Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,304.2 |
1,298.6 |
-5.6 |
-0.4% |
1,310.4 |
High |
1,304.9 |
1,303.7 |
-1.2 |
-0.1% |
1,321.8 |
Low |
1,296.5 |
1,294.7 |
-1.8 |
-0.1% |
1,293.0 |
Close |
1,299.3 |
1,296.7 |
-2.6 |
-0.2% |
1,306.2 |
Range |
8.4 |
9.0 |
0.6 |
7.1% |
28.8 |
ATR |
14.6 |
14.2 |
-0.4 |
-2.7% |
0.0 |
Volume |
76,105 |
78,238 |
2,133 |
2.8% |
555,677 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.4 |
1,320.0 |
1,301.7 |
|
R3 |
1,316.4 |
1,311.0 |
1,299.2 |
|
R2 |
1,307.4 |
1,307.4 |
1,298.4 |
|
R1 |
1,302.0 |
1,302.0 |
1,297.5 |
1,300.2 |
PP |
1,298.4 |
1,298.4 |
1,298.4 |
1,297.5 |
S1 |
1,293.0 |
1,293.0 |
1,295.9 |
1,291.2 |
S2 |
1,289.4 |
1,289.4 |
1,295.1 |
|
S3 |
1,280.4 |
1,284.0 |
1,294.2 |
|
S4 |
1,271.4 |
1,275.0 |
1,291.8 |
|
|
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% |
12.6 |
1.0% |
13% |
False |
False |
109,668 |
10 |
1,324.3 |
1,288.5 |
35.8 |
2.8% |
13.7 |
1.1% |
23% |
False |
False |
114,071 |
20 |
1,324.3 |
1,281.0 |
43.3 |
3.3% |
13.6 |
1.1% |
36% |
False |
False |
101,767 |
40 |
1,347.5 |
1,281.0 |
66.5 |
5.1% |
14.5 |
1.1% |
24% |
False |
False |
58,690 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.1 |
1.1% |
52% |
False |
False |
40,033 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.0 |
1.1% |
52% |
False |
False |
30,643 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.1 |
1.1% |
52% |
False |
False |
24,806 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.5% |
14.5 |
1.1% |
37% |
False |
False |
20,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.0 |
2.618 |
1,327.3 |
1.618 |
1,318.3 |
1.000 |
1,312.7 |
0.618 |
1,309.3 |
HIGH |
1,303.7 |
0.618 |
1,300.3 |
0.500 |
1,299.2 |
0.382 |
1,298.1 |
LOW |
1,294.7 |
0.618 |
1,289.1 |
1.000 |
1,285.7 |
1.618 |
1,280.1 |
2.618 |
1,271.1 |
4.250 |
1,256.5 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,299.2 |
1,304.8 |
PP |
1,298.4 |
1,302.1 |
S1 |
1,297.5 |
1,299.4 |
|