Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,918.25 |
1,927.00 |
8.75 |
0.5% |
1,912.00 |
High |
1,933.00 |
1,930.50 |
-2.50 |
-0.1% |
1,929.50 |
Low |
1,917.00 |
1,915.75 |
-1.25 |
-0.1% |
1,882.75 |
Close |
1,924.75 |
1,922.50 |
-2.25 |
-0.1% |
1,916.00 |
Range |
16.00 |
14.75 |
-1.25 |
-7.8% |
46.75 |
ATR |
19.63 |
19.29 |
-0.35 |
-1.8% |
0.00 |
Volume |
6,294 |
6,170 |
-124 |
-2.0% |
22,229 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.25 |
1,959.50 |
1,930.50 |
|
R3 |
1,952.50 |
1,944.75 |
1,926.50 |
|
R2 |
1,937.75 |
1,937.75 |
1,925.25 |
|
R1 |
1,930.00 |
1,930.00 |
1,923.75 |
1,926.50 |
PP |
1,923.00 |
1,923.00 |
1,923.00 |
1,921.00 |
S1 |
1,915.25 |
1,915.25 |
1,921.25 |
1,911.75 |
S2 |
1,908.25 |
1,908.25 |
1,919.75 |
|
S3 |
1,893.50 |
1,900.50 |
1,918.50 |
|
S4 |
1,878.75 |
1,885.75 |
1,914.50 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.75 |
2,029.50 |
1,941.75 |
|
R3 |
2,003.00 |
1,982.75 |
1,928.75 |
|
R2 |
1,956.25 |
1,956.25 |
1,924.50 |
|
R1 |
1,936.00 |
1,936.00 |
1,920.25 |
1,946.00 |
PP |
1,909.50 |
1,909.50 |
1,909.50 |
1,914.50 |
S1 |
1,889.25 |
1,889.25 |
1,911.75 |
1,899.50 |
S2 |
1,862.75 |
1,862.75 |
1,907.50 |
|
S3 |
1,816.00 |
1,842.50 |
1,903.25 |
|
S4 |
1,769.25 |
1,795.75 |
1,890.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,933.00 |
1,882.75 |
50.25 |
2.6% |
22.75 |
1.2% |
79% |
False |
False |
4,682 |
10 |
1,966.25 |
1,882.75 |
83.50 |
4.3% |
24.00 |
1.3% |
48% |
False |
False |
4,898 |
20 |
1,977.75 |
1,882.75 |
95.00 |
4.9% |
20.00 |
1.0% |
42% |
False |
False |
3,858 |
40 |
1,977.75 |
1,882.75 |
95.00 |
4.9% |
16.50 |
0.9% |
42% |
False |
False |
2,865 |
60 |
1,977.75 |
1,850.50 |
127.25 |
6.6% |
14.75 |
0.8% |
57% |
False |
False |
2,033 |
80 |
1,977.75 |
1,831.50 |
146.25 |
7.6% |
14.50 |
0.8% |
62% |
False |
False |
1,562 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
15.00 |
0.8% |
71% |
False |
False |
1,273 |
120 |
1,977.75 |
1,790.00 |
187.75 |
9.8% |
14.00 |
0.7% |
71% |
False |
False |
1,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,993.25 |
2.618 |
1,969.00 |
1.618 |
1,954.25 |
1.000 |
1,945.25 |
0.618 |
1,939.50 |
HIGH |
1,930.50 |
0.618 |
1,924.75 |
0.500 |
1,923.00 |
0.382 |
1,921.50 |
LOW |
1,915.75 |
0.618 |
1,906.75 |
1.000 |
1,901.00 |
1.618 |
1,892.00 |
2.618 |
1,877.25 |
4.250 |
1,853.00 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,923.00 |
1,917.50 |
PP |
1,923.00 |
1,912.75 |
S1 |
1,922.75 |
1,908.00 |
|