Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1,937.75 |
1,946.25 |
8.50 |
0.4% |
1,918.25 |
High |
1,947.00 |
1,953.00 |
6.00 |
0.3% |
1,953.00 |
Low |
1,934.75 |
1,929.50 |
-5.25 |
-0.3% |
1,915.75 |
Close |
1,945.75 |
1,944.50 |
-1.25 |
-0.1% |
1,944.50 |
Range |
12.25 |
23.50 |
11.25 |
91.8% |
37.25 |
ATR |
18.56 |
18.92 |
0.35 |
1.9% |
0.00 |
Volume |
3,222 |
3,065 |
-157 |
-4.9% |
21,098 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.75 |
2,002.25 |
1,957.50 |
|
R3 |
1,989.25 |
1,978.75 |
1,951.00 |
|
R2 |
1,965.75 |
1,965.75 |
1,948.75 |
|
R1 |
1,955.25 |
1,955.25 |
1,946.75 |
1,948.75 |
PP |
1,942.25 |
1,942.25 |
1,942.25 |
1,939.00 |
S1 |
1,931.75 |
1,931.75 |
1,942.25 |
1,925.25 |
S2 |
1,918.75 |
1,918.75 |
1,940.25 |
|
S3 |
1,895.25 |
1,908.25 |
1,938.00 |
|
S4 |
1,871.75 |
1,884.75 |
1,931.50 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.50 |
2,034.25 |
1,965.00 |
|
R3 |
2,012.25 |
1,997.00 |
1,954.75 |
|
R2 |
1,975.00 |
1,975.00 |
1,951.25 |
|
R1 |
1,959.75 |
1,959.75 |
1,948.00 |
1,967.50 |
PP |
1,937.75 |
1,937.75 |
1,937.75 |
1,941.50 |
S1 |
1,922.50 |
1,922.50 |
1,941.00 |
1,930.00 |
S2 |
1,900.50 |
1,900.50 |
1,937.75 |
|
S3 |
1,863.25 |
1,885.25 |
1,934.25 |
|
S4 |
1,826.00 |
1,848.00 |
1,924.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,953.00 |
1,915.75 |
37.25 |
1.9% |
16.25 |
0.8% |
77% |
True |
False |
4,219 |
10 |
1,953.00 |
1,882.75 |
70.25 |
3.6% |
21.25 |
1.1% |
88% |
True |
False |
4,332 |
20 |
1,977.75 |
1,882.75 |
95.00 |
4.9% |
19.00 |
1.0% |
65% |
False |
False |
3,886 |
40 |
1,977.75 |
1,882.75 |
95.00 |
4.9% |
16.75 |
0.9% |
65% |
False |
False |
2,995 |
60 |
1,977.75 |
1,871.75 |
106.00 |
5.5% |
14.75 |
0.8% |
69% |
False |
False |
2,174 |
80 |
1,977.75 |
1,831.50 |
146.25 |
7.5% |
14.75 |
0.8% |
77% |
False |
False |
1,668 |
100 |
1,977.75 |
1,790.00 |
187.75 |
9.7% |
15.00 |
0.8% |
82% |
False |
False |
1,359 |
120 |
1,977.75 |
1,790.00 |
187.75 |
9.7% |
14.25 |
0.7% |
82% |
False |
False |
1,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,053.00 |
2.618 |
2,014.50 |
1.618 |
1,991.00 |
1.000 |
1,976.50 |
0.618 |
1,967.50 |
HIGH |
1,953.00 |
0.618 |
1,944.00 |
0.500 |
1,941.25 |
0.382 |
1,938.50 |
LOW |
1,929.50 |
0.618 |
1,915.00 |
1.000 |
1,906.00 |
1.618 |
1,891.50 |
2.618 |
1,868.00 |
4.250 |
1,829.50 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1,943.50 |
1,942.50 |
PP |
1,942.25 |
1,940.25 |
S1 |
1,941.25 |
1,938.25 |
|