Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,927.00 |
1,924.75 |
-2.25 |
-0.1% |
1,912.00 |
High |
1,930.50 |
1,938.50 |
8.00 |
0.4% |
1,929.50 |
Low |
1,915.75 |
1,923.50 |
7.75 |
0.4% |
1,882.75 |
Close |
1,922.50 |
1,936.75 |
14.25 |
0.7% |
1,916.00 |
Range |
14.75 |
15.00 |
0.25 |
1.7% |
46.75 |
ATR |
19.29 |
19.05 |
-0.23 |
-1.2% |
0.00 |
Volume |
6,170 |
2,347 |
-3,823 |
-62.0% |
22,229 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.00 |
1,972.25 |
1,945.00 |
|
R3 |
1,963.00 |
1,957.25 |
1,941.00 |
|
R2 |
1,948.00 |
1,948.00 |
1,939.50 |
|
R1 |
1,942.25 |
1,942.25 |
1,938.00 |
1,945.00 |
PP |
1,933.00 |
1,933.00 |
1,933.00 |
1,934.25 |
S1 |
1,927.25 |
1,927.25 |
1,935.50 |
1,930.00 |
S2 |
1,918.00 |
1,918.00 |
1,934.00 |
|
S3 |
1,903.00 |
1,912.25 |
1,932.50 |
|
S4 |
1,888.00 |
1,897.25 |
1,928.50 |
|
|
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 |
1,938.50 |
1,882.75 |
55.75 |
2.9% |
21.75 |
1.1% |
97% |
True |
False |
4,300 |
10 |
1,957.25 |
1,882.75 |
74.50 |
3.8% |
24.00 |
1.2% |
72% |
False |
False |
4,902 |
20 |
1,977.75 |
1,882.75 |
95.00 |
4.9% |
20.25 |
1.0% |
57% |
False |
False |
3,840 |
40 |
1,977.75 |
1,882.75 |
95.00 |
4.9% |
16.50 |
0.9% |
57% |
False |
False |
2,913 |
60 |
1,977.75 |
1,850.50 |
127.25 |
6.6% |
14.75 |
0.8% |
68% |
False |
False |
2,071 |
80 |
1,977.75 |
1,831.50 |
146.25 |
7.6% |
14.50 |
0.8% |
72% |
False |
False |
1,590 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.7% |
15.00 |
0.8% |
78% |
False |
False |
1,296 |
120 |
1,977.75 |
1,790.00 |
187.75 |
9.7% |
14.25 |
0.7% |
78% |
False |
False |
1,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,002.25 |
2.618 |
1,977.75 |
1.618 |
1,962.75 |
1.000 |
1,953.50 |
0.618 |
1,947.75 |
HIGH |
1,938.50 |
0.618 |
1,932.75 |
0.500 |
1,931.00 |
0.382 |
1,929.25 |
LOW |
1,923.50 |
0.618 |
1,914.25 |
1.000 |
1,908.50 |
1.618 |
1,899.25 |
2.618 |
1,884.25 |
4.250 |
1,859.75 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,934.75 |
1,933.50 |
PP |
1,933.00 |
1,930.25 |
S1 |
1,931.00 |
1,927.00 |
|