Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,291.9 |
1,278.2 |
-13.7 |
-1.1% |
1,304.2 |
High |
1,292.0 |
1,283.9 |
-8.1 |
-0.6% |
1,304.9 |
Low |
1,273.4 |
1,274.6 |
1.2 |
0.1% |
1,273.4 |
Close |
1,275.4 |
1,280.2 |
4.8 |
0.4% |
1,280.2 |
Range |
18.6 |
9.3 |
-9.3 |
-50.0% |
31.5 |
ATR |
14.5 |
14.1 |
-0.4 |
-2.6% |
0.0 |
Volume |
145,351 |
91,730 |
-53,621 |
-36.9% |
474,728 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.5 |
1,303.1 |
1,285.3 |
|
R3 |
1,298.2 |
1,293.8 |
1,282.8 |
|
R2 |
1,288.9 |
1,288.9 |
1,281.9 |
|
R1 |
1,284.5 |
1,284.5 |
1,281.1 |
1,286.7 |
PP |
1,279.6 |
1,279.6 |
1,279.6 |
1,280.7 |
S1 |
1,275.2 |
1,275.2 |
1,279.3 |
1,277.4 |
S2 |
1,270.3 |
1,270.3 |
1,278.5 |
|
S3 |
1,261.0 |
1,265.9 |
1,277.6 |
|
S4 |
1,251.7 |
1,256.6 |
1,275.1 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.7 |
1,361.9 |
1,297.5 |
|
R3 |
1,349.2 |
1,330.4 |
1,288.9 |
|
R2 |
1,317.7 |
1,317.7 |
1,286.0 |
|
R1 |
1,298.9 |
1,298.9 |
1,283.1 |
1,292.6 |
PP |
1,286.2 |
1,286.2 |
1,286.2 |
1,283.0 |
S1 |
1,267.4 |
1,267.4 |
1,277.3 |
1,261.1 |
S2 |
1,254.7 |
1,254.7 |
1,274.4 |
|
S3 |
1,223.2 |
1,235.9 |
1,271.5 |
|
S4 |
1,191.7 |
1,204.4 |
1,262.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,304.9 |
1,273.4 |
31.5 |
2.5% |
11.2 |
0.9% |
22% |
False |
False |
94,945 |
10 |
1,321.8 |
1,273.4 |
48.4 |
3.8% |
12.1 |
0.9% |
14% |
False |
False |
103,040 |
20 |
1,324.3 |
1,273.4 |
50.9 |
4.0% |
13.4 |
1.0% |
13% |
False |
False |
113,121 |
40 |
1,347.5 |
1,273.4 |
74.1 |
5.8% |
14.4 |
1.1% |
9% |
False |
False |
66,306 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.3% |
13.9 |
1.1% |
36% |
False |
False |
45,132 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.3% |
14.0 |
1.1% |
36% |
False |
False |
34,596 |
100 |
1,347.5 |
1,241.7 |
105.8 |
8.3% |
14.1 |
1.1% |
36% |
False |
False |
27,966 |
120 |
1,390.8 |
1,241.7 |
149.1 |
11.6% |
14.4 |
1.1% |
26% |
False |
False |
23,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,323.4 |
2.618 |
1,308.2 |
1.618 |
1,298.9 |
1.000 |
1,293.2 |
0.618 |
1,289.6 |
HIGH |
1,283.9 |
0.618 |
1,280.3 |
0.500 |
1,279.3 |
0.382 |
1,278.2 |
LOW |
1,274.6 |
0.618 |
1,268.9 |
1.000 |
1,265.3 |
1.618 |
1,259.6 |
2.618 |
1,250.3 |
4.250 |
1,235.1 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,279.9 |
1,286.4 |
PP |
1,279.6 |
1,284.3 |
S1 |
1,279.3 |
1,282.3 |
|