Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,297.2 |
1,291.9 |
-5.3 |
-0.4% |
1,310.4 |
High |
1,299.3 |
1,292.0 |
-7.3 |
-0.6% |
1,321.8 |
Low |
1,288.7 |
1,273.4 |
-15.3 |
-1.2% |
1,293.0 |
Close |
1,295.2 |
1,275.4 |
-19.8 |
-1.5% |
1,306.2 |
Range |
10.6 |
18.6 |
8.0 |
75.5% |
28.8 |
ATR |
13.9 |
14.5 |
0.6 |
4.0% |
0.0 |
Volume |
83,304 |
145,351 |
62,047 |
74.5% |
555,677 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.1 |
1,324.3 |
1,285.6 |
|
R3 |
1,317.5 |
1,305.7 |
1,280.5 |
|
R2 |
1,298.9 |
1,298.9 |
1,278.8 |
|
R1 |
1,287.1 |
1,287.1 |
1,277.1 |
1,283.7 |
PP |
1,280.3 |
1,280.3 |
1,280.3 |
1,278.6 |
S1 |
1,268.5 |
1,268.5 |
1,273.7 |
1,265.1 |
S2 |
1,261.7 |
1,261.7 |
1,272.0 |
|
S3 |
1,243.1 |
1,249.9 |
1,270.3 |
|
S4 |
1,224.5 |
1,231.3 |
1,265.2 |
|
|
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 |
1,316.5 |
1,273.4 |
43.1 |
3.4% |
14.0 |
1.1% |
5% |
False |
True |
115,022 |
10 |
1,324.3 |
1,273.4 |
50.9 |
4.0% |
13.0 |
1.0% |
4% |
False |
True |
108,657 |
20 |
1,324.3 |
1,273.4 |
50.9 |
4.0% |
13.8 |
1.1% |
4% |
False |
True |
110,617 |
40 |
1,347.5 |
1,273.4 |
74.1 |
5.8% |
14.4 |
1.1% |
3% |
False |
True |
64,193 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.3% |
13.9 |
1.1% |
32% |
False |
False |
43,699 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.3% |
14.0 |
1.1% |
32% |
False |
False |
33,457 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.3% |
14.1 |
1.1% |
32% |
False |
False |
27,055 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.7% |
14.5 |
1.1% |
23% |
False |
False |
22,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.1 |
2.618 |
1,340.7 |
1.618 |
1,322.1 |
1.000 |
1,310.6 |
0.618 |
1,303.5 |
HIGH |
1,292.0 |
0.618 |
1,284.9 |
0.500 |
1,282.7 |
0.382 |
1,280.5 |
LOW |
1,273.4 |
0.618 |
1,261.9 |
1.000 |
1,254.8 |
1.618 |
1,243.3 |
2.618 |
1,224.7 |
4.250 |
1,194.4 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,282.7 |
1,288.6 |
PP |
1,280.3 |
1,284.2 |
S1 |
1,277.8 |
1,279.8 |
|