Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,313.4 |
1,313.5 |
0.1 |
0.0% |
1,310.4 |
High |
1,321.8 |
1,316.5 |
-5.3 |
-0.4% |
1,321.8 |
Low |
1,310.0 |
1,293.0 |
-17.0 |
-1.3% |
1,293.0 |
Close |
1,315.7 |
1,306.2 |
-9.5 |
-0.7% |
1,306.2 |
Range |
11.8 |
23.5 |
11.7 |
99.2% |
28.8 |
ATR |
14.3 |
15.0 |
0.7 |
4.6% |
0.0 |
Volume |
103,416 |
192,112 |
88,696 |
85.8% |
555,677 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.7 |
1,364.5 |
1,319.1 |
|
R3 |
1,352.2 |
1,341.0 |
1,312.7 |
|
R2 |
1,328.7 |
1,328.7 |
1,310.5 |
|
R1 |
1,317.5 |
1,317.5 |
1,308.4 |
1,311.4 |
PP |
1,305.2 |
1,305.2 |
1,305.2 |
1,302.2 |
S1 |
1,294.0 |
1,294.0 |
1,304.0 |
1,287.9 |
S2 |
1,281.7 |
1,281.7 |
1,301.9 |
|
S3 |
1,258.2 |
1,270.5 |
1,299.7 |
|
S4 |
1,234.7 |
1,247.0 |
1,293.3 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.4 |
1,378.6 |
1,322.0 |
|
R3 |
1,364.6 |
1,349.8 |
1,314.1 |
|
R2 |
1,335.8 |
1,335.8 |
1,311.5 |
|
R1 |
1,321.0 |
1,321.0 |
1,308.8 |
1,314.0 |
PP |
1,307.0 |
1,307.0 |
1,307.0 |
1,303.5 |
S1 |
1,292.2 |
1,292.2 |
1,303.6 |
1,285.2 |
S2 |
1,278.2 |
1,278.2 |
1,300.9 |
|
S3 |
1,249.4 |
1,263.4 |
1,298.3 |
|
S4 |
1,220.6 |
1,234.6 |
1,290.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,321.8 |
1,293.0 |
28.8 |
2.2% |
12.9 |
1.0% |
46% |
False |
True |
111,135 |
10 |
1,324.3 |
1,283.3 |
41.0 |
3.1% |
14.0 |
1.1% |
56% |
False |
False |
115,992 |
20 |
1,324.3 |
1,281.0 |
43.3 |
3.3% |
14.0 |
1.1% |
58% |
False |
False |
95,660 |
40 |
1,347.5 |
1,281.0 |
66.5 |
5.1% |
14.6 |
1.1% |
38% |
False |
False |
55,001 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.1 |
1.1% |
61% |
False |
False |
37,559 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.3 |
1.1% |
61% |
False |
False |
28,736 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.2 |
1.1% |
61% |
False |
False |
23,296 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.4% |
14.6 |
1.1% |
43% |
False |
False |
19,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,416.4 |
2.618 |
1,378.0 |
1.618 |
1,354.5 |
1.000 |
1,340.0 |
0.618 |
1,331.0 |
HIGH |
1,316.5 |
0.618 |
1,307.5 |
0.500 |
1,304.8 |
0.382 |
1,302.0 |
LOW |
1,293.0 |
0.618 |
1,278.5 |
1.000 |
1,269.5 |
1.618 |
1,255.0 |
2.618 |
1,231.5 |
4.250 |
1,193.1 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,305.7 |
1,307.4 |
PP |
1,305.2 |
1,307.0 |
S1 |
1,304.8 |
1,306.6 |
|