1,308.2 |
1,308.2 |
1,313.5 |
1,310.3 |
S2 |
1,301.9 |
1,301.9 |
1,312.6 |
|
S3 |
1,291.5 |
1,297.8 |
1,311.6 |
|
S4 |
1,281.1 |
1,287.4 |
1,308.8 |
|
|
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 |
1,303.0 |
21.3 |
1.6% |
12.3 |
0.9% |
54% |
False |
False |
106,095 |
10 |
1,324.3 |
1,281.0 |
43.3 |
3.3% |
14.0 |
1.1% |
77% |
False |
False |
115,275 |
20 |
1,327.3 |
1,281.0 |
46.3 |
3.5% |
14.5 |
1.1% |
72% |
False |
False |
82,585 |
40 |
1,347.5 |
1,268.0 |
79.5 |
6.0% |
15.2 |
1.2% |
58% |
False |
False |
47,680 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.0% |
13.9 |
1.1% |
69% |
False |
False |
32,732 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.0% |
14.1 |
1.1% |
69% |
False |
False |
25,072 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.0% |
14.2 |
1.1% |
69% |
False |
False |
20,395 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.3% |
14.6 |
1.1% |
49% |
False |
False |
17,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.6 |
2.618 |
1,343.6 |
1.618 |
1,333.2 |
1.000 |
1,326.8 |
0.618 |
1,322.8 |
HIGH |
1,316.4 |
0.618 |
1,312.4 |
0.500 |
1,311.2 |
0.382 |
1,310.0 |
LOW |
1,306.0 |
0.618 |
1,299.6 |
1.000 |
1,295.6 |
1.618 |
1,289.2 |
2.618 |
1,278.8 |
4.250 |
1,261.8 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,313.4 |
1,313.9 |
PP |
1,312.3 |
1,313.3 |
S1 |
1,311.2 |
1,312.7 |
|