Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,298.6 |
1,297.2 |
-1.4 |
-0.1% |
1,310.4 |
High |
1,303.7 |
1,299.3 |
-4.4 |
-0.3% |
1,321.8 |
Low |
1,294.7 |
1,288.7 |
-6.0 |
-0.5% |
1,293.0 |
Close |
1,296.7 |
1,295.2 |
-1.5 |
-0.1% |
1,306.2 |
Range |
9.0 |
10.6 |
1.6 |
17.8% |
28.8 |
ATR |
14.2 |
13.9 |
-0.3 |
-1.8% |
0.0 |
Volume |
78,238 |
83,304 |
5,066 |
6.5% |
555,677 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.2 |
1,321.3 |
1,301.0 |
|
R3 |
1,315.6 |
1,310.7 |
1,298.1 |
|
R2 |
1,305.0 |
1,305.0 |
1,297.1 |
|
R1 |
1,300.1 |
1,300.1 |
1,296.2 |
1,297.3 |
PP |
1,294.4 |
1,294.4 |
1,294.4 |
1,293.0 |
S1 |
1,289.5 |
1,289.5 |
1,294.2 |
1,286.7 |
S2 |
1,283.8 |
1,283.8 |
1,293.3 |
|
S3 |
1,273.2 |
1,278.9 |
1,292.3 |
|
S4 |
1,262.6 |
1,268.3 |
1,289.4 |
|
|
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 |
1,288.7 |
33.1 |
2.6% |
12.7 |
1.0% |
20% |
False |
True |
106,635 |
10 |
1,324.3 |
1,288.7 |
35.6 |
2.7% |
12.5 |
1.0% |
18% |
False |
True |
106,365 |
20 |
1,324.3 |
1,281.0 |
43.3 |
3.3% |
13.8 |
1.1% |
33% |
False |
False |
105,000 |
40 |
1,347.5 |
1,281.0 |
66.5 |
5.1% |
14.4 |
1.1% |
21% |
False |
False |
60,607 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.7 |
1.1% |
51% |
False |
False |
41,356 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
13.9 |
1.1% |
51% |
False |
False |
31,673 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.2% |
14.1 |
1.1% |
51% |
False |
False |
25,616 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.5% |
14.5 |
1.1% |
36% |
False |
False |
21,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.4 |
2.618 |
1,327.1 |
1.618 |
1,316.5 |
1.000 |
1,309.9 |
0.618 |
1,305.9 |
HIGH |
1,299.3 |
0.618 |
1,295.3 |
0.500 |
1,294.0 |
0.382 |
1,292.7 |
LOW |
1,288.7 |
0.618 |
1,282.1 |
1.000 |
1,278.1 |
1.618 |
1,271.5 |
2.618 |
1,260.9 |
4.250 |
1,243.7 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,294.8 |
1,296.8 |
PP |
1,294.4 |
1,296.3 |
S1 |
1,294.0 |
1,295.7 |
|